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Jiong Zhou is an accomplished finance professional with extensive expertise in quantitative analysis and risk management. Currently serving as the Head of VaR Analytics at Nomura since August 2011, Jiong leads a global team focused on developing, implementing, and governing the bank’s Value at Risk (VaR) methodology. Prior experience includes the role of Quantitative Analyst at Deutsche Bank, specializing in Credit Risk Mitigation (CRM) methodologies, and serving as a Quantitative Developer at SunGard Financial Systems, where Jiong worked on pricing and methodologies such as Potential Future Exposure (PFE) and Credit Valuation Adjustment (CVA). Jiong earned a PhD in Mathematics and Computer Science from the University of Surrey and holds an MSc in Internet Technology from Aston University.