Job Title: Director, Global Fixed-Income Trading
Dr. Wujiang Lou is a director, quant trader with HSBC‘s global fixed income, currently specialized in repo financing and high yield trading, and previously led US legacy structured finance trading.
Lou joined HSBC in 2006 as a lead quant from Morgan Stanley and has since maintained a strong interest in developing and applying pricing and risk models sensible to the business. Lou’s independent research in XVA has led to multiple articles published in Risk covering CVA, FVA, MVA, and KVA.
Client trade pricing with transferable IM cost Covered trade pricing in bid/ask Incorporating SIMM in models