Dr. Zhu, Steven H.
Steven is currently a Senior Vice President and
Head of Credit Analytics and Methodology at
Bank of America Securities in New York. He
specializes in the field of quantitative modeling
and risk management.
Steven’s experience spans across many
aspects of capital market, including equity, fixed
income, currency and commodity products.
Before joining Bank of America in 2003, he
Steven is currently a Senior Vice President and
Head of Credit Analytics and Methodology at
Bank of America Securities in New York. He
specializes in the field of quantitative modeling
and risk management.
Steven’s experience spans across many
aspects of capital market, including equity, fixed
income, currency and commodity products.
Before joining Bank of America in 2003, he
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Risk Who's Who™
worked as a desk quant, trading and structuring for ten years at First
National Bank of Chicago, Williams Energy Trading, as well as Citibank at
both its New York and Tokyo office.
Steven has published in the subject of applied mathematics and
quantitative finance in numerous journals. He has been credited for his
pioneering work on counterparty credit exposure modeling in his recent
papers, where he proposed a conditional valuation technique in measuring
credit exposures on path-dependent instruments. He recently contributed a
chapter to the Risk books ‘Counterparty Credit Risk Modelling’, and the
Basel Handbook (2nd edition): A Guide for Financial Practitioners. He has
spoken at leading events on credit risk organized by RISK and GARP.
Steven is a Senior Fellow of the “Wall Street Ren”, a voluntary organisation
that helps bring together China's financial and capital institutions, world-
renowned capital enterprises and fund-raising and securities
organizations.
Steven holds a PhD in Applied Mathematics from Brown University. He has
been a Visiting Research Scholar at MIT Sloan School of Management.
National Bank of Chicago, Williams Energy Trading, as well as Citibank at
both its New York and Tokyo office.
Steven has published in the subject of applied mathematics and
quantitative finance in numerous journals. He has been credited for his
pioneering work on counterparty credit exposure modeling in his recent
papers, where he proposed a conditional valuation technique in measuring
credit exposures on path-dependent instruments. He recently contributed a
chapter to the Risk books ‘Counterparty Credit Risk Modelling’, and the
Basel Handbook (2nd edition): A Guide for Financial Practitioners. He has
spoken at leading events on credit risk organized by RISK and GARP.
Steven is a Senior Fellow of the “Wall Street Ren”, a voluntary organisation
that helps bring together China's financial and capital institutions, world-
renowned capital enterprises and fund-raising and securities
organizations.
Steven holds a PhD in Applied Mathematics from Brown University. He has
been a Visiting Research Scholar at MIT Sloan School of Management.
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