Ning Qiao focuses on the research and development of collateral models for nonagency residential mortgage-backed securities. Previously, she worked as a quantitative developer at London Stock Exchange Group, responsible for developing the analytics platform for securitized products. At Fitch Ratings, Ning worked in the group that validated credit-risk models for various securitized products. She has a master’s degree in mathematics of finance from Columbia University, as well as a bachelor’s degree in mathematical finance from Xiamen University.
Research and Insights
Articles by Ning Qiao
Agency MBS Are Going Social5 mins read Blog | Jun 20, 2023 |
Fannie Mae and Freddie Mac have begun disclosing socially focused borrower data for all pools of U.S.-agency mortgage-backed securities. How can that data inform MBS investors’ models for prepayment risk?