Ping Sun, PhD

Ping Sun, PhD is Senior Vice President of Financial Engineering at Numerix. He is also the product manager for the Numerix CrossAsset analytics platform. During his career at Numerix, Dr. Sun’s work has appeared in number of publications and academic journals, and he has been showcased as a lecturer at a range of academic events and industry conferences. Dr. Sun served as a consultant to Lehman Brothers as an FX / Equity Desk Quant, and his extensive experience encompasses pricing exotic derivatives across various asset classes, as well as crafting sophisticated algorithms for generating and cleansing volatility surfaces in equity and foreign exchange markets. He earned a Doctorate Degree in Physics from City College of New York, and an Undergraduate Degree in Physics from Fudan University in Shanghai, China.