Summary
Xiangyuan Liang is a Global Hedging Strategy Analyst and Master of Financial Risk Management candidate at Rotman with nine years of cross-functional experience across finance, banking, and tech. He blends quantitative finance training and .NET development skills to build pragmatic, technology-enabled risk solutions that improve hedging and operational efficiency. His background spans investment banking, derivatives sales, and market risk roles at firms including Manulife, Barclays, and Payments Canada, giving him a rare end-to-end view of markets and client needs. Comfortable translating business problems into technical implementations, he pairs strong modeling intuition with hands-on experience in ASP.NET and .NET Core. Colleagues describe him as adaptable and fast-learning, able to move between front-office strategy and engineering detail. Based in Toronto, he is driven to leverage software to make risk management more scalable and auditable.
9 years of coding experience
Bachelor of Management & Organizational Studies, Honor Specialization of Finance, Bachelor of Management & Organizational Studies, Honor Specialization of Finance at Western University
Master of Financial Risk Management, Finance and Risk Management, Master of Financial Risk Management, Finance and Risk Management at University of Toronto - Rotman School of Management
Chinese, English