Cj Zhao

Senior Vice President,
Financial Modeling

CJ Zhao is Senior Vice President of Financial Modeling for Amherst InsightLabs. Having joined Amherst in 2011, CJ focuses on advancing Amherst’s modeling of the dynamics of mortgage loan performances and underlying risk drivers.  Prior to joining Amherst, CJ spent over 9 years at Fannie Mae, holding various Director positions in credit analytics and portfolio risk analysis as well as portfolio management groups.  She was also an active member of the Valuation Committee, the highest-level analytics committee in the company, and reported directly to the head of analytics department. As Director of Credit Analytics, CJ managed the ~$100 billion private-label securities portfolio, both in terms of pre-trade credit approval and post-trade credit surveillance and reporting. As Director of Portfolio Risk Analysis, CJ reported to Chief Market Risk Officer and helped manage the interest rate risk and carry out return attribution of the ~$800 billion balance sheet. As Director of Portfolio Management, CJ actively traded residential MBS pass-throughs and CMOs as well as multi-family CMOs and advised the Head of Capital Markets on overall asset-liability management.

CJ Zhao holds a Master Degree in Finance from University of Wisconsin-Madison, and a Master Degree in Economics from Iowa State University.

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