Yadong LiManaging Director and Head of Cross Product Modeling, Quantitative Analytics at Barclays
Yadong Li is a Managing Director and the head of Cross Product modelling in Quantitative Analytics of Barclays, he oversees modeling efforts in Counterparty Credit Risk, Market Risk and XVA in Barclays. Yadong previously held leadership roles in various areas of quantitative modeling at Lehman Brothers and Barclays, including Credit Correlation, Emerging Market Credit, Basel 2.5 Market Risk and Basel 3 Counterparty Exposure Risk. Yadong’s main area of expertise include in credit derivative, risk management, regulatory capital, capital allocation and optimization. Yadong holds a Ph.D. in Physics and a MS in Computer Sciences from Wisconsin-Madison, and a Masters in Financial Engineering degree from UC-Berkeley.