Ivan Hu is a quantitative analyst in the Federal Reserve System’s Quantitative Fellowship Program. As a QFP Fellow, he has been involved in various Supervisory Modeling Team projects across multiple Reserve Banks, including the Global Market Shock, Counterparty Credit Risk, Operational Risk, and Retail Credit Risk. Prior to joining the Richmond Fed, Ivan had completed an internship during his graduate MFE studies at the Federal Reserve Board of Governors within Stress Testing Research.

Ivan received his bachelor's degree from the University of California, Berkeley, a master's degree from the University of Washington, and a doctoral degree from The University of Texas at Austin.