Mitch Gao is a Vice President with years of experience in interest rates and FX derivatives pricing and model risk management at Sumitomo Mitsui Banking Corporation in New York.
Mitch holds a Ph.D. degree in Applied Mathematics and Statistics from Stony Brook University, under the supervision of professor James Glimm who is the former president of the American Mathematical Society and a recipient of Heineman Prize, Leroy P. Steele Prize and National Medal of Science.
Check out Mitch's Plum Profile here (a pre-employment assessment).
Advisor: James Glimm
Research Area: Time-inhomogeneous Lévy Processes