Yin joined Marjorie in November 2011 and is responsible for corporate modeling for the firm. Currently, Yin is working on Altum’s OAS model for CLOs. Yin worked on the structured credit desk at Swiss Re Financial Products from 2001-2011 where he focused on structuring, modeling, and pricing of structured products. Prior to Swiss Re, he worked at Citibank in the derivatives research and development department and at Deutsche Bank building mortgage trading systems and analytics. Yin obtained an MA degree in Electrical Engineering from Princeton University.
Alexei joined Altum in December 2016. Previously he worked at Perry Capital for six years, focusing on data analytics and risk management. He earned a BS in chemistry from Florida Atlantic University, where he published research in molecular modeling, and an MS in global finance from The New School.
Michael was a quantitative modeler at Altum from 2013-2021. He contributes to the team now as a consultant building proprietary models on an ad hoc basis. Formerly he taught in Columbia University’s Mathematical Finance program; was a mathematical modeler at Morgan Stanley supporting fixed income trading; and worked at Citibank in supporting equity derivatives trading. Michael holds a PhD in Statistics from Stanford University.
Yaron joined Altum in January 2022. He has worked as a software developer and manager of tactical application teams at Citigroup and Credit Suisse, and developed customized trading and risk software at Bank of America, Bloomberg, Citadel, and Chicago Trading Company. Yaron holds an MS in Statistics/Operations Research from New York University.