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Yanjie Li (Alan)

Quantitative Researcher at National Futures Association

Yanjie (Alan) Li is a Quantitative Researcher at the National Futures Association since May 2023, following a role as a Quantitative Finance Analyst at Bank of America Merrill Lynch from December 2019 to May 2023. At Bank of America, Yanjie supported compliance with Uncleared Margin Rules, improved analysis for Initial Margin in dispute resolution, and optimized funding costs across diverse portfolios during the IBOR Transition. Previous experience includes serving as a Quantitative Risk Consultant at CME Group, where Yanjie developed analytical tools and frameworks for risk assessment and margin calculations. Yanjie holds a Master of Science in Financial Mathematics from the University of Chicago and a Bachelor of Science in Mathematics and Economics from Emory University.

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