Summary
Peng Jin is a partner at a Singapore-based fintech startup with nine years of quantitative and engineering experience blending actuarial science, statistical programming, and product development. Trained in actuarial science and financial engineering at University of Illinois and NUS, he builds simulation-driven risk models (Vasicek, GBM, dynamic lapse) and interactive tooling—previously delivering RShiny interfaces to make complex variable annuity analytics accessible. His background includes P&C product research, predictive modeling for income insurance, and teaching university courses that distill option pricing and Monte Carlo methods for students preparing for actuarial exams. Comfortable moving between research and production, he also brings international experience from Japan and China and a public GitHub presence that underscores a hands-on, code-first approach to financial engineering.
9 years of coding experience
2 years of employment as a software developer
Bachelor's degree Actuarial Science&Statistics (double major), Bachelor's degree Actuarial Science&Statistics (double major) at University of Illinois Urbana-Champaign
Master of Science - MS Financial Engineering, Master of Science - MS Financial Engineering at National University of Singapore
Chinese, English, Japanese