Instructor since 2020
David Li received his bachelor’s degree in Mathematics from Pomona College and continued his graduate studies at Stanford University. In 2004, he received his Ph.D. degree in Mathematics before starting his career in finance with Credit Suisse. He subsequently moved to Citigroup in 2005. Throughout his career, David has worked on different areas of interest rate analytics, including yield curves, volatility skew and smile, term structure models and automated market making. Currently David is a Managing Director and Global Head of Rates Quantitative Analysis at Citigroup Global Markets.