Ziyan Xu

Ziyan Xu is a Quantitative Researcher at New York Life Investments, based in New York, NY, where he specializes in quantitative modeling and research to support investment strategies. His role focuses on applying advanced statistical and computational methods to analyze large-scale financial data, contributing to both active and systematic investment processes. At New York Life & Mainstay Investments, Xu's work has involved research across multi-asset portfolios, with an emphasis on fixed income and risk premia strategies, supporting portfolio construction and risk management teams in optimizing investment performance.

Prior to joining New York Life Investments in 2019, Xu held the position of Senior Quantitative Analyst at Risk Premium Investments, where he developed and implemented systematic trading models and conducted in-depth analysis of alternative risk premia strategies. Earlier in his career, he completed a summer internship at Freddie Mac, gaining experience in credit risk modeling and analytics within the mortgage finance sector.

Xu holds a Master’s Degree in Computational Finance from Carnegie Mellon University and a Bachelor’s Degree in Economics and Politics from the University of Virginia. He is recognized for his expertise in quantitative research, portfolio analytics, and risk modeling, with a focus on fixed income and systematic multi-asset solutions. His background in computational finance and hands-on experience in both buy-side and mortgage finance sets him apart in developing and optimizing quantitative investment strategies within the asset management industry.