Max Zhang, FRM

Max Zhang, FRM

Intermediate Quantitative Risk Analyst

Bio

Max Zhang, FRM, is an intermediate quantitative risk analyst on the Quantitative Solutions team responsible for developing proprietary quantitative tools to support the firm’s investment process in credit analysis, relative value, asset allocation and client solutions. Prior to that he was a risk analyst responsible for model validation and developing economic capital and credit risk modeling in support of the Aegon family insurance companies Solvency II internal model. He has been in the industry since and joined the firm and its affiliates in 2014.  Max holds a BA in mathematics and economics and business from Cornell College. He is a Financial Risk Manager—certified by the Global Association of Risk Professionals.