Brian Li Email & Phone Number

Greater Boston Area

• Personal Investments: Invests 3+ Million USD in equity + commodity with multiple low-correlated strategies, applying both quantitative models and subjective analysis. Annual Return > 45%• Professional collaboration: Works closely with hedge fund presidents/directors and top traders/researchers

Shanghai City, China

• Developed a performance-modified risk parity strategy for FOF portfolio after research in various risk-based asset allocation models• Applied quantitative fund and manager rating to select funds, combined stock and commodity trading strategies to enhance performance of FOF. Out-of-Sample (Sept 2017 - Dec 2018) Annual Return: 40%, Sharpe: 2.1• Conducted performance attribution analyses of target funds (using linear regression)• Increased quantitative reporting capabilities, by adding comprehensive fund data statistics programs (using Python, R and SQL)• Reduced manual work and shortened operation time from 3 hours to 10 minutes, by automating file reading process and replacing redundant VBA modules with efficient python codes• Built a hedge fund database system

Shanghai City, China

• Created a well-performing value stock strategy based on two stock selection factors and two momentum timing factors. Out-of-Sample Annual Return: 28%, Sharpe: 1.6, adopted by the boss• Designed an aggressive CTA timing strategy based on original self-adaptive trend following methods• Made right trading judgements in AI industry, using knowledge in sector rotation, relative valuation methods and economic moats

Shanghai City, China

• Designed structured fund (A share) selection strategies for existing fund products based on implicit return rate comparison, adopted by the head• Built a one-click program (using Python and Oracle) to visualize credit spreads of corporate bonds (could be sorted by industries, ratings and duration)

Shanghai City, China

• Developed new quantitative timing models based on existing factors • Conducted researches on parameter optimization of existing technical indicators • Trained under manager of sales department, quantitative investment advisors and other investment professionals on: technical analysis & fundamental analysis of equities and commodity futures; multi-factor quantitative models

M.S. Mathematical Finance, Asset Management Track, Gpa 3.84/4.0

• Project: Contextual Fundamental Alpha Research using Python (ongoing, started Spring 2019) • Coursework: Statistics, Econometrics.

B.S. Physics

• Founder of Investment Research Club: Collaborated on quant research with top hedge fund managers • Leadership of Asset Management.

Exchange Student (1 Among 14 In Shanghai)

• Enrolled to the program as one student representative of Shanghai by the Shanghai Municipal Education Commission • Visited the German.