Kongjun Qin

Kongjun Qin is a skilled risk analyst currently employed at the Federal Home Loan Bank of Chicago since September 2023. Previously, Kongjun gained experience as a quantitative analyst intern at Global AI, where key contributions included implementing and backtesting derivatives pricing models, calibrating Heston volatility models, and developing a Python tool for monitoring portfolio risk thresholds. Kongjun also served as a model validation intern at the Industrial and Commercial Bank of China, focusing on validating credit risk models and developing challenger models for performance comparisons. Earlier experience includes business analysis at Guotai Junan Securities Co., Ltd., where Kongjun utilized advanced statistical methodologies and tools. Kongjun holds a Master's degree in Quantitative Finance from Rutgers Business School and a Bachelor's degree in Mathematics and Economics from Franklin & Marshall College.