Yumeng Li
Quantitative Researcher, Systematic Credit Investor and Macro Strategist
New York, NY
I am a quantitative researcher focused on macro, credit, and systematic investing.
My work sits at the intersection of systematic credit investing, discretionary macro research, alternative data, and predictive analytics. I have worked closely with portfolio managers on investment research, signal development, and production-ready quantitative tools that support real investment decisions.
More broadly, I am interested in building practical research frameworks: turning noisy real-world data into something that can improve underwriting, portfolio construction, and market judgment.
My professional experience includes work in fixed income, high yield, leveraged loans, credit risk modeling, and macroeconomic analysis. I am especially interested in questions where traditional datasets are incomplete and where combining domain knowledge with data science can create an edge.
This blog is where I write about applied quantitative methods and the practical side of using data in solving interesting problems. You can also find my broader macro writing at All About Macros and my professional profile on LinkedIn.