Si-Yi is one of the main CQF faculties. He teaches applied quantitative finance in volatility arbitrage, stochastic interest rate models and credit derivative pricing and risk management. Before joining 7city CQF faculty, Si-Yi worked as a senior risk analyst in a city based consulting firm to provide constructive solutions to leading banks and insurance companies. He has worked on many projects in counterparty credit risk and market risk management. He had developed in house risk management tools for financial institutions’ internal risk reporting or their compliance with financial authorities like FSA. Si-Yi is currently a PhD candidate in quantitative finance at Imperial College London, and he holds a Master degree in Actuarial Mathematics in Herriot-Watt University. His current research focuses on several topics in credit risk. Particularly statistic methods to analysis credit correlation, enterprise macro stress testing, optimizations of economic capital and its allocation. At 7city CQF, in addition to classic financial mathematics such as Black-Scholes widely used by sell side market makers, Si-Yi has also experienced in data analysis which are important to buy side market players. Such as advanced statistic models in co-integration analysis and Generalised Linear Mixed Models which are advocated by many practioners.