Haksun Li, PhD, is founder of NM Group, a scientific and mathematical research company. He has the vision of “Making the World Better Using Mathematics”.
Under his leadership, the firm serves worldwide brokerage houses and funds, multinational corporations and very high net worth individuals. Haksun is an expert in options trading, asset allocation, portfolio optimization and fixed-income product pricing. He has coded up a variety of numerical software, including SuanShu (a library of numerical methods), NM Dev (a library of numerical methods), AlgoQuant (a library for financial analytics), NMRMS (a portfolio management system for equities), and supercurve (a fixed-income options pricing system). Prior to this, Haksun was a quantitative trader/quantitative analyst with multiple investment banks. He has worked in New York, London, Tokyo, and Singapore.
Additionally, Haksun is the vice dean of the Big Data Finance and Investment Institute of Fudan University, China. He was an adjunct professor with multiple universities. He has taught at the National University of Singapore (mathematics), Nanyang Technological University (business school), Fudan University (economics), as well as Hong Kong University of Science and Technology (mathematics). Dr. Haksun Li has a B.S. and M.S. in pure and financial mathematics from the University of Chicago, and an M.S. and a PhD in computer science and engineering from the University of Michigan, Ann Arbor.