Summary
Lizzy Huang is a Quantitative Analytics Senior Manager with eight years of experience building machine-learning-driven prepayment and distressed-asset models to manage risk and support hedging and trading of mortgage-backed securities and non-performing loan transactions. At Freddie Mac she develops and productionizes Python and R model packages, leverages Apache Spark for large-scale estimation, and leads model performance tracking, sensitivity analysis, and documentation for mortgage servicing right financing. Her background includes a PhD with research in nonlinear PDEs and dynamical systems, bringing rigorous mathematical and computational methods to applied finance problems. Lizzy also automates model monitoring and reporting using R Markdown, enabling more auditable and timely model governance. She combines academic depth with practical engineering—optimizing models for portfolios exceeding hundreds of billions—and regularly translates technical results for stakeholders and policy analysis.
8 years of coding experience
9 years of employment as a software developer
Artificial Intelligence Professional Certificate, Artificial Intelligence Professional Certificate at Stanford University
Doctor of Philosophy (Ph.D.), Doctor of Philosophy (Ph.D.) at Duke University
Bachelor of Science (B.S.), Bachelor of Economics, Bachelor of Science (B.S.), Bachelor of Economics at Peking University
Accounting Certificate, Accounting Certificate at University of Virginia
English, Chinese, Chinese, German