Yongcheng Li
Quantitative Portfolio Research @Barclays
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WORK HISTORY
Quantitative Portfolio Research @Barclays
New York, NY, US
Conducted research using Python and SQL on portfolio exposure, concentration, liquidity, performance across asset classes and strategies for hedge funds and asset managers, driving portfolio construction and optimization decisions• Led a global team to develop scenario analysis models leveraging Barra factors, cross-asset correlations, and transaction cost analysis, directly influencing firm-level risk limits and business appetite for Prime Brokerage and hedge fund clients• Built tools and dashboards that enabled real-time portfolio tracking and reduced client review cycles from weeks to days • Constructed model portfolios, manager selection methodologies, and weighting schemes based on research-driven insights to support cross-functional portfolio oversight and present actionable insights to senior management • Developed machine learning & AI-based tools for PnL prediction, anomaly detection and market sentiment monitoring
EDUCATION
Questrom School of Business, Boston University
MS Mathematical Finance
East China University of Political Science and Law
Bachelor's degree, Finance
Shanghai International Studies University
Bachelor’s Degree, English
SKILLS
ABOUT YONGCHENG LI
Quantitative investment professional with experience across hedge fund, asset-management, and private-equity portfolios. Skilled in systematic portfolio construction, multi-asset allocation, and capital-efficiency analysis. Integrates empirical research on factor-based portfolios, transaction-cost modeling, and data-driven insights to enhance portfolio optimization and investment performance.
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