Jun L. Email and Phone Number
High performance leader of data science and quantitative analytics team in a financial institutionExpert of real estate investment, financial risk management, data science, predictive models and advanced data analytics More than 20 years experience in credit risk/market risk management, quantitative analytics, economic capital framework, financial investment analysis, portfolio analytics and business applicationsSpecialties: - Leadership in quantitative model development and advanced analytics- Data science and statistical models- Advanced business intelligence and applications - Investment strategies and research in commercial real estate market- Credit loss forecasts and financial portfolio management - Current Expected Credit Losses (CECL) methodology and process- Dodd-Frank Act Stress Tests (DFAST)- CMBS and multifamily investment- Fixed-Income hedging strategies- Capital Market researches and reports- Economic capital and stress test methodologies- Model risk governance and best practices- Development of analytical team and talent recruiting
Freddie Mac
View- Website:
- freddiemac.com
- Employees:
- 8833
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Senior Director, Multifamily Modeling And Quantitative AnalyticsFreddie Mac Oct 2004 - PresentMclean VaEstablish and lead a data science and quantitative analytics team of 16 economists, data scientists, quantitative modelers, AI/ML experts and business analysts in mortgage financing covering the areas of:- Quantitative Research and Credit Risk/Market Risk Model Development/Implementation/Validation- Data Science, Machine Learning and Business Intelligence Development and Implementation - CECL Reserve Methodology/Execution and Financial Reporting- Dodd Frank Stress Tests and… Show more Establish and lead a data science and quantitative analytics team of 16 economists, data scientists, quantitative modelers, AI/ML experts and business analysts in mortgage financing covering the areas of:- Quantitative Research and Credit Risk/Market Risk Model Development/Implementation/Validation- Data Science, Machine Learning and Business Intelligence Development and Implementation - CECL Reserve Methodology/Execution and Financial Reporting- Dodd Frank Stress Tests and Capital Planning- Risk-based Pricing and Investment Analytics in Multifamily Loan Financing, Securitization, CMBS and Capital Market Initiatives- Thought Leadership and Innovation in Affordable Housing Missions, Modern Data Strategies and Market Intelligence for Executive Leadership- Design and Development of Advanced Analytical Models/Tools for Multifamily Business Lines (including Underwriting, Portfolio Management, Capital Market, Asset Management and Risk Management)- Advanced Analytics and Research in Climate Risk, Fair Lending and ESG initiatives - Economic Capital/Stress Test Framework and FHFA CCF/ERCF Standards- Multifamily Market Fundamentals/Economic Cycle Analysis and Investment Strategy/Implementation- Multifamily Loan Securitization Analysis and Initiative Design/Analytics for Credit Risk Transfer (CRT) Products- Model Risk Management/Governance and Model Validation/Monitoring- Risk hedging Strategies, Counter-party Risk Exposure and Portfolio Management Improvement Show less
Jun L. Education Details
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Chinese Academy Of SciencesMaster Of Science (M.S.)
Frequently Asked Questions about Jun L.
What company does Jun L. work for?
Jun L. works for Freddie Mac
What is Jun L.'s role at the current company?
Jun L.'s current role is Ph.D., FRM, Multifamily Model Development and Quantitative Analytics Head at Freddie Mac | Credit Risk | CECL | Data Science | Forecasts | Mortgage Financing.
What schools did Jun L. attend?
Jun L. attended The George Washington University, University Of Maryland - Robert H. Smith School Of Business, Chinese Academy Of Sciences.
Who are Jun L.'s colleagues?
Jun L.'s colleagues are Shashank Modi, Ryan Bailey, Kieran Gallagher, Jason Lucero, Prasad Gorantla, Christopher Wagner, Craig Johnson.
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