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Dongsheng Lu Managing Director and Head of Quantitative Strategy at BNY Mellon

Profile

Dongsheng Lu's group is responsible for developing derivatives trading/pricing models and building trading/risk management infrastructure for interest rate, equity and FX derivatives trading businesses as well as XVA analytics and management. In addition, he has been working extensively on building electronic market making platform, electronic trading strategies and algorithms for fixed income securities, equity and equity options. He holds a PhD in Theoretical Chemistry from the Ohio State University and a B.S. degree from University of Science and Technology of China.

Dongsheng Lu's Network