Summary
Xuan Li is a Senior Quantitative Developer based in New York with 12 years of cross-disciplinary experience building high-performance pricing, risk and execution systems for global markets. Currently at Citadel after senior roles at Morgan Stanley and Bloomberg, she blends deep numerical and systems expertise (C++, Python, low-latency design) with full-stack product thinking to deliver robust analytics libraries and trade/reporting engines. Her background in computational physics and a Ph.D. in Chemical Physics informs a rigorous approach to numerical stability, optimization and large-scale scientific code, enabling her to bridge research-grade algorithms and production trading systems. A collaborative technical lead and mentor, she drives CI/CD, cross-platform tooling and team practices that improve delivery quality and transparency. Notably, her career spans both academic high-performance computing projects and mission-critical front-office infrastructure, giving her uncommon fluency in complex numerical methods and real-world finance constraints.
12 years of coding experience
11 years of employment as a software developer
B.S. Biophysics, B.S. Biophysics at Nanjing University
Ph.D Chemical Physics, Ph.D Chemical Physics at University of Oklahoma
English, Chinese