Xi Liu

Xi Liu

Associate

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location of Xi LiuMalvern, Pennsylvania, United States

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  • Timeline

  • About me

    Senior Vice President at Research Affiliates

  • Education

    • Zhejiang University

      -
      Bachelor
    • Cornell University

      2009 - 2010
      Master Statistics

      • Performed clustering and regression analysis for a major airline company to evaluate the effectiveness of their existing frequent flyer program and provide guidance for their new marketing strategy• Designed a Naïve Bayes model and logistic regression analysis to examine and further predict the job satisfaction level of school principals in Pennsylvania

    • University of Rochester

      -
      Master
  • Experience

    • Morgan Stanley

      Jul 2010 - Jan 2011
      Associate

      • Regulated the data pipeline to provided stable and consistent equity trading data and service to other investment management divisions• Developed a robust system to extract large-scale time-series trading data from relational and vector database simultaneously, compared the data consistency on-the-fly, and generated systematic statistical report

    • Research Affiliates

      Jan 2011 - now

      • Led and performed product design for smart beta indices (focusing on factor investing, e.g., value, low volatility, quality, momentum, size, and multi-factor) and active quantitative strategies for global equity market• Guided portfolio implementation process and manage the process of validating portfolio construction in production to assure quality delivery• Provided customized solutions and product analytics to advance the investment decision-making process for current and prospective clients Show less • Investigated different risk premia to develop and implement global investment strategies for different asset classes, focusing on global equity, real estate investment trust and currency markets• Performed empirical research to investigate the global macro-economic environment and drive business decisions in global tactical asset allocation• Mentored junior researchers to perform analytic and product research to advance the investment decision-making process for internal and external clients Show less

      • SVP, Head of Strategy Research, Equities

        Jul 2022 - now
      • Senior Vice President

        Jan 2020 - Aug 2022
      • Vice President

        Jan 2017 - Dec 2019
      • Senior Researcher

        Jan 2014 - Dec 2016
      • Researcher

        Jan 2011 - Dec 2013
  • Licenses & Certifications

    • Chartered Financial Analyst (CFA)

      CFA Institute
      Jul 2014
    • CFA Institute CE Program 5 Year Milestone

      CFA Institute
      View certificate certificate