Le Yan

Le Yan is an Investment Analyst at Davidson Kempner Capital Management LP in New York, specializing in quantitative investment research with a strong focus on big data analytics since joining the firm in October 2017. At Davidson Kempner, Yan's responsibilities center on leveraging advanced data analysis to identify and evaluate investment opportunities across multiple alternative asset classes, employing a bottom-up, fundamental method and event-driven strategies prevalent at the firm. While Yan's role broadly covers quantitative strategies, his expertise is particularly utilized in sectors where large-scale data can inform insights, such as structured credit, CMBS, and other data-intensive investment areas.

Prior to Davidson Kempner, Yan was a senior quantitative researcher at Thasos Group, where he applied big data analytics within the financial services sector, and previously held several key roles at Citi, including senior associate in CMBS strategy, making notable contributions to analytical models and publications in commercial mortgage-backed securities. His early career began in engineering roles at GE Energy and GE Global Research, focusing on multi-scale modeling and product reliability.

Yan holds an MBA in Finance from the MIT Sloan School of Management, as well as MS and PhD degrees in Mechanical Engineering from the University of California, Irvine, and a B.S. in Mechanical Engineering from Beijing Institute of Technology. He is recognized for integrating rigorous quantitative methodologies with financial modeling, enhancing the capacity for data-driven investment decisions in alternative asset management.