Yin Chan

Head of Modeling

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 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.

Jung Soe

Quantitative Modeler

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.

Michael Hogan


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.