Charles Tao - Risk USA
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Charles Tao

Charles Tao is a Director in Citi's ICG Risk Analytics Group, where he leads a team responsible for the development and implementation of Basel 2.5 IRC, CCAR trading and counterparty credit risk IDL, and FRTB DRC models. His team is also actively involved in other aspects of Citi's FRTB implementation, particularly for credit and mortgage-related products. Prior to joining Citi, he worked as an investment risk manager at State Street Global Advisors , focusing on risk budgeting, portfolio optimization and asset allocation of the firm's fixed income portfolios; and as a senior data scientist at the Research Department of Novartis, where he developed statistical data mining and machine learning methods to identify patterns in large and complex data sets. He has a doctoral degree in Physics and a master's degree in Computer Science from New York University; and has earned the Chartered Financial Analyst (CFA) and Financial Risk Manager (FRM) designations.