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Hai Jiang, Ph.D. Email & Phone Number
Lead Quantitative Associate
at
Fannie Mae
1 work email found
@bankofhope.com
1 phone found area 310
LinkedIn matched
✓ Verified August 2026
4 data sources
Profile completeness 100%
Current company
Role
Lead Quantitative Associate
Location
Los Angeles, California, United States
Company size
Who is Hai Jiang, Ph.D.? Overview
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Quick answer
Hai Jiang, Ph.D. is listed as Lead Quantitative Associate at Fannie Mae, a with 12699 employees, based in Los Angeles, California, United States. AeroLeads shows a work email signal at bankofhope.com, phone signal with area code 310, and a matched LinkedIn profile for Hai Jiang, Ph.D..
Hai Jiang, Ph.D. previously worked as Model Validation Manager at Bank Of Hope and Senior Quantitative Finance Analyst (Contract) at Bank Of America. Hai Jiang, Ph.D. holds Phd, Physics from Ucla.
Company email context
Email format at Fannie Mae
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*@bankofhope.com
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AeroLeads found 1 current-domain work email signal for Hai Jiang, Ph.D.. Compare company email patterns before reaching out.
Profile bio
About Hai Jiang, Ph.D.
Model developmentModel ValidationModel implementationPortfolio Management Risk ManagementQuantitative data analysisFinancial reportingTrading tool development
Listed skills include Fixed Income, Risk Management, Data Analysis, Quantitative Research, and 15 others.
Current workplace
Hai Jiang, Ph.D.'s current company
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Fannie Mae
9 roles
Hai Jiang, Ph.D. work experience
A career timeline built from the work history available for this profile.
Role listed
Model Validation Manager
Lead team to validate the DFAST PD, Ending Balance and NCOR models on CRE and C&I portfolio. Assist and oversee external consultants in validating the financial models, like ALLL, IRR, PCBB and CoStar.
Jun 2017 - Jun 2018
Senior Quantitative Finance Analyst (Contract)
Improved the process of generating projection of macroeconomic variables, GDP, UR, CPI, IR and HPI.Extracted model parameters and conducted sensitivity analysis for forecast macroeconomic variables.
Mar 2017 - Jun 2017
Model Validation Analyst(Contract)
Validated PD and LGD Stress Testing (DFAST/CCAR) Models for the bank commercial wholesale portfolio: checked model concept soundness, data integrity, variables selection rationales and outcome performance.
Oct 2016 - Dec 2016
Quantitative Analyst
Implemented mortgage models (Transition Matrix) into the Loan Analytics Pricing System (LAPS) to price RMBS bonds using embedded INTEX API with default/prepayment rates. Completed Cash Flow Testing using LAPS for risk management team. Conducted impact analysis of our portfolio: measure the portfolio quarterly price/yield change with the updated HPI, Interest and Unemployment rates.Developed a WPF tool for loan modification optimizer which output an optimal rate, term and forbearance to maximize loan present value.
Aug 2013 - Jul 2015
Avp, Quantitative Risk Analyst
Developed and maintained Charge-Off (LGD) Stress Testing Model for the bank HFI portfolios.Conducted the Stress Testing on the different economic scenarios and delivered loss forecasting reports. Calibrated REO discount rates on state level.Implemented the Treasury HAMP Model for the bank mortgage loans.Improved and maintained the Fallout Model.
Apr 2008 - Aug 2013
Senior Quantitative Analyst
Analyzed historical loan data to calculate loan default and prepayment rates under different metrics cuts, like LTV, FICO score, region and loan amount, etc.Created recurring (monthly and quarterly) and ad hoc loan performance reports for internal traders and external clients.
Feb 2007 - Apr 2008
Software Developer
Wrote SQL scripts, like views, stored procedures and user defined functions to analyze data to support trading desks.Developed user controlled web-based business reports - accounting and client monthly statements. Developed web-based application to support securities lending and trading activities.
Dec 2005 - Feb 2007
4 education records
Hai Jiang, Ph.D. education
Phd, Physics
Ucla
Master, Computer Science
Ucla
Master'S Degree, Physics
Peking University
Bachelor Of Science (Bs), Physics
Zhejiang University
FAQ
Frequently asked questions about Hai Jiang, Ph.D.
Quick answers generated from the profile data available on this page.
What company does Hai Jiang, Ph.D. work for?
Hai Jiang, Ph.D. works for Fannie Mae.
What is Hai Jiang, Ph.D.'s role at Fannie Mae?
Hai Jiang, Ph.D. is listed as Lead Quantitative Associate at Fannie Mae.
What is Hai Jiang, Ph.D.'s email address?
AeroLeads has found 1 work email signal at @bankofhope.com for Hai Jiang, Ph.D. at Fannie Mae.
What is Hai Jiang, Ph.D.'s phone number?
AeroLeads has found 1 phone signal(s) with area code 310 for Hai Jiang, Ph.D. at Fannie Mae.
Where is Hai Jiang, Ph.D. based?
Hai Jiang, Ph.D. is based in Los Angeles, California, United States while working with Fannie Mae.
What companies has Hai Jiang, Ph.D. worked for?
Hai Jiang, Ph.D. has worked for Fannie Mae, Bank Of Hope, Bank Of America, Union Bank, and Athene Asset Management.
How can I contact Hai Jiang, Ph.D.?
You can use AeroLeads to view verified contact signals for Hai Jiang, Ph.D. at Fannie Mae, including work email, phone, and LinkedIn data when available.
What schools did Hai Jiang, Ph.D. attend?
Hai Jiang, Ph.D. holds Phd, Physics from Ucla.
What skills is Hai Jiang, Ph.D. known for?
Hai Jiang, Ph.D. is listed with skills including Fixed Income, Risk Management, Data Analysis, Quantitative Research, Quantitative Analytics, Quantitative Finance, Financial Modeling, and Statistical Modeling.
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