Gerard’s domain expertise includes technology implementations that support
all functions of the front, middle and back-office operations of global financial
services firms: from trade capture, risk management, P/L reporting through clearing,
settlement and collateral management. Gerard began his career on Wall Street
at Lehman Brothers’ global derivatives business which he supported in
both New York and London. At Salomon Brothers, he managed both the development
and implementation of their derivatives system and migrated the business to
a single source of reference and market data, greatly streamlining operations
and eliminating exceptions. In 1995, he segued into financial technology and
client satisfaction full time, first as Associate Director of Client Services
for 5 years at Summit Systems, the leading derivatives technology vendor and
then at Cygnifi, the JPMorgan spin off dedicated to providing transaction transparency
and portfolio risk management to end users of derivatives. As Director of Client
Services at Cygnifi, Gerard was responsible for building the support infrastructure
for the firm’s global ASP business. Gerard holds a bachelor’s degree
in Finance and Accounting from Marist College, as well as an MBA in Finance
from Pace University.
Dr. Gene Schupak; Partner and Head of Quantitative Research
Gene has an extensive experience with Cygnifi’s Analytics - he was the
head of Quantitative Research at Cygnifi in New York. Gene continued to use
and expand the Analytic Library as the head of the Quantitative Research at
Swiss Re Financial Products where he led new product development for Credit
and Interest Rate Derivatives desks. Gene has also an extensive proprietary
trading experience and held senior-level quantitative research positions at
other firms such as Goldman Sachs, BNP Paribas and Cooper Neff. He has built
analytical decision support systems for proprietary trading of Interest Rate
Derivatives, Convertible Securities and Equity Index Options and managed teams
supporting the Swap, Emerging Market, Equity Derivative and FX trading desks.
He has developed multi-factor statistical models with applications in: Building
of term structure of Interest Rates, estimation of Credit Default Probabilities,
Risk Management, Electronic Trading and Relative Value Analysis.
Gene holds an M.S. in Mathematics from Kiev State University and a Ph.D. in
Physics from the Kiev Institute of Thermophysics and has taught mathematics
at Temple University.
Fang Zhao, CFA - Principal and Senior Quantitative Engineer
Fang joined Suite in 2004 as an experienced technologist and has been very instrumental in enhancing Suite’s analytics as well as furthering the derivatives valuation-services business. His background includes five years with Northrop Grumman where he designed and developed image-processing software and initiated and oversaw system security and disaster recovery programs. While there he also led team of developers writing a cross-platform compatible data-capture and image retrieval system using large relational databases.
Fang holds an M.S degree in Computer Science from Florida State University and an MBA in Finance, Information Systems and Quantitative Analysis from Carnegie Mellon University. Fang is also a CFA.
Ning Liu, PhD – Principal and Senior Quantitative Engineer
Prior to joining Suite in March of 2010, Ning had thirteen years of Quantitative Research and Development experience, of which ten years he spent working with the ALib Analytic Library. As a Senior Associate within the Fixed Income Research Group at JPMorgan, Ning developed analytics for MBS (including prepayment modeling), OAS, Emerging Markets, Tree Pricing and Credit Analytic functions. Ning later joined Putnam Investments (an ALib licensee) as a Senior Vice President within their Financial Engineering Group. At Putnam he directed Research and Development of pricing models including Credit-Convertible Bond valuations, Exotic Equity Option models and arbitrage-analysis tools. Ning has authored research papers including Correlation Impact on Valuation and Recovery for Convertible Bonds for a Journal of Risk conference and A Multi Factor Hazard Rate Framework for a Risk Magazine conference.
Ning holds a PhD in Statistics from the University of Maryland at College Park, and an MS in Mathematics from William and Mary College.
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