Jeffrey Li is a project manager and quantitative risk specialist based in New York with 14 years of experience bridging capital markets analytics and deal execution. He combines a Columbia-trained statistics background with hands-on quant work—pricing derivatives, running Monte Carlo simulations, and producing VAR, Greeks, duration and convexity analyses for hedge funds and regulatory filings. At GF Securities he now leads IPO and merger projects, drawing on prior roles that converted raw accounting and trading data into actionable risk metrics using SQL, VBA and SAS. His early research applying delta-hedging and GARCH volatility models to CSI 300 stocks improved simulated portfolio returns, reflecting a practical blend of academic rigor and market intuition. Known for translating complex risk drivers into clear explanations for managers and regulators, he thrives at the intersection of quantitative modeling and business decision-making. An observant problem-solver, he pairs deep technical fluency with project leadership to deliver measurable outcomes in high-stakes financial environments.
13 years of coding experience
Master's degree, Statistics, Master's degree, Statistics at Columbia University in the City of New York
Bachelor of Applied Science (B.A.Sc.), Mathematics and Computer Science, Bachelor of Applied Science (B.A.Sc.), Mathematics and Computer Science at Sun Yat-Sen University
Contributions:54 commits, 52 pushes, 2 branches in 5 months
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