Chris Jiang

Chris Jiang, PhD, FRM, is a seasoned quantitative finance professional with extensive experience in quantitative modeling and risk management across leading financial institutions. Currently serving as Quantitative Modelling Lead at Barclays since August 2022, Chris focuses on balance sheet and PPNR modeling while managing a team of quantitative analysts. Previously, as a Senior Vice President at Citi, Chris specialized in predictive modeling and balance sheet forecasting. Prior roles include Manager of Model Risk Management at HSBC, where Chris worked on credit risk modeling and stress testing, and as a Senior Statistical Modeler at PayNet, where Chris developed advanced statistical forecasting and credit risk models. Chris began the career as a quantitative analyst at Efficient Capital Management LLC, performing back-tests on trading systems. Academic credentials include a PhD in Quantitative Finance from Illinois Institute of Technology, an M.S. in Statistics from North Dakota State University, and a Bachelor's degree in Finance from Huazhong University of Science and Technology.