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Lingmei Kong is a quantitative specialist and manager at National Futures Association, where they validate Capital, SIMM Margin, etc. models submitted by financial institutions. Prior to this role, they worked as a Senior Quant at JPMorgan Chase & Co. as Vice President of Model Risk Management, leading and performing model risk analysis on various LOBs. They also worked at Thomson Reuters as a Senior Derivative Evaluator, performing quantitative analysis and pricing for a range of OTC Derivative Products. Lingmei Kong's career started as a Postdoc Researcher at Pacific Northwest National Laboratory, where they developed novel photocathode materials and published research results in top journals. They hold a Doctor of Philosophy (PhD) in Physics from the University of Nebraska-Lincoln.