Li He
About Li He
Li He is a quantitative researcher with extensive experience in financial risk oversight and investment strategy development. He holds dual Ph.D. degrees in Financial Economics and Applied Mathematics from the Massachusetts Institute of Technology and currently works at the Federal Reserve Bank of New York.
Current Role at Federal Reserve Bank of New York
Li He has been serving as a Quantitative Researcher at the Federal Reserve Bank of New York since 2018. In this role, he focuses on developing systematic investment strategies and designing customized multi-asset products. His work contributes to the bank's efforts in financial risk oversight and enhances its capabilities in managing agency mortgage-backed securities and foreign reserves.
Previous Experience at QS Investors and Russell Investments
Before joining the Federal Reserve Bank of New York, Li He worked as a Quantitative Researcher at QS Investors, a Legg Mason Affiliate, from 2010 to 2014. He then transitioned to Russell Investments, where he held the position of Senior Research Analyst from 2014 to 2016. His roles at these firms involved significant contributions to quantitative analysis and investment strategy development.
Educational Background and Expertise
Li He holds dual Ph.D. degrees in Financial Economics and Applied Mathematics from the Massachusetts Institute of Technology (MIT). He also completed a Bachelor of Science in Modern Physics at the University of Science and Technology of China. His educational background underpins his expertise in financial risk oversight, idea generation, alpha research, portfolio construction, and risk management.
Work History at Deutsche Asset Management
Li He worked at Deutsche Asset Management as Vice President from 2006 to 2010. During this period, he gained valuable experience in asset management and contributed to the firm's quantitative research initiatives. His tenure at Deutsche Asset Management laid the groundwork for his subsequent roles in the financial sector.