Chun Lin, Ph.D. is a Managing Director and the Head of Residential Mortgage Modeling within Global Markets at BofA Securities. A recognized authority in securitized products, he oversees a mandate encompassing quantitative modeling, research, and desk strategies for Agency MBS, Agency Credit Risk Transfer (CRT), and non-Agency RMBS. Under his leadership, the team has modernized predictive workflows through the integration of short-term machine learning algorithms and agentic AI frameworks.

Prior to his current role, Chun served as the Lead Quantitative Modeler and Desk Strategist at Credit Suisse from 2015 to 2021. He drove the technical development pipeline for Agency prepayment forecasting and non-Agency risk analytics while advising institutional investors on markets and model updates.

At Barclays Capital from 2011 to 2014, he developed models for Agency prepayment and non-Agency loan transitions. His early career includes roles at JPMorgan, focusing on MBS trading desk pricing and risk analytics, and Bloomberg L.P., where he contributed to the technical development of valuation tools for interest rate derivatives and fixed-income products.

Chun’s academic pedigree includes a Ph.D. in Physics from Yale University, an M.S. in Mathematics in Finance from the NYU Courant Institute of Mathematical Sciences, and a B.S. in Physics from Peking University. He holds FINRA Series 7 and 63 certifications.

Deeply committed to the quantitative finance community and civic leadership, Chun is currently developing a graduate curriculum on Mortgage and Structured Finance for Fordham University’s Gabelli School of Business, which he will begin teaching in Fall 2026. He also serves on the Board of Directors for Chess in the Schools, overseeing strategic governance and philanthropic initiatives to foster intellectual development for thousands of New York City students.