Xiao Lin started his financial career in 1997 as a software developer at Bloomberg. In 1998, he was employed by Citigroup, working in the Fixed Income Derivatives Research Group and Model Validation Group by developing pricing models for interest rate and FX derivative products. In 2007, he came back to China, started working at China Everbright Bank and led a team to do pioneering work in CNY interest rate derivatives research. In 2010, he began working at the Industrial and Commercial Bank of China (ICBC), leading his team to do groundbreaking research on interest rate, FX, commodity and credit derivatives. In 2017, he began setting up his company, Beijing FinanStar Consulting。 And since 2019, he join the to CCB Fintech company.
Lin is an expert in applying mathematics to financial derivatives. He has led teams to develop and build various structural derivative products, pricing models, and pricing and risk management systems for banks.
Lin received his Ph.D. from Nanjing University of Science and Technology in 1988. In 1989, he obtained a fellowship from the Alexander von Humboldt Foundation and carried out his post-doc research at Aachen University of Science and Technology in Germany. In 1995, he went to America and worked in the Department of Applied Mathematics and Statistics in the State University of New York (SUNY) at Stony Brook. Before changing career to finance, he had published over 30 scientific publications.
