Jun L. Email & 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

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  Senior Director, Multifamily Modeling And Quantitative Analytics

  Freddie Mac

  Oct 2004 - Present - Mclean Va

  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… 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