Weibai Zhao, CFA, FRM

Weibai Zhao is a Senior Financial Analyst in the Portfolio Management Department of Citimortgage, a member of Citigroup. Weibai's primary responsibilities include developing fallout and prepayment models to serve interest rate risk management of mortgage pipeline and warehouse. He also provides analytical supports for management of portfolios of whole loans and mortgage servicing rights.

Weibai joined Citigroup in 2001, engaging first in credit and prepayment risk management in Citigroup's sub-prime mortgage business. Prior to that, he was employed at HSBC/Household International Inc for credit risk management of home equity and personal loans business. Weibai began his career with an investment company in Hong Kong in 1989, where he obtained extensive experiences in financial and capital investments.

Weibai holds an MBA in finance from Washington University in St. Louis, and an M.E. in Engineering Economy from Tsinghua University. He earned his CFA designation in 2004, and his Financial Risk Manager (FRM) designation in 2005.