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Support Staff:Xinyuan Shu
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David X. Li is a Professor of Practice at Shanghai Advanced Institute of Finance (SAIF), Associate Director of CAFR and MF Program Academic Co-Director.
Previously, he worked at leading financial institutions for more than two decades in the areas of new product development, risk management, asset/liability management and investment analytics.
He was the Chief-Risk-Officer for China International Capital Corporation (CICC) Ltd., Head of Credit Derivative Research and Analytics at Citigroup and Barclays Capital, and Head of Modeling for AIG Investments.
Dr. Li was one of the pioneers in credit derivatives. His seminal work of using copula functions for credit portfolio modeling has been widely cited by academic research, broadly used by practitioners for credit portfolio trading, risk management and rating, and well covered by media such as Wall Street Journal, Financial Times, Nikkei CBC News.
David has a PhD degree in Statistics from the University of Waterloo, M.A. in Economics, Finance and Actuarial Science, and B.A. in Mathematics.

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