Anqi Liu

Senior Underwriter at Fermat Capital Management

Dr. Anqi Liu, CFA, is Senior Underwriter. Anqi has extensive experience in catastrophe-risk modeling and reinsurance underwriting. Prior to joining Fermat Capital in 2011, Anqi was a managing director at Fox-Pitt Kelton Cochran Caronia Waller and a portfolio manager with Magnetar Capital's AJ Sterge insurance-linked securities division. Anqi previously worked as an underwriter for Endurance Re, a senior capital markets analyst with A.M. Best, and a vice president in Lehman's insurance-products group. Anqi started his career in 1995 as one of the first researchers at Applied Insurance Research, Inc. (AIR), where he developed risk-analysis models to quantify, optimize, and manage catastrophe risks for both capital-markets securitizations and traditional re/insurance programs. Anqi received a PhD in civil engineering (earthquake loss estimation) from Johns Hopkins University (1996), an MEng in earthquake engineering from Tsinghua University (1988), and a BEng in structural engineering from Tongji University (1985). Anqi is also a CFA charterholder.


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Fermat Capital Management

Founded in 2001, Fermat Capital Management seeks alternative fixed income returns by focusing on new asset classes that offer potentially attractive risk premiums.


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