Junling Zhang

Junling Zhang is a seasoned quantitative specialist with extensive experience in risk quantification modeling and analytics. Currently serving as a Senior Quantitative Specialist at the Federal Deposit Insurance Corporation (FDIC) since November 2020, Junling oversees the model lifecycle, encompassing development, validation, and performance monitoring. Prior to this role, Junling worked at the Federal Reserve Bank of Chicago from September 2011 to October 2020, where responsibilities included the development of supervisory loss forecasting models and conducting quantitative reviews for large financial institutions. Additional experience includes positions at WellPoint, Enova Financial, and Health Care Service Corporation, where roles ranged from advanced analytics to programming and statistical analysis. Junling holds a Master’s degree in Statistics from the University of Toronto.