Linglei Li
ALM Risk Manager at RBC Capital Markets
San Gabriel, California, United States
Summary
👤
Senior🎓
Top SchoolLinglei Li is an ALM Risk Manager with nine years of quantitative finance and data science experience, specializing in stress testing, CECL, interest rate risk and behavioral asset modeling across banking and capital markets. A USC-trained mathematical finance master and USTC statistician, he blends advanced statistical and machine learning techniques (from GAMs and tree ensembles to neural nets) with production-grade tooling in SQL, Python, R and SAS to turn complex balance-sheet problems into actionable risk metrics. He has led and scaled modeling teams at MUFG and First Republic, building automated production pipelines and optimization modules that improved treasury efficiency and regulatory reporting accuracy. Curious and fast-learning, he routinely bridges model development and business stakeholders, and has a track record of implementing model governance for diverse portfolios including mortgages, HELOCs and deposits. Notably, he pairs academic rigor with practical engineering—developing performance-tracking databases and CT funding rebalance tools that became part of routine ALM practice.
9 years of coding experience
8 years of employment as a software developer
MS, Mathematical Finance, MS, Mathematical Finance at University of Southern CaliforniaBachelor of Science (BS), Statistics, Bachelor of Science (BS), Statistics at University of Science and Technology of China
Chinese, English
Github Skills (5)
gunicorn4
flask4
nginx3
markdown3
docker3
Programming languages (1)
Github contributions (5)
linghaol/StochasticSystem-Simulation-Project
Sep 2016 - May 2017
Contributions:38 commits, 32 pushes, 5 branches in 8 months
linghaol/linghaol.com
Aug 2017 - Feb 2021
A Flask blog website with Markdown, powered by NGINX, Gunicorn and Docker.
Contributions:7 releases, 102 pushes, 2 branches in 3 years 7 months
dockerflaskgunicornmarkdownnginx
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