Jun L.

Background

About Jun L.

15+ years in credit risk/market risk model development, quantitative analytics and AI applications; 10+ years in capital market, economic capital, real estate investment analysis, portfolio analytics and business intelligence applications. Lead a team of 18 data scientists and quantitative modelers/analysts at Freddie Mac. Expert in real estate investments, financial risk management, data science, predictive models, AI/ML innovations and advanced analytical approaches. Strong technical skills in SAS, Matlab, R, Python. SQL, DataRobot and modern data platforms. Ph.D. in Statistics from the George Washington University and MBA in Finance from University of Maryland at College Park Specialties- Leadership in quantitative model development and advanced analytics, particularly in CRE modeling - Data science and statistical models - Advanced business intelligence and AI/ML 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) and CCAR - 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