Charlie CheManaging Director, North America Head of Quantitative Trading & Research for Equity Derivatives & Systematic Trading at JP Morgan ChaseSpeaker
Profile
Charlie Che currently leads J.P. Morgan’s Equity Derivatives & Systematic Trading Quantitative Trading & Research team in New York, where he oversees all QTR initiatives in the Equity derivatives space in North America.
He holds a Ph.D. in Pure Mathematics from Northwestern University and has more than 20 years of experience in quantitative finance. His expertise lies in equity derivatives.
Alongside his industry career, Charlie has maintained extensive collaborations with academia and currently serves as an Adjunct Clinical Professor at the University of Illinois Urbana-Champaign (UIUC). His interests span quantitative finance, mathematical modeling, Optimal transport and the applications of modern AI/ML methods to financial markets.
Agenda Sessions
SPX-VIX risk computations via perturbed optimal transport
, 12:25View Session
