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.
Jung joined Altum in May 2022 with over 20 years of software development experience in the financial industry. Previously, he worked at CIFC Asset Management for over three years as a data scientist responsible for data analysis and reporting for the Structured Credit Group. He has also worked at Citi as a technical manager, leading development of software to support the CLO Secondary Trading desk. Jung holds a Masters in Mechanical Engineering from Rensselaer Polytechnic Institute.
Matthew joined Altum in April 2023 with over 12 years experience in software development. Previously he worked at Cirdan Capital as a Senior Quantitative Developer developing their trading platforms. He has also worked at JP Morgan in the Strategic Index Technology team and Citi as part of Equities Quantitative Development. He holds a diploma in Financial Mathematics from the University of York and is currently writing his MSc thesis.
Bowen joined Altum in May 2023 with 5 years of experience of quantitative modeling and software development in the financial industry. Previously he worked at Wells Fargo in the Market Risk Analytics team as a quantitative developer, responsible for rates, FX, and default risk modeling. Bowen holds a MEng degree in Financial Engineering from Cornell University and a MS degree in Computer Science from Georgia Tech.
Arnav joined Altum in January 2024 with 4 years of experience in software development. Previously he worked at Masa Capital as a quantitative developer, building out their trading platform. He holds a BS degree in Computer Science from Stockton University.