Matthew Hu

Ming-Hsiu (Matthew) Hu is a Quantitative Analytics Senior Associate at J.P. Morgan. He covers quantitative models for Securitized Products Group (SPG) under Corporate & Investment Banking Trading. Products that are associated with SPG include but are not limited to Agency/Non-Agency Residential Mortgage-Backed Securities (RMBS), Asset-Backed Securities (ABS), Macroeconomic Variables (MEVs), Mortgage Servicing Rights (MSR), Secondary Marketing, Corporate Mortgage-Backed Securities (CMBS).

Matthew holds a Master's in Computational Finance from Carnegie Mellon University and a Bachelor's in Information Management and Finance.

Academic Projects

  • Credit Default Prediction via Deep Learning
  • Kaggle Chinese News Titles Classification Competition
  • CNN for Mask Wearing Image Recognition
  • RNN for COVID-19 Worldwide Confirmed Cases Prediction
  • Large-Scale Portfolio Management Research Project (Empirical ML)
  • Revised Day Trade Policies' Effects on Taiwan's Stock Market
  • Arbitrage Opportunities in Taiwan Futures and Option Markets

    • Stay In Touch

    • LinkedIn

      LinkedIn

    • GitHub

      GitHub

    • Email

      matthewhu at cmu.edu

    • © 2023 Matthew Hu