Chen Di

Chen Di is a Quantitative Analyst at Saba Capital Management, L.P., based in New York City, where he is responsible for developing and implementing quantitative models to support the firm's investment strategies. His primary focus at Saba Capital is on credit and equity relative value strategies, leveraging quantitative, fundamental, and technical research to generate alpha across these asset classes. Saba Capital specializes in innovative approaches within the fixed income and equity derivative markets, and Chen Di plays a key role in their finance team.

Prior to his current role, Chen Di served as a Risk Manager at Saba Capital Management from 2021 to early 2024, enhancing risk assessment protocols and portfolio management processes. He also worked as a Risk Associate at Oak Hill Advisors, L.P., where his responsibilities included risk analysis and capital market operations—further building expertise in credit-focused asset management. These positions consolidated his experience in alternative investment risk management, particularly in structured credit, distressed debt, and derivatives.

Chen Di holds a Master’s Degree in Mathematics in Finance from Columbia University, complementing undergraduate studies in Applied Mathematics (Xiamen University) and Statistics (College of Charleston). His technical proficiency spans stochastic modeling, statistical analysis, and financial engineering, which underpin his contributions to quantitative research within the credit and equity sectors. He is recognized for advancing risk mitigation techniques and supporting the firm's systematic portfolio construction.