Sue Huang
Sue is involved in all aspects of quantitative work at Millen Group. She is involved in developing state-of-the-art quantitative models to analyze the property markets. Sue was able to contribute rapidly to the expansion of the firm’s proprietary methods since she joined the firm in the middle 2007.
Sue’s applied research experience on using Multivariate GARCH and innovative econometric models are essential in developing fair risk pricing models for accurately pricing the risk involved in asset specific derivatives. Her knowledge of actuarial science and financial engineering are essential in pricing the asset specific derivatives.
Sue holds an MSc in Financial Mathematics from Warwick Business School and a BSc in Actuarial Science from Cass Business School