Chun Lin
Managing Director
Bank of America Merrill Lynch
Chun Lin
Managing Director
Bank of America Merrill Lynch
Chun Lin is a seasoned finance professional with extensive expertise in securitized products modeling and research across various prestigious institutions. Currently serving as Managing Director and Head of RMBS Modeling at Bank of America Merrill Lynch, Chun specializes in Agency CMO trading strategy and RMBS modeling, focusing on mortgage prepayment and credit research in multiple sectors including Agency MBS, Agency CRT, and non-Agency RMBS.
Chun Lin is a seasoned finance professional with extensive expertise in securitized products modeling and research across various prestigious institutions. Currently serving as Managing Director and Head of RMBS Modeling at Bank of America Merrill Lynch, Chun specializes in Agency CMO trading strategy and RMBS modeling, focusing on mortgage prepayment and credit research in multiple sectors including Agency MBS, Agency CRT, and non-Agency RMBS.
Previously, Chun held a pivotal role as Director of Securitized Products Modeling at Credit Suisse from January 2015 to May 2021, where he conducted in-depth research and publications on Agency prepayment forecasts, leading monthly conference calls with institutional clients on Agency MBS prepayment updates, and played a critical role in developing the modeling behind Locus MBS calculator. This role involved direct collaboration with trading, origination, finance, and institutional clients.
Previously, Chun held a pivotal role as Director of Securitized Products Modeling at Credit Suisse from January 2015 to May 2021, where he conducted in-depth research and publications on Agency prepayment forecasts, leading monthly conference calls with institutional clients on Agency MBS prepayment updates, and played a critical role in developing the modeling behind Locus MBS calculator. This role involved direct collaboration with trading, origination, finance, and institutional clients.
Before his tenure at Credit Suisse, Chun served as Vice President in Securitized Products Research at Barclays for over three years. During this time, he contributed significantly to modeling various aspects of securitized products, including Agency prepayment, non-agency loan transitions, GSE credit risk transfer, CMBS credit, and regional home price models. Chun also engaged in extensive publications aimed at updating institutional clients on market models and trends, working closely with trading and origination departments.
Before his tenure at Credit Suisse, Chun served as Vice President in Securitized Products Research at Barclays for over three years. During this time, he contributed significantly to modeling various aspects of securitized products, including Agency prepayment, non-agency loan transitions, GSE credit risk transfer, CMBS credit, and regional home price models. Chun also engaged in extensive publications aimed at updating institutional clients on market models and trends, working closely with trading and origination departments.
Chun's professional journey commenced with roles at J.P. Morgan and Bloomberg. At J.P. Morgan, he focused on MBS trading desk pricing and analytics. Earlier, at Bloomberg, Chun engaged in fixed income research and development in interest rate derivatives and government/corporate bonds space.
Chun's professional journey commenced with roles at J.P. Morgan and Bloomberg. At J.P. Morgan, he focused on MBS trading desk pricing and analytics. Earlier, at Bloomberg, Chun engaged in fixed income research and development in interest rate derivatives and government/corporate bonds space.
His educational background includes a Ph.D. from Yale University and an M.S. in Mathematics in Finance from New York University. Chun also holds FINRA Series 7 & 63 certifications.
His educational background includes a Ph.D. from Yale University and an M.S. in Mathematics in Finance from New York University. Chun also holds FINRA Series 7 & 63 certifications.
Beyond his career, Chun actively contributes to the community. He serves as a Board Member for Chess in the Schools, fostering intellectual and social development among low-income students through structured chess instruction, tournaments, and College Bound programs.Â
Beyond his career, Chun actively contributes to the community. He serves as a Board Member for Chess in the Schools, fostering intellectual and social development among low-income students through structured chess instruction, tournaments, and College Bound programs.Â