Ruixue(Rachel) Li

MBS Portolio Manager

Greater Chicago Area

About

Experience

  • BlackRock (Full-time · 4 yrs 5 mos)
    • MBS Portfolio Manager
      Oct 2025 - Present · 9 mos

    • VP Global Trading
      Feb 2022 - Dec 2025 · 3 yrs 11 mos

  • Fairway Independent Mortgage Corporation (7 yrs 8 mos)
    • VP, Secondary Marketing
      Mar 2018 - Feb 2022 · 4 yrs

    • AVP, Secondary Marketing
      Jul 2016 - Mar 2018 · 1 yr 9 mos

    • Secondary Marketing Analyst
      Jul 2014 - Jun 2016 · 2 yrs

  • Rotman International Trading Competition at Rotman School of Management, University of Toronto
    Jan 2014 - Feb 2014 · 2 mos

    We represented University of Chicago FinMath Program to compete with over 50 top financial engineering programs from Berkely, MIT, Stanford etc. We Competed in several cases: Sales&Trader, Commodities Trading, Quant Outcry, Yield Curve Trading, Options Trading and Algo Trading.

  • Intern, Alternative Investment Department at FULLGOAL FUND MANAGEMENT CO., LTD.(Beijing)
    Sep 2012 - Jan 2013 · 5 mos

    Used MATLAB/C++ to design 4 high frequency cross term arbitrage strategies on stock future contracts, one genetic programming strategy model, and one stock trend model Back-tested strategies using MATLAB, C++ and data obtained from Wind database

  • Intern at MASSMUTUAL ASIA LIMITED
    Jan 2011 - Feb 2011 · 2 mos

    Produced a marketing proposal for a new insurance product