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Jun Sheng has a wealth of experience in the financial industry. From 2017 to present, they have been a Co-Founder, Vice President, and Chief Scientist of FinTell Financial Services, a financial technology company with a mission to "make finance more intelligent". Jun has provided advanced big-data risk management products and solutions to a variety of financial institutions and service providers across China. Prior to this, they were General Manager and Head of RIM Decision Science for Baidu, Inc. from 2016-2017. From 2008-2016, they were with American Express, where they held the positions of Director of Global Risk Oversight, Enterprise Model Validation and Sr. Manager of Global Risk Oversight, Enterprise Model Validation. During their time there, they led multiple model validation projects, established communication with modeling teams, collected model information, conducted validation, communicated findings with leaders and modeling teams, prepared comprehensive validation reports, and supported relationships with internal auditors and external regulators. Jun also designed and implemented the Enterprise Model Manager (EMM) system and developed the Model Validation Automation Suite (MVAS). Before American Express, Jun Sheng was with the California Institute of Technology from 1997-2008, where they held the positions of Senior Scientist and Research Fellow.

Jun Sheng obtained a B.S. in Biology from Tsinghua University between 1987 and 1992. Jun then went on to pursue a Ph.D. in Biochemistry from Michigan State University between 1992 and 1997.