Stephen Li Email and Phone Number
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Stephen Li personal email
Experienced investment professional with enthusiasm in distressed credit investment and real estate. Expertise and area of interests:- Private Equity, Distressed Credit Investment, Real Estate Investment, Asset Management, Portfolio Management, Cashflow Modeling- Whole loan, Non-QM, NPL, RPL, RMBS, CMBS, consumer ABSExperienced in:1. Performing financial modeling and cash flow projection to oversee the multi-billion bank loan portfolios (Residential Mortgage, HELOC and Auto Loan).2. Statistical modeling (prepayment projection using Linear, Logistic and mixed models).3. Risks analytics (VaR, Stress Testing, Greeks Analysis, Monte Carlo Simulation and Model Calibration etc.)4. Balance sheet Management (Asset-Liability management (ALM), economic capital calculation, regulatory compliance (SR11-7, Basel III), and market risk management).Skill sets:1. Risk Modeling: Moody's KMV RiskCalc Model Validation (CAP Analysis), Credit Risk Model Calibration, Monte Carlo Simulation, VaR, Stress Testing, Greeks Sensitivity etc.2. Programming Skills: VBA, RiskAMP, R, Matlab, SQL, Python, Tableau3. Financial Instruments: Equity-linked Derivatives (Convertible Bonds and CoCo Bonds), Cap, Floor, IRS with optionality, MBS, CDS4. Equity Research Skills: Fundamental Analysis (Intrinsic Valuation approach like DCF, Extrinsic Valuation approach like Multiples Approach), Industry Competitive Analysis.
Hudson Advisors L.P.
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Vice President | Hudson Advisors | Lone Star FundHudson Advisors L.P. Sep 2019 - PresentDallas, Texas, UsDistressed Credit InvestmentNon-QM OriginationRate Lock Channel DevelopmentCOLT Securitization
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Quantitative Financial ModelerCitizens Bank Jun 2017 - Sep 2019Providence, Rhode Island, Us• Developed lifetime cash flow models for Mortgage, HELOC, and Auto Loan portfolios using Excel/VBA, analyzing key return/risk metrics.• Built proprietary scenario analysis cash flow model for $2.6B Mortgage origination pipeline, projecting cash flows under various interest rate shifts.• Developed pricing optimization models for Auto Loan origination by researching elasticity between loan pricing margin and origination volume, contributing decision-useful insights to senior pricing committee. -
Quantitative Risk AnalystWall Street North Jun 2016 - May 2017UsIn my role as a Quantitative Risk Analyst at Wall Street North, I was responsible for Asset Liability Management for FHLB clients under the QRM framework.Key Tasks:• Conducted mortgage prepayment risk model validation for FHLBs, validating model effectiveness through back-testing on various mortgage collateral.• Validated credit risk models for federal financial institutions, reassessing model assumptions and effectiveness under CAP Analysis.• Collaborated with risk service providers like Moody's and QRM to benchmark clients' models and implement out-of-sample backtests. -
Capstone Project: Contingent Convertible Bond Pricing & Sensitivity AnalysisThomson Reuters Jan 2017 - Apr 2017Toronto, On, Ca· Responsible for developing pricing algorithm and conducting price sensitivity analysis.
Stephen Li Skills
Stephen Li Education Details
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University Of ConnecticutFinancial Mathematics - Frm -
Xiamen UniversityComputational Mathematics
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Zhixin High SchoolHigh School
Frequently Asked Questions about Stephen Li
What company does Stephen Li work for?
Stephen Li works for Hudson Advisors L.p.
What is Stephen Li's role at the current company?
Stephen Li's current role is US Residential Credit, Hudson Advisors L.P. (Investment Adviser to Lone Star Funds).
What is Stephen Li's email address?
Stephen Li's email address is tl****@****ors.com
What schools did Stephen Li attend?
Stephen Li attended University Of Connecticut, Xiamen University, Zhixin High School.
What are some of Stephen Li's interests?
Stephen Li has interest in Children.
What skills is Stephen Li known for?
Stephen Li has skills like Risk Modeling, Microsoft Office, Risk Model Validation, Microsoft Excel, Risk Management, Vba, Credit Risk, Financial Modeling, Matlab, Derivatives Pricing And Valuation, R, Data Analysis.
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