Yangling Li

CTO

United Kingdom11 yrs 7 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in Algorithmic Trading and Quantitative Finance.
Proficient in multiple programming languages including C++ and Python.
Strong educational background with multiple master's degrees.

Stackforce AI infers this person is a Fintech expert specializing in quantitative analysis and algorithmic trading.

Contact

Skills

Core Skills

Quantitative FinanceAlgorithmic Trading

Other Skills

JavaData MiningVBAC#MatlabPythonRC++TradingBusiness AcumenStatisticsFinancial MarketsVisual Basic for Applications (VBA)Fixed IncomeFinance

About

Quantitative Analyst specializing in Algorithmic Trading and data mining with extensive experience at leading global investment banks. Professional experience in C++, C#, Julia, Python, KDB, Java. Multiple master/engineer degrees in Mathematics, Architecture, Data Mining, and Engineering obtained from leading French engineering schools. Fluent in Chinese, French, and English.

Experience

11 yrs 7 mos

Total Experience

2 yrs 10 mos

Average Tenure

6 yrs 6 mos

Current Experience

Bestx

Head Quant

Nov 2019 – Present · 6 yrs 6 mos

Ubs

EFX Quant

Mar 2016 – Nov 2019 · 3 yrs 8 mos · London

Coding pnl distribution system using java.
Investigating and providing advice in pnl improvement.
build the core pricing tree system from scratch

JavaQuantitative Finance

Morgan stanley

2 roles

Quantitative Strategist at Quantitative Solutions & Innovations (QSI)

Promoted

Jul 2015 – Mar 2016 · 8 mos · London Area, United Kingdom

Redesigned Post and Pre Trade TCA model
Created Global Liquidity index
Initiated in creating new quantitative signals and new algos.
Refining Market volume estimation method.

Algorithmic Trading

May 2014 – Oct 2014 · 5 mos · Hongkong

Utilized “Data Mining”(Hidden Markov ) to predict stock’s future return based on the historical return
Extended current algorithmic development platform
Enhanced existing execution process and P&L monitoring

Credit suisse

Analyst

Jun 2013 – Oct 2013 · 4 mos · London Area, United Kingdom

Mentored by the equity trading team to create trading strategies
Used Lasso and Lars (least-angle regression) to project the realized volatility of one stock onto other
stocks in the same sector, which helps to hedge the variance swap.
Designed and implemented a back-test tool using VBA, C#, Excel for the structuring team.
(Background: FCA requires companies utilizing back-testing to promote consistency in categorizing risk
under policy (P-01117))
Worked closely with other quants, structurers and traders

VBAC#Quantitative Finance