
Ken Jiang
Dr. Ken (Ximiao) Jiang is currently working as a Data Science Sr. Manager at the Capital One bank, where he is leading the credit card fraud detection model risk management work. He also involved in the validation and risk management of various credit card acquisition, valuation and client management models. Prior to Capital One, Ken worked as a senior quantitative modeler at Fannie Mae for over 4 years, where his primary role was validating and researching various mortgage loan credit risk, prepayment risk and home price related models. Ken holds a PhD degree in engineering and a master's degree in statistics. He has many years of experience working in both academia and industry to use advanced statistical models to address real world problems. In his career, Ken has served multiple leading financial firms and key government agencies, includes the OFR of the Treasury, SBA, USDOT, Capital One, Freddie Mac and Fannie Mae, etc.




