Senior Quantitative Analyst
jinghua@kalotay.com

Dr. Jinghua Qian leads the quantitative analytics efforts at Andrew Kalotay Associates. She is responsible for overseeing the periodic valuation of various debt, derivatives, and structured securities for AKA’s clients. Her expertise includes with mark-to-market valuation, the projection of future calls for callable bonds and cancelable interest rate swaps, as well as the building of par interest rate yield curves for valuation purposes.

Since joining AKA in April 2005, Jinghua has co-published two research papers with Andy Kalotay on applying fixed-income valuation models and option-adjusted spread (OAS) technology to identify the optimal strategy to select and refinance residential mortgages.

Jinghua was previously a faculty member of the Department of Mathematics at Polytechnic University, and prior to that at Bucknell University, where she designed and taught numerous probability and statistics courses. Her academic research area included partial sum processes, empirical process and their applications in statistics.

Jinghua holds a BA in Mathematics from Tsinghua University in Beijing, China; she received her PhD in Mathematics from Tufts University with a specialization in probability.