Zhaofeng Li’s Email & Phone

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Zhaofeng Li

Vice President @ Morgan Stanley

Zhaofeng Li Contact Details

Location:
Princeton, New Jersey
Work:
Vice President @ Morgan Stanley
Vice President, Mortgage Quantitative Researcher @ Citi
Equity derivative @ Citi
Education:
@ University of Science and Technology of China
About:

Mortgage Quant @ Performed massively non-agency loan-level data analysis to achieve deep qualitative and quantitative understanding of mortgage credit modeling. Developed and implemented model-based and mapping-based probability of default (PD) and loss given default (LGD) calculation in supervisory formula approach (SFA) model to reduce securitized products capital requirement. Originated foreign RMBS (Australia, Portugee) CPR, CDR, Loss severity 

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