Summary
Keshuai Li is a delivery-driven quantitative analyst with a strong academic foundation (MSc Math & Finance, Imperial College London) and a decade-long trajectory in quantitative roles across major institutions. He has two years focused on developing and optimizing QIS models and algorithmic strategies at Credit Suisse and UBS, combining Python, C# and SQL with statistical modeling and risk management. Comfortable translating research into production-ready systematic trading solutions, he collaborates effectively with cross-functional teams to deploy robust investment strategies. His background spans both buy-side and sell-side experience plus internships in China, giving him fluency in global markets and practical insight into implementation constraints. Notably, Keshuai pairs rigorous math training with hands-on coding discipline, enabling fast iteration from prototype to live quant products.
10 years of coding experience
Bachelor's degree, Mathematics, Bachelor's degree, Mathematics at Beijing Normal University
Exchange Student, Mathematics, Exchange Student, Mathematics at Rutgers University–New Brunswick
Master, Math&Finance, Master, Math&Finance at 英国帝国理工学院
High School Diploma, Science, High School Diploma, Science at The Attached Middle School To Jiangxi Normal University