Jiawei (Wayne) Huo is a Director in the Markets Quantitative Analysis division at Citigroup Global Markets, based in Hong Kong. He transitioned to finance from a theoretical condensed matter physicist, holding a PhD specializing in exotic superconductors-a field at the forefront of quantum computational platforms. During his doctoral studies, he led the authorship of several papers, revealing the intricate nature of the complex quantum computing systems.
Leveraging a robust skill set encompassing advanced mathematical modeling, stochastic processes, statistical mechanics, and cutting-edge numerical methods, Wayne now functions as a front-office quant. In this pivotal role, he supports the exotic equity derivatives business, primarily focusing on model development for pricing and risk management.
His current research interests are highly relevant to the evolving landscape of quantitative finance. These include the development of novel and efficient numerical methods for solving high-dimensional problems, stochastic volatility modeling and calibration, valuation adjustments, optimizing performance through high-performance computing, and the application of machine learning and quantum computation in complex financial modeling. Throughout his PhD studies and subsequent career, he has consistently been the first or sole author of his published papers.
