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QuantMinds International
17 - 20 November 2025
InterContinental O2London

Shaun Li
Quantitative Strategist at Morgan Stanley
Speaker

Profile

Shaun Li is a quantitative strategist at Morgan Stanley in Paris. His research spans volatility modelling, derivative pricing, functional quantization, and machine learning. He has a PhD in mathematical finance from Université Paris 1 Panthéon-Sorbonne, supervised by Professor Eduardo Abi Jaber (École Polytechnique).

Originally from New Zealand, Shaun also holds a bachelor’s degree in music.

Agenda Sessions

  • Quintic OU model: joint SPX/VIX calibration & SSR smile dynamics

    10:20