Prior to RiskSpan, Jing worked for T3 Trading Group, LLC where he helped manage equity trading portfolio by analyzing historical market data from various data sources and has developed statistical models to manage the portfolio risk. His past experience includes building pricing models in R to evaluate performance of Eurodollar options, time series models to study the periodicity and lag time between bond inflows and the change in treasury yields and predictive models on capital flows.

Jing graduated from Columbia University with a Masters in Statistics earlier this year and brings technology proficiency in C++, R, SQL, VBA, MATLAB, SAS and python. He also holds a BBA in Finance and Economics.