Zheng Duan is a senior quantitative research analyst in our Supervision, Regulation and Credit department. Prior to joining the Richmond Fed, Zheng worked in the capital market quantitative research group at Fannie Mae, where he developed various pricing models for fixed income derivatives and risk models including market and counterparty risk models.

Zheng received his bachelor’s degree in actuarial science from Western University (Canada), his master’s degree in financial mathematics from the University of Minnesota and his doctoral degree in economics from American University.