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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
| Organization | Role | Date Range | Details |
|---|---|---|---|
| Saba Capital Management, L.P. | Quantitative Researcher | Apr 2024 to Present | — |
| Verition Fund Management LLC | Quantitative Researcher | Jan 2023 to Dec 2023 | — |
| Citi | Equities Central Risk Algo Quant | Sep 2022 to Jan 2023 | — |
| Citi | Fixed Income Quantitative Trader | Feb 2022 to Sep 2022 | — |
| Citi | Fixed Income ETF Quant | Jun 2021 to Aug 2021 | — |
| Guotai Junan Securities Co., Ltd | Quantitative Research Intern | Sep 2019 to Jan 2020 | — |
| Guotai Junan Securities Co., Ltd | FICC Summer Intern | Jun 2019 to Aug 2019 | — |
Education
Cornell University
2020 — 2021
Boston College
2016 — 2020
Others at Saba Capital Management, L.P. (12)
| Name | Role | Location |
|---|---|---|
| Portfolio Manager | New York, NY , United States | |
C Chen Di | Quantitative Analyst | New York, NY , United States |
| Associate | New York, NY , United States | |
| Partner | New York, NY , United States | |
| Portfolio Manager | New York, NY , United States | |
V Vish Shah | Portfolio Manager | Jersey City, NJ , United States |
| Analyst | New York, NY , United States | |
| Associate | NY , United States | |
E Elan Rosen | Analyst | New York, NY , United States |
| Quantitative Trader | New York, NY , United States |
Similar Fund Managers
| Name | Role | Fund | Location |
|---|---|---|---|
A Andrey Belov | Research Analyst | Cramer Rosenthal Mcglynn LLC | Stamford, CT , United States |
B Brian Harvey | Equity Portfolio Manager | Cramer Rosenthal Mcglynn LLC | United States |