Chief Executive Officer, Chairman & Founder
John has more than forty years of hands-on experience in philosophy, science and enabling technology for the financial engineering services industry. As a visionary, Mr. Wang founded several firms as a system provider of knowledge-decision-feedback analytic applications for the mortgage banking industry, and obtained many patents among which including the Unified Quantum Electro Dynamic Field Effect Option Model U.S. Patent Application Number 6213 5187 7777 and UBiquitous indeX (UBXTM) matrix computing architecture technology U.S. Patent Application Number: 24300156-62264695-2690. Earlier in his career, Mr. Wang built massively parallel credit-risk modeling systems for the financial engineering services industry and developed integrated Monte Carlo computing simulation systems on behalf of major Wall Street institutions. Mr. Wang has a Bachelor of Science degree in Electrical Engineering from University of Waterloo Ontario, Canada.
Chief Technology Officer
Weimin is responsible for the design, development, and deployment of our massively parallel computing technologies UBXTM (UBiquitous indeX matrix computing system network architecture patent application number 6226 4695 2690). Over the past 15 years, he led the team in CPR&CDR and KDS to develop and create the most comprehensive MBS database using our UBX big data analytic platform, hosting over 500TB of data. Before joining KDS, he worked as a system engineer in Fannie Mae and the World Bank. Prior to that, he did research and teaching at Liquid Crystal Institute at Kent and University of South Carolina. He received his Ph.D. in Electrical Engineering from Johns Hopkins University and Bachelor of Engineering in Electronics from Tsinghua University at Beijing.
Chief Investment Officer
Xiaoling is in charge of our investment operations in China and USA. Specifically, she focuses on strategic partnerships, project management and client relationships. She established KDS global investment group for the first Structured Derivatives Fund (SDF) which was based on our U.S. patented unified quantum electro dynamic field effect option trading model. She has more than 15 years of experiences in M&A on Wall Street and was responsible for the rare earth principle investment for merchant banking deals. Ms. Zhao revolutionized mortgage index trading with ATOMS which is the first ever Available TBA-Only MBS Supply Index which also combines prepayment and default scoring (USPTO Patent Application Number: 62171265-2855-19295). Ms. Zhao holds a Bachelor of Arts degree from Luxun Academy of Fine Arts, as well as, an advanced design engineering certification in the industrial packaging, merchandising, advertising, and sales & marketing.
Chief Structured Product Officer
Bill is the head of KDS's structured derivative products pricing analytics, specializing in the long-range and short-range price/yield MBS modeling. His past experience at global investment banks in New York includes cash flow modeling, risk analysis, bond structuring, primary trading and hedging, and pricing product development for agency and non-agency ABS (MBS, CMBS, CDOs, CLOs, Subprime/Distressed Debt, and other Esoteric ABS Structures). Bill has a Masterâs degree in Mathematics and Finance from the University of California at Berkeley, where he was also a graduate student instructor in Mathematics and Quantitative Modeling.
Chief Matrix Computing Officer
Larry has over 40 years of experience as a Field Programmable Gate Array (FPGA) hardware, real-time software, Big Data and AI network topology design engineer, and 20 years of experience using these technologies to support our MBS/ABS analysis on-demand services. He developed Very Long Instruction Word (VLIW) in FPGA computing architecture for speeding up repetitive complex logic calculations. He patented linear time sorting and indexing for each field in a record of very large flat files (Patent # 5,278,987). He has a Bachelor of Science degree in physics from Cal State Hayward.
Chief Product Management Officer
Michelle is responsible for the product line development, Artificial Intelligence (AI) Big data analysis, and the real time agency MBS Collateral and structured products analysis. Ms. Li's prior career includes the information systems management as well as credit risk control platform development. Ms. Li holds Master of Science degree in Information Systems from Northeastern University at Boston, MA and Bachelor of Science degree in International Finance from Shaanxi Institute of Finance and Economics (Now Xi'an Jiaotong University) at Xi'an, China.
Chief Big Data Modeling Officer
Fan is currently responsible for the development, enhancement and maintenance of our prepayment and default scores and quantum electronic dynamic (QED) option trading models. Since her joining KDS Global in 2011, she created American short-range jump diffusion model for option pricing, and was playing key role in agency and non-agency MBS prepayment models using linear, non-linear and logistic regression techniques. Ms. Zhang holds a Master degree in Statistics from Columbia University and a Bachelor degree in Mathematics and Physics from Tsinghua University in China.
Strategic Risk-Return Advisor
Chris is responsible for developing the KDS Global portfolio risk-management platform that monitors portfolio-level risks in real-time, while streamlining hedging strategies based on the derived risk analytics. His responsibilities include risk management systems development and model enhancement. Dr. Pei's revolutionary research in quantum financial analysis led to the highly cutting-edge and world-changing QED Model which combines Quantum Electro Dynamic, Weak and Strong Interactions (Short Range), Electromagnetic Field (Long Range) Gravitational Field (Long Range), Differentiable Manifold Deconvolution, Space Time Energy Momentum Tensors, and Dark Matter Dark Energy with options trading. Dr. Pei's QED Model is U.S. Patented under Application Number 6213 5187 7777. Dr. Pei holds a PhD in Physics at Johns Hopkins University, a Masters of Business Administration from the Wharton School and a Bachelor of Science in Physics from University of Science and Technology.
Chief Machine Intelligence Officer
Calvin is responsible for the theoretical framework and application of Artificial Intelligence (AI) in financial engineering. He introduced Riemannian manifolds in his AI algorithms, created a matrix of ETF selection model and an option pricing model to provide entry and exit strategies. Calvin is also responsible for design and development of ATOMSTM and TSPTM index returns & lone-range & short-range prices for the MBS trading market. He is a co-author of two U.S. Patent Applications: Unified ATOMSTM Return and price Algorithms and Tradable Specified Pool (TSPTM) Index Return and Price. MSc Mathematics, Harbin Institute of Technology.
Chief Operating Officer
Dwyane is responsible for the 7x24 non-stop production infrastructure design, planning, implementation, maintenance and super-high performance tuning and disaster recovery procedures for UBXTM network systems. Manage UBXTM system-level and application-level security requirements and develop N out of M layers of redundant fault tolerant operating environment. Identifies best MOA practice & methods and provides SDM project leadership and management in order to provide highest operational availability of the UBXTM network system. He has a Bachelor of Science degree in computer engineering from University of California at Santa Cruz.