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Leyi Li

Leyi Li

Analyst, Quantitative Strategy at Aristeia Capital LLC

New York, NY , United States

About

Leyi Li is a Quantitative Strategy Analyst at Aristeia Capital LLC in New York, where he leverages sophisticated quantitative techniques to support the firm's investment strategies in corporate credit markets and related asset classes. In this role since December 2022, he is responsible for quantitative research, model development, and data-driven investment analysis to identify relative value opportunities and manage risk within Aristeia’s diversified absolute return portfolios.

Prior to joining Aristeia Capital, Leyi Li served as an Analyst in Fixed Income, Risk & Quantitative Analysis at BlackRock, focusing on fixed income assets and risk modeling across global markets, and as a Quantitative Researcher at CMT Digital, where he conducted research on cryptocurrency pricing mechanisms. He also completed internships at top financial institutions, including CME Group, Talton Capital Management, Mizuho, China Merchants Securities, and Manulife Teda Fund Management, deepening his expertise in quantitative finance, derivatives modeling, and financial risk management.

Leyi Li holds a Master of Science in Financial Mathematics from the University of Chicago and a Bachelor's degree in Finance with a CFA concentration from the University of International Business and Economics. His background combines rigorous quantitative modeling, cross-asset experience, and a particular focus on the intersection of credit, fixed income, and alternative investments, contributing to innovation and risk management in the hedge fund sector.

Career History

OrganizationRoleDate RangeDetails
Aristeia CapitalAnalyst, Quantitative StrategyDec 2022 to Present
The views expressed herein are my own. They have not been reviewed, approved, or endorsed by Aristeia Capital, L.L.C. Any endorsements or recommendations of my skills are not to be construed as testim...
BlackRockFixed Income, Risk and Quantitative Analysis, AnalystFeb 2020 to Dec 2022
CMT DigitalQuantitative Researcher, University of Chicago Project LabSep 2019 to Dec 2019
•Researched the relationship between the BitMex bitcoin perpetual swap price and the funding rate using regression analysis in Python and back-tested a mean-reverting strategy based on the negative co...
CME GroupSummer Quantitative Research Intern, Equity ProductsJul 2019 to Sep 2019
• Created daily settlement price model for thinly traded S&P 500 total return futures using PCA, ARIMA/VECM and constructed optimization to match observed trade price; determined implied financing for...
Talton Capital Management, LLCQuantitative Researcher,University of Chicago Project LabApr 2019 to Jun 2019
• Construct calculator in Python according to CBOE VIX methodology to calculate VIX for different option products • Create data cleaner to extract and clean data from WRDS/Quandl. Interpolate data to ...
MizuhoQuantitative Researcher, University of Chicago Project LabJan 2019 to Apr 2019
• Constructed objective function and constraints for CIR++ model to fully capture observed CDS spread and implied default probability while ensuring parameters stay in reasonable range • Calibrated mo...
China Merchants Securities Co., Ltd.Analyst InternSep 2017 to Apr 2018
• Conducted revenue and cost breakdown and growth analysis using internal and Wind database to help build valuation models for over 10 companies • Analyzed relative positions, fundamentals and competi...
Manulife Teda Fund ManagementSummer InternJun 2017 to Sep 2017
• Assisted to build internal performance attribution model based on Campisi model for bond funds using VBA and Wind database • Utilized internal model (VBA) to calculated duration for bond funds, fixe...

Education

University of Chicago

Master of Science - MS, Financial Mathematics

2018 2019

University of International Business and Economics

Bachelor's degree, Finance(CFA concentration)

2014 2018

Beijing National Day School

High school, Academic

2011 2014

Others at Aristeia Capital LLC (13)

NameRoleLocation
A
Andy Anderson
PartnerStamford, CT , United States
Dan Glucksman
Dan Glucksman
AnalystUnited States
J
Jake Mazotas
PartnerGreenwich, CT , United States
Matt Ragsdale
Matt Ragsdale
Senior AnalystGreenwich, CT , United States
M
Michael Costelloe
AnalystNew York, NY , United States
Olaf Auerbach
Olaf Auerbach
Managing Director Head of Credit TradingWeston, CT , United States
Richard Huang
Richard Huang
Analyst: Information ManagementNew York, NY , United States
Sarah Berner
Sarah Berner
Managing DirectorNew York, NY , United States
S
Steve Robinson
PartnerNew York, NY , United States
B
Bejoy Maliakal
analystNew York, NY , United States
Showing 1-10 of 13 team members