Zhengyi Li
Vice President, Research at Bayview Asset Management, LLC
- Role
- Vice President, Research at Bayview Asset Management, LLC
- Location
- Miami, FL, US
- LinkedIn followers
- 500 followers
About Zhengyi Li
Experienced mortgage modeler
Experience
Vice President, Research
Jan 2023 — Present · Coral Gables, FL, US
Analyzed loan-level mortgage prepayment behaviors and built predictive prepayment models for both agency and non-agency loans (CONV, FHA, VA, PrimeJumbo, AgencyInvestor, DSCR, BankStatement, HECMReverseMortgage, SmallBalanceCommercial)• Designed and developed quality C++ code to implement the predictive models in production• Supervised junior team members on data analytics projects and predictive model developments• Supervised the recapture model developments for the MSR business• Processed large datasets of loan-level information utilizing SQL Server from a variety of databases, including: McDash, CoreLogic LP data, eMBS, Fannie Mae data, and Bayview’s proprietary databases• Built a process to track and visualize model performance in Tableau for both prepay and credit models• Built a cash flow engine for mortgage insurance products• Built a borrower initiated mortgage insurance cancellation model
Education
University of Chicago
Master of Science in Financial Mathematics (MSFM)
2015 — 2016
Indiana University Bloomington
Bachelor of Science in Businese and Bachelor of Science in Mathematics, with Highest Distinction, Double Degree: Finance and Mathematics
2010 — 2014
Skills
- Teaching
- Time Management
- C++
- Matlab
- Data Analysis
- Access
- Event Planning
- Valuation
- Microsoft Sql Server
- Piano
- Economics
- Finance
- Microsoft Access
- Microsoft Excel
- Powerpoint
- Statistics
- Microsoft Office
- Risk Management
- Leadership
- Financial Modeling
- Mandarin
- Accounting
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