Anni Huang

Anni Huang, PhD, FRM, is a seasoned risk management professional with extensive experience in quantitative modeling and credit loss forecasting. Currently serving as Quant Modeling Lead, VP at JPMorgan Chase & Co., Anni leads model reviews for CCAR and CECL, while developing alternative models to capture credit spread dynamics. Prior experience includes a role as CECL Model Developer at KeyBank, where Anni developed credit loss forecasting models and conducted stress testing for regulatory programs. Anni's background encompasses teaching at the University of Wisconsin Milwaukee, a summer internship at the International Monetary Fund, and a robust academic foundation with multiple advanced degrees in economics and public policy from prestigious institutions.