Investment Risk Manager, Multisector Fixed Income And Digital Assets
Current
Oct 2024 - Present
AeroLeads people directory · profile
Linshan Li, Cfa Email & Phone Number
Quant at Franklin Templeton Fixed Income
at
Franklin Templeton
2 work emails found
@putnam.com
2 phones found area 510
LinkedIn matched
✓ Verified Jul 2026
4 data sources
Profile completeness 100%
Current company
Role
Quant at Franklin Templeton Fixed Income
Location
Boston, Massachusetts, United States
Who is Linshan Li, Cfa? Overview
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Quick answer
Linshan Li, Cfa is listed as Quant at Franklin Templeton Fixed Income at Franklin Templeton, based in Boston, Massachusetts, United States. AeroLeads shows a work email signal at putnam.com, phone signal with area code 510, and a matched LinkedIn profile for Linshan Li, Cfa.
Linshan Li, Cfa previously worked as Investment Risk Manager, Multisector Fixed Income and Digital Assets at Franklin Templeton and Quantitative Researcher, Multisector Fixed Income and Emerging Market Fixed Income at Franklin Templeton. Linshan Li, Cfa holds Master Of Financial Engineering, Financial Engineering from University Of California, Berkeley, Haas School Of Business.
Company email context
Email format at Franklin Templeton
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*@putnam.com
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Profile bio
About Linshan Li, Cfa
I develop quantitative strategies, specializing in Emerging Markets Rates, FX and Sovereign Credit. I'm . proficient in developing and implementing systematic trading strategies, analyze macroeconomic data, maintaining research and portfolio management tools. I've a record of collaborating with portfolio managers and traders on integrating systematic approaches with market developments.
Listed skills include Python, C++, R, Matlab, and 29 others.
Current workplace
Linshan Li, Cfa's current company
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8 roles
Linshan Li, Cfa work experience
A career timeline built from the work history available for this profile.
Quantitative Researcher, Multisector Fixed Income And Emerging Market Fixed Income
Putnam was acquired by Franklin Templeton in 2024.
Jan 2024 - Oct 2024
Quantitative Researcher, Multisector Fixed Income And Emerging Market Fixed Income
• Responsible for the research, development, and deployment of quantitative strategies in Emerging Market Fixed Income sectors, including EM local rates, FX, sovereign credit, and EM sector allocation models.• Fully automated trades in Python for the following strategies: - A multi-factor EM local rates trading alpha model: On paper since 2020 and trading live since 2022 in the Multisector Fixed Income funds, this model has achieved a strong live PnL record after implementation costs. - EM local rates and EM FX beta strategies: Designed to efficiently capture systematic EM premia and diversify portfolios, these strategies use G10 hedges to reduce volatility and correlation with DM assets.• Led the creation of an EM macroeconomic and factor database, streamlining the collection and processing of key economic indicators for systematic model inputs and weekly discussions.• Maintaining a backtesting and research infrastructure codebase, along with a Snowflake database housing a few Fixed Income sector indices and constituent-level data.• Collaborating with EM and Multi-sector Fixed Income portfolio managers to incorporate systematic metrics and processes into investment decisions.• Providing weekly EM local markets summaries and macro data release discussions.Past Projects:• EM Cross-Asset Factor Analysis• EM Corporate Screener• Backtesting framework and research infrastructure• Market monitoring and peer analysis frameworks• Reporting and attribution frameworks
Jan 2019 - Jan 2024
Quantitative Investment Associate
May 2017 - Dec 2018
Analyst (Intern)
Worked closely with portfolio managers on constructions and back-testings of multi-asset globally diversified portfolio.Designed a process for external manager evaluation and selection and a performance attribution report.Designed and ran reports on cross-asset correlations and data for macroeconomic and FX outlook.
Oct 2016 - Jan 2017
Research Assistant
May 2015 - Aug 2015
Analyst (Intern)
Sep 2014 - Dec 2014
Analyst (Intern)
Jan 2014 - May 2014
3 education records
Linshan Li, Cfa education
Master Of Financial Engineering, Financial Engineering
University Of California, Berkeley, Haas School Of Business
Bachelor Of Mathematics, Major In Mathematical Finance, Minors In Pure Mathematics, Statistics
University Of Waterloo
High School Diploma
Archbishop Macdonald High School
FAQ
Frequently asked questions about Linshan Li, Cfa
Quick answers generated from the profile data available on this page.
What company does Linshan Li, Cfa work for?
Linshan Li, Cfa works for Franklin Templeton.
What is Linshan Li, Cfa's role at Franklin Templeton?
Linshan Li, Cfa is listed as Quant at Franklin Templeton Fixed Income at Franklin Templeton.
What is Linshan Li, Cfa's email address?
AeroLeads has found 2 work email signals at @putnam.com for Linshan Li, Cfa at Franklin Templeton.
What is Linshan Li, Cfa's phone number?
AeroLeads has found 2 phone signal(s) with area code 510 for Linshan Li, Cfa at Franklin Templeton.
Where is Linshan Li, Cfa based?
Linshan Li, Cfa is based in Boston, Massachusetts, United States while working with Franklin Templeton.
What companies has Linshan Li, Cfa worked for?
Linshan Li, Cfa has worked for Franklin Templeton, Putnam Investments, Alignvest Management Corporation, University Of Waterloo, and Scotiabank.
How can I contact Linshan Li, Cfa?
You can use AeroLeads to view verified contact signals for Linshan Li, Cfa at Franklin Templeton, including work email, phone, and LinkedIn data when available.
What schools did Linshan Li, Cfa attend?
Linshan Li, Cfa holds Master Of Financial Engineering, Financial Engineering from University Of California, Berkeley, Haas School Of Business.
What skills is Linshan Li, Cfa known for?
Linshan Li, Cfa is listed with skills including Python, C++, R, Matlab, Mathematical Modeling, Time Series Analysis, Machine Learning, and Teamwork.
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