Huachen Qin - Lead Quantitative Modeler

Huachen Qin

Lead Quantitative Modeler

Washington, District of Columbia, United States

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Summary

👤

Senior

🎓

Top School

Huachen Qin is a Lead Quantitative Modeler with nine years of experience blending mortgage research, quantitative modeling, and market risk analytics across Fannie Mae and Morgan Stanley. With an M.S.E. in Financial Mathematics and FRM certification while pursuing CFA Level II, he builds and implements prepayment and pricing models for agency MBS and provides desk-facing risk analysis for equity and derivatives trading. Proficient in Python, R, SAS, SQL and VBA, he bridges research and production, translating complex stochastic models into actionable risk and hedging insights. Notably, his background spans both hands-on hedging analytics and macro mortgage market research, giving him an uncommon cross-functional view of product valuation and portfolio stress dynamics. Based in Washington, D.C., he is open to roles in quantitative analytics, trading strategy, and machine learning-driven risk solutions.

9 years of coding experience

2 years of employment as a software developer

Johns Hopkins University

Bachelor of Science (BS) & Bachelor of Art (BA) Applied Mathematics & Anthropology, Bachelor of Science (BS) & Bachelor of Art (BA) Applied Mathematics & Anthropology at Sun Yat-sen University

English, Chinese

Stackoverflow

Stats

17reputation

6kreached

0answers

3questions

Github Skills (4)

ggplot6

shiny6

plotly6

Github contributions (5)

huachenqin/Financial-Computing-In-CPP

Aug 2016 - Sep 2016

Contributions:47 commits, 8 PRs, 53 pushes in 22 days

huachenqin/Financial-Time-Series_Analysis

Aug 2016 - Mar 2017

Contributions:8 pushes, 1 branch in 7 months

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