Yu Dai
Senior Quantitative Manager
Yu Dai is the Quantitative Associate at GreenPoint Global where she works on conducting quantitative research projects as well as doing functional analysis and implementation in the client’s system. She has two years of work experience related to FRTB and Benchmark Reform and Transition from LIBOR.
Yu is responsible for delivering OIS/RFR curve construction, multi-curve generation and financial products valuation, and configuration solutions in Summit. She works closely with the developing team in researching, designing, and testing the functionality of LIBOR Replacement Simulation Tool and LIBOR Express.
Yu holds a Master’s degree in Quantitative Finance from Fordham University and a Bachelor’s degree in Material Science and Engineering from Zhejiang University in China. She is an FRM Level II candidate.
Yu lives in Stonybrook, NY.