Doctor Han is a native Chinese speaker.

Work Experience

(Overseas)2009 /5--Present:Bank of America(500-1000 people) [3 year and 3month]?
Industry: Banking
Finance Quant Finance Manager
Lead a quant group to perform various analytical and modeling works in consumer space with large dataset.
Achievements: - Build and maintain the bank’s official credit card loss forecast model at loan level, monitor the model performance month over month and communicate any findings and

suggestions with line of business colleagues.
- Build statistical models to predict TBA (To be announced) MBS price as function of market implied par rate. A universal differentiable curve is fitted across all coupons first, and then the

curve is adjusted based on observed market price for each coupon separately. Also developed models for predicting TBA front – roll drop, Fannie – Ginnie spread.
- Develop multiple statistical packages using JAVA on HADOOP distributed system, to facilitate the analysis with enormous data size.

(Overseas)2004 /5--2009 /5:Bank of America(500-1000 people) [5 year]?
Industry: Banking
Enterprise credit risk management Risk Management
Credit risk analysis and forecast, innovative default and prepay modeling on Bank of America's various credit asset.
Achievements: - Leader of Risk/Reward Appetite project for Bank of America home equity portfolio. Developed long term loss and revenue forecast considering the impact of external economic

trend (house price index, consumer expenditure, etc.), and further use the model output for portfolio management purposes such as strategic planning and optimization.
- Key modeler in the due diligence analysis of Countrywide’s mortgage and home equity portfolio during the acquisition. Built portfolio level loss forecast model to facilitate Countrywide’s

asset evaluation and pricing.
?
?
Education

2000 /9--2004 /12 University of California Berkeley? Communication Engineering Doctorate
Major in Communication and Signal Processing

2000 /9--2004 /12 University of California Berkeley Statistics Master
Minor in statistics
?
1996 /9--2000 /8 Tsinghua University? Electronic Information Engineering Bachelor
Major in Wireless and Information Theory

Certifications?
CFA?
?
English Language Skills
Grade of English: CET 4
GRE: 2265
TOFEL: 645
?