Fan Zhang Cfa Frm Email & Phone Number | • Over 13 years of in-depth experience with quantitative analysis and financial modeling including prepayment models, interest rate term structure models, option pricing models, Monte Carlo methods, credit/default models etc. • Extensive experience with supervised and reinforcement machine learning methods including neural net, gradient boosting, random forest using industry standard frameworks like Tensorflow and H2O • Expertise in fixed income valuation including MBS (FRM, ARM, Reverse Mortgage, negam, IO), CMO, Mortgage Servicing Rights and various debt/derivatives (bonds/swaps/options) • Extensive experience in implementation of risk management concepts and methodologies including various forms of VaR, Economic Capital, risk analytics, hedging • Certified knowledge of Basel II & III, LCR, NSFR requirement/reserve calculations and government mandated stress testing (CCAR, DFAST) • Computer skills include Python, VBA, Unix shell scripting, Perl, SQL • Experience with econometric modeling in R, MATLAB & SAS • Advanced usage of financial software including Bloomberg, Polypaths, QRM, Yieldbook • Excellent communication and presentation skills

Fan Zhang Cfa Frm

• Over 13 years of in-depth experience with quantitative analysis and financial modeling including p...
Vienna, Virginia, United States

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Fan Zhang Cfa Frm’s Email fan_j_zhang@fanniemae.com

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Fan Zhang Cfa Frm’s Location Vienna, Virginia, United States

Fan Zhang Cfa Frm’s Current Industry Fannie Mae

Fan Zhang Cfa Frm’s Prior Industry Ipso Facto Solutions | Riskspan | Capital One

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Quantitative Modeling Advisor

2021-06-01 00:00:00 - Present

Model Validation Consultant

2020-02-01 00:00:00 - 2021-06-01 00:00:00

Director of Model Development

2018-03-01 00:00:00 - 2019-11-01 00:00:00

Senior Quantitative Analysis Manager

2014-07-01 00:00:00 - 2018-03-01 00:00:00

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Fan Zhang Cfa Frm is a • Over 13 years of in-depth experience with quantitative analysis and financial modeling including prepayment models, interest rate term structure models, option pricing models, Monte Carlo methods, credit/default models etc. • Extensive experience with supervised and reinforcement machine learning methods including neural net, gradient boosting, random forest using industry standard frameworks like Tensorflow and H2O • Expertise in fixed income valuation including MBS (FRM, ARM, Reverse Mortgage, negam, IO), CMO, Mortgage Servicing Rights and various debt/derivatives (bonds/swaps/options) • Extensive experience in implementation of risk management concepts and methodologies including various forms of VaR, Economic Capital, risk analytics, hedging • Certified knowledge of Basel II & III, LCR, NSFR requirement/reserve calculations and government mandated stress testing (CCAR, DFAST) • Computer skills include Python, VBA, Unix shell scripting, Perl, SQL • Experience with econometric modeling in R, MATLAB & SAS • Advanced usage of financial software including Bloomberg, Polypaths, QRM, Yieldbook • Excellent communication and presentation skills