Sam LiQuantitative Developer
Sam joined Frontier as a Quantitative Developer in March 2020. He is responsible for developing quantitative applications for asset allocation and risk management, designing the portfolio analytics library, and productionise advanced tools such as Monte Carlo simulation models and Capital Market models. Prior to joining Frontier, Sam worked as a Quantitative Analyst at National Australia Bank (NAB). His responsibilities involved developing PD, LGD and EAD models in credit risk space. Sam obtained his Ph.D. in Finance from University of Melbourne, where he conducted research on portfolio construction and asset pricing. He also holds a Master of Commerce (Quantitative Finance) degree from University of Sydney, and a Bachelor of Science (Statistics) degree from Northeast Normal University (China). Sam has passed all three levels of the CFA program and both parts of the FRM exams.