You're signed outSign in or to get full access.
About
Longjie (Ryan) Li is a Quantitative Analyst at Calamos Investments in Chicago, IL, where he supports the Quantitative Investments team within the broader investment organization. Since joining the firm in 2023, he has been involved in quantitative research and model development, contributing to portfolio construction and risk management processes. His responsibilities include leveraging data-driven techniques to optimize investment strategies across Calamos’s diverse offerings.
Li focuses on quantitative analysis for multi-asset and alternative strategies, collaborating closely with teams managing equity, fixed income, and convertible securities portfolios. His analytical expertise supports asset allocation decisions and seeks to enhance risk-adjusted performance across these sectors.
Before joining Calamos, Li served as a Graduate Teaching Assistant at the Georgia Institute of Technology, where he completed dual master's degrees in Computer Science and Quantitative & Computational Finance. He also holds a BS in Mathematics with honors from Xi'an Jiaotong University and has participated in mathematics programs at the University of Alberta and Georgia Tech, demonstrating strong foundations in analytical and quantitative modeling.
Career History
| Organization | Role | Date Range | Details |
|---|---|---|---|
| Calamos Investments | Quantitative Analyst | Jan 2023 to Present | — |
| Georgia Institute of Technology | Graduate Teaching Assistant | Jan 2022 to Dec 2022 | Math6635 - Numerical Methods for Finance ISYE7406 - Data Mining and Statistical Learning |
| Calamos Investments | Quantitative Analyst | May 2022 to Aug 2022 | - Research and develop trading strategies on equity options - Portfolio optimization with the Black-Litterman model |
| 伯兄投资(Berkeley Brothers) | Quantitative Researcher | Jul 2020 to Aug 2021 | -Develop deep learning models and explore the predictive power of neural networks -Feature engineering and feature selection -Create Python binding of existing C++ code using Pybind11 -Construct momen... |
Education
Georgia Institute of Technology
Master of Science - MS, Computer Science
2021 — 2024
Georgia Institute of Technology
Master of Science - MS, Quantitative & Computational Finance
2021 — 2022
Xi'an Jiaotong University
Bachelor of Science - BS, Mathematics(With honor)
2017 — 2021
Georgia Institute of Technology
Exchange Program, Mathematics
2020 — 2020
University of Alberta
Summer School, Mathematics
2019 — 2019
Skills & Expertise
Others at Calamos Advisors LLC (44)
| Name | Role | Location |
|---|---|---|
 | Vice President - Investment Consultant -RIA and BANKS | Denver, CO , United States |
 | Equity Trader | Naperville, IL , United States |
 | Portfolio Manager | Oak Park, IL , United States |
D Doug Berman | Vice President - Senior Investment Consultant | Jupiter, FL , United States |
 | Vice President, Investment Consultant | Philadelphia, PA , United States |
 | Co-Chief Investment Officer, Senior Co-PM, Head of Alternatives and Co-Head of Convertibles | Chicago, IL , United States |
G Glen Ingalls | SVP and Co-Portfolio Manager | Oakland, CA , United States |
 | Research Associate | Chicago, IL , United States |
 | Senior Vice President, Senior Co-Portfolio Manager | Naperville, IL , United States |
J Joe Mariano | SVP, Head of Global Trading and ETF Capital Markets | Naperville, IL , United States |
