Xu Li is currently the SVP of Risk Analytics at Citi, where they focus on market risk modeling. Previously, they were an AVP in the same department and spent a summer as an Associate at J.P. Morgan. Xu Li has extensive research experience in linear and nonlinear differential equations, as well as stochastic calculus, supported by their proficiency in programming languages like C++ and Matlab. They are pursuing a master's degree in Mathematics at Queen's University and hold a bachelor's degree in Mathematics from Nankai University. Fluent in both Mandarin and English, Xu Li combines strong analytical skills with a solid mathematical foundation.
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