Jen-Wen Lin, PhD, CFA

Dr. Jen-Wen Lin is a lecturer and risk management expert at the Risk Analytics Institute, renowned for his extensive experience in credit risk modeling, economic forecasting, and factor modeling. His profound expertise in time series analysis and machine learning applications has positioned him as a leading authority in the development of advanced risk models and investment strategies.

Dr. Lin's innovative integration of advanced analytics with practical financial solutions has transformed risk management practices and driven decision-making in the financial sector.

His educational background includes:

1. A PhD in Statistics with scientific computing from Western University.
2. A Master of Science in Computational Finance from Carnegie Mellon University.
3. A Master of Engineering in Operations Research and Industrial Engineering (ORIE) with a Financial Engineering option from Cornell University.
4. The Chartered Financial Analyst (CFA) designation.

Dr. Lin's academic career spans 13 years at the University of Toronto (January 2008 – June 2021), where he lectured on advanced time series analysis, supervised graduate research projects, and inspired the next generation of quantitative experts.

Dr. Lin's professional experience includes:

1. Six years at CPP Investments, focusing on factor modeling, private asset modeling, assessing tactical investment signals, and risk budgeting.
2. Developing economic capital and stress testing models at Equitable Bank.
3. Credit risk modeling expertise for IFRS9 and CCAR purposes at MUFG Americas.
4. Contributions to model development and risk analytics at BMO Financial Group.
5. Co-founding AI Squared, an organization dedicated to applied artificial intelligence and digital wealth management.
6. Advanced programming skills in financial modeling and data analysis tools.
7. Strong leadership in managing quantitative teams and developing risk models for ICAAP and stress testing purposes, including designing stress macro scenarios with narratives and paths of key economic variables.

Dr. Lin's areas of interest and expertise include:

1. Advanced time series analysis and econometrics.
2. Machine learning applications in finance and risk management.
3. Dynamic asset allocation and value-based investment strategies.
4. Modeling private assets and alternative investments.
5. Designing macroeconomic stress scenarios and risk assessment frameworks.