Yin Chan

Quantitative Modeler

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.

Michael Hogan

Quantitative Modeler

Michael joined in December 2013 and is responsible for building proprietary models. Formerly he taught in Columbia University’s Mathematical Finance program, and was a mathematical modeler at Morgan Stanley supporting fixed income trading, and worked at Citibank in supporting equity derivatives trading. Michael holds a Ph.D. in Statistics from Stanford University.

Alexei Vinogradov

Quantitative Modeler

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.