As Director, Quantitative Research, I oversee the behavior modeling for the firm’s flagship products ZMdesk and OnlineALM.com. I am also responsible for fixed-income analytics and the quantitative research, and am currently leading the loan loss data modeling to help institutions respond to the upcoming CECL requirements. I have been with the company since 2004.
- North Carolina State University, PhD, Applied Mathematics
- Peking University, MS, Optimization
- Nankai University, BS, Computational Mathematics
PUBLISHED WITH ZMFS
- Loan Default Analysis: A Case Study for CECL (May 2018)