Zhikun Qi
About Zhikun Qi
Zhikun Qi is the Vice President of Quantitative Modeling at Fannie Mae, specializing in prepayment risk models and machine learning applications in financial services.
Company
Zhikun Qi is currently serving as Vice President of Quantitative Modeling at Fannie Mae in the United States. His role at Fannie Mae involves leading the quantitative modeling efforts to support various trading and risk management activities.
Title
Zhikun Qi holds the position of Vice President, Quantitative Modeling. His responsibilities encompass both the development and implementation of quantitative models that underpin Fannie Mae's trading and hedging operations.
Education and Expertise
Zhikun Qi received his Doctor of Philosophy (Ph.D.) in Economics and Finance, specializing in International Finance, from the University of Maryland, where he studied from 2003 to 2008. Prior to this, he earned both his Master's and Bachelor's degrees in Finance, General from Nankai University, studying from 2000 to 2003 and 1996 to 2000, respectively.
Background
Zhikun Qi has been with Fannie Mae since January 2008, bringing over 15 years of experience in quantitative modeling. His background includes developing advanced prepayment models to support Mortgage-Backed Securities (MBS) trading, with specialized expertise in pool-level and loan-level prepayment risk models for both Fixed-Rate Mortgages (FRM) and Adjustable-Rate Mortgages (ARM).
Achievements
Zhikun Qi developed a short-term prepayment model using Generalized Additive Models (GAM) and decision tree models. His work also includes creating whole loan pricing and risk measurement models for special mortgage loans, aimed at aiding trading and hedging activities. He is known for his strong skills in Machine Learning applications tailored to financial services and quantitative finance modeling.