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 research and modeling, having worked across various prestigious institutions. Currently, he serves as Managing Director and Head of U.S. Residential Mortgage Modeling at Bank of America Merrill Lynch. In this role, Chun leads a team responsible for research, modeling, and desk strategy in Agency MBS, Agency CRT, and non-Agency RMBS within the Global Markets Securitized Products Group.
Chun Lin is a seasoned finance professional with extensive expertise in securitized products research and modeling, having worked across various prestigious institutions. Currently, he serves as Managing Director and Head of U.S. Residential Mortgage Modeling at Bank of America Merrill Lynch. In this role, Chun leads a team responsible for research, modeling, and desk strategy in Agency MBS, Agency CRT, and non-Agency RMBS within the Global Markets Securitized Products Group.
Previously, Chun was a Director in the Securitized Products Group at Credit Suisse from January 2015 to May 2021. There, he conducted in-depth research, authored publications on Agency prepayment forecasts, led monthly conference calls with institutional clients on Agency MBS updates, and played a key role in developing the modeling behind the Locus MBS calculator. This position involved close collaboration with trading, origination, finance, and institutional clients.
Previously, Chun was a Director in the Securitized Products Group at Credit Suisse from January 2015 to May 2021. There, he conducted in-depth research, authored publications on Agency prepayment forecasts, led monthly conference calls with institutional clients on Agency MBS updates, and played a key role in developing the modeling behind the Locus MBS calculator. This position involved close 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 period, he made significant contributions 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. He also authored numerous publications aimed at updating institutional clients on market models and trends, working closely with the 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 period, he made significant contributions 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. He also authored numerous publications aimed at updating institutional clients on market models and trends, working closely with the trading and origination departments.
Chun's career began with roles at J.P. Morgan and Bloomberg. At J.P. Morgan, he focused on MBS trading desk pricing and analytics, while at Bloomberg, he worked in fixed-income research and development, specifically in the areas of interest rate derivatives and government/corporate bonds.
Chun's career began with roles at J.P. Morgan and Bloomberg. At J.P. Morgan, he focused on MBS trading desk pricing and analytics, while at Bloomberg, he worked in fixed-income research and development, specifically in the areas of interest rate derivatives and government/corporate bonds.
He holds a Ph.D. from Yale University, an M.S. in Mathematics in Finance from New York University, and a B.S. from Peking University. Chun also holds FINRA Series 7 & 63 certifications.
He holds a Ph.D. from Yale University, an M.S. in Mathematics in Finance from New York University, and a B.S. from Peking University. Chun also holds FINRA Series 7 & 63 certifications.
In addition to his professional achievements, Chun actively contributes to the community. He serves as a Board Member for Chess in the Schools, an organization dedicated to fostering intellectual and social development among NYC low-income students through structured chess instruction, tournaments, and College Bound programs.
In addition to his professional achievements, Chun actively contributes to the community. He serves as a Board Member for Chess in the Schools, an organization dedicated to fostering intellectual and social development among NYC low-income students through structured chess instruction, tournaments, and College Bound programs.