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Bojun Li

Bojun Li

Quantitative Researcher at Saba Capital Management, L.P.

New York, NY , United States

About

Bojun Li is a Quantitative Researcher at Saba Capital Management, L.P., based in New York, NY. He specializes in quantitative research and modeling, focusing on equities and algorithmic trading strategies. His work involves developing and implementing quantitative models to identify investment opportunities and manage risk across various asset classes.

Li's expertise spans equities, central risk, and algorithmic trading, with a particular emphasis on leveraging data-driven approaches to enhance portfolio performance. He has contributed to the development of sophisticated trading algorithms and risk management frameworks, supporting both discretionary and systematic investment strategies.

Prior to Saba Capital Management, Li held quantitative research roles at Verition Fund Management LLC and Citi, where he focused on equities central risk and algorithmic trading. He holds degrees from Cornell University and Boston College, bringing a strong academic foundation in quantitative methods and financial engineering to his professional endeavors.

Career History

OrganizationRoleDate RangeDetails
Saba Capital Management, L.P.Quantitative ResearcherApr 2024 to Present
Verition Fund Management LLCQuantitative ResearcherJan 2023 to Dec 2023
CitiEquities Central Risk Algo QuantSep 2022 to Jan 2023
CitiFixed Income Quantitative TraderFeb 2022 to Sep 2022
CitiFixed Income ETF QuantJun 2021 to Aug 2021
Guotai Junan Securities Co., LtdQuantitative Research InternSep 2019 to Jan 2020
Guotai Junan Securities Co., LtdFICC Summer InternJun 2019 to Aug 2019

Education

Cornell University

2020 2021

Boston College

2016 2020

Others at Saba Capital Management, L.P. (12)

NameRoleLocation
Alexander Brown
Alexander Brown
Portfolio ManagerNew York, NY , United States
C
Chen Di
Quantitative AnalystNew York, NY , United States
John Sadak
John Sadak
AssociateNew York, NY , United States
Kieran Goodwin
Kieran Goodwin
PartnerNew York, NY , United States
Paul Kazarian
Paul Kazarian
Portfolio ManagerNew York, NY , United States
V
Vish Shah
Portfolio ManagerJersey City, NJ , United States
Zachary Chaulk
Zachary Chaulk
AnalystNew York, NY , United States
Doris Goldych
Doris Goldych
AssociateNY , United States
E
Elan Rosen
AnalystNew York, NY , United States
Matthew Robins
Matthew Robins
Quantitative TraderNew York, NY , United States
Showing 1-10 of 12 team members

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