Yin joined Marjorie in November 2011 and is responsible for corporate modeling for the firm. Currently, Yin is working on Altum’s OAS model for CLOs. Yin worked on the structured credit desk at Swiss Re Financial Products from 2001-2011 where he focused on structuring, modeling, and pricing of structured products. Prior to Swiss Re, he worked at Citibank in the derivatives research and development department and at Deutsche Bank building mortgage trading systems and analytics. Yin obtained an MA degree in Electrical Engineering from Princeton University.