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Integrated Financial Engineering

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Chen Miller

As Director of Quantitative Analytics at IFE Group, Ms. Miller’s responsibilities include overseeing engagements involving sophisticated modeling techniques.  She has over six years of experience in mortgage risk analytics and is IFE Group’s project manager of the Actuarial Review of the Mutual Mortgage Insurance (MMI) Fund for HUD.  She leads a team of modelers in developing and deploying economic capital models to assess the financial risk of the FHA MMI Fund, which insures over seven million single-family mortgages with an outstanding insurance-in-force of over $1 trillion.  She has hands-on experience developing, deploying, and validating industry-leading econometric models, including status transition models, prepayment and default competing risk models, underwriting systems, automated valuation models, loss severity models, and loan modification models in support of loss reserves, capital planning, stress testing, and risk management.  She also designed techniques to significantly improve the efficiency of Monte Carlo simulations, which are resource intensive.  Ms. Miller has conducted research on mitigating financial risk of FHA reverse mortgage programs, effectiveness of loan modification programs (HAMP), and improving lending for minority groups through underwriting models.  She is a Ph.D candidate and holds a Masters of Science in Finance from George Washington University.

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  • (301) 309-6560
  • info@ifegroup.com
  • 9200 Corporate Blvd.
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    Rockville, MD 20850

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