June-Young Chiao

Senior Quantitative Developer at LSEG Data & Analytics

Speaker

June is a Senior Quantitative Developer within the LSEG Data & Analytics business leading Yield Book solutions and manages the Yield Book Add-in and XMLAPI products. He joined LSEG in 2022 and has worked on Mortgage Servicing Rights modelling and implementation with clients for the Yield Book Add-in. June supports Yield Book across a wide range of fixed income products including Mortgages, Fixed Income Derivatives, Bonds, and Structured Products.

Prior to LSEG, June was at FIS, formerly under SunGard, supporting the BancWare Asset Liability Management software as an Engineer as well as a Business Analyst. At FIS, he ran training sessions on the use of the software and fielded questions on modelling practices for reporting for the Dodd Frank Act Stress Tests (DFAST), Comprehensive Capital Analysis and Review (CCAR), and Liquidity Coverage Ratio (LCR).

June holds a Master of Mathematical Finance from Boston University and a Bachelor of Science in Electrical Engineering from UCLA.