Xiang Li
About Xiang Li
Xiang Li is the Director of Asset Liability Management Quantitative Analysis at CIBC and a faculty member at York University, specializing in structural interest rate risk and financial product analysis.
Title and Current Role
Xiang Li is the Director of Asset Liability Management Quantitative Analysis, Treasury, at the Canadian Imperial Bank of Commerce (CIBC). Since 2015, he has been contributing his expertise in the Treasury department, focusing on analyzing and managing structural interest rate risk. Li is instrumental in conducting mathematical and analytical research to understand the risk attributes of financial products and portfolios. Additionally, he collaborates with senior test analysts to develop comprehensive test plans, strategies, and cases related to Asset Liability Management.
Previous Roles
Prior to his current position, Xiang Li served as the Senior Manager of Deep Dive Analytics at CIBC from 2013 to 2015. In this role, he was responsible for in-depth data analysis and risk assessment in various financial sectors. From 2011 to 2013, Li worked at CIBC World Markets as a Senior Risk Analyst, where his responsibilities included evaluating risk factors and implementing risk management strategies for financial products. These roles have collectively enriched his proficiency in risk evaluation and financial analysis.
Academic Position at York University
In addition to his professional roles in the corporate sector, Xiang Li is also a faculty member at York University. He has been associated with the university since 2009, where he provides knowledge and guidance in his area of expertise. His involvement with academia allows him to stay updated with the latest research and methodologies in the field of finance, particularly in derivatives valuation and risk measurement.
Education and Expertise
Xiang Li holds a Doctor of Philosophy (PhD) in Economics from York University. This advanced education forms the foundation of his deep understanding of economic theories and quantitative analyses. His expertise extends to all analytic aspects of measuring structural interest rate risk, including retail product optimization. Li also evaluates new academic research to remain current with state-of-the-art methodologies in derivatives valuation and risk measurement within the global financial sector.