Lilan LI

Lilan Li is an experienced practitioner in Banking and Capital Markets, specializing in the pricing, valuation, and risk management of financial instruments across all asset classes.

She began her career in London at JP Morgan within the Credit Derivative Trading division in 2008. Among the aftermaths of the global financial crisis, she joined the quantitative structuring team at Barclays Capital, where she focused on hybrid derivatives restructuring in the Emerging Markets. During her tenure at Nordea, she developed and implemented the Internal Models Approach (IMA) for Market Risk and Internal Model Methods (IMM) for Counterparty Credit Risk. Most recently, Lilan led the stress test methodology within the Enterprise Risk Management department at Citigroup.

Her latest endeavor is Climate & Sustainable Investment. She also provides advisory service to the European Central Bank (ECB) on regulatory onsite inspection, particularly regarding the stress testing and risk models (MR & CCR).

Lilan holds a Diplôme d’Ingénieur from I.N.S.A de Lyon, France, and graduated from Fudan University (复旦大学) in Shanghai. She also earned a distinction in the Certificate of Quantitative Finance (CQF) in 2011. In her spare time, Lilan has published several books, including "Counterparty Credit Exposure & XVA Modelling", "Data Science & Quantitative Finance", and "A Memoir of the 2008 Global Financial Crisis".

She currently lives in UAE.