Bin Liang

Bin Liang is a Quant Analyst at Linden Advisors in New York, NY, having joined the firm in March 2025. In this role, he is responsible for quantitative research, model development, and supporting systematic trading strategies, with a particular focus on alternative investment strategies including risk arbitrage, credit, and multi-asset portfolios, aligning with Linden’s emphasis on rigorous risk assessment and ESG integration.

Before joining Linden Advisors, Bin held senior quantitative roles at some of the world's leading investment firms, including Senior Quant Developer at Citadel and Quantitative Analyst at Bloomberg LP. Throughout his career, he has leveraged advanced computational and statistical methods to design, implement, and enhance trading models across equities, fixed income, and multi-strategy hedge fund portfolios.

Bin holds a Ph.D. in Engineering Mechanics from Columbia University, an M.S. in Civil Engineering from Vanderbilt University, and a B.S. in Engineering Mechanics from Shanghai Jiao Tong University. His expertise spans quantitative finance, computational modeling, and investment risk analytics, and he is recognized for his contributions to the development of robust quant frameworks adopted by premier investment institutions.