Bo Qian

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+1 212 365 6563 direct
New York

Previous Experience

  • Analyst, Vero Capital Management

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Bo Qian

Senior Principal and Lead Expert for Financial Risk Modeling

Bo assists clients in matters related to market risk, credit risk, economic capital, and operational risk. With his statistical and mathematical expertise, he works with senior staff to help clients with quantitative issues in regulatory matters and risk management.


Since joining Promontory, Bo has had more than six years of experience in areas ranging from derivatives valuation, value-at-risk modeling, mortgage servicing compliance, stress testing, and model validation. He has worked as a subject-matter expert in various engagements, validating models for economic capital, market risk, credit risk, and stress testing. Bo has worked on several engagements helping clients create and maintain large-scale databases. He has experience in data retrieval from large relational databases, as well as data cleaning and optimization and performing statistical analyses on large data.


  • Ph.D., statistics, Columbia University
  • B.A., mathematics, Fudan University, China

Affiliations, Awards, and Civic Engagements

Representative Engagements

  • Served as the main quantitative analyst and developer for Promontory’s Structured Credit Product Valuation tool.
  • Helped a regional bank validate its interest rate risk model, including derivatives pricing and term structure modeling.
  • Led the internal testing and diagnosis of the new market risk system for a large regional bank.

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