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Shi Liu
Portfolio Valuation Analytics at Millennium
Shi (Shirley) Liu, FRM, is a finance professional currently working in Portfolio Valuation Analytics at Millennium Management, a prominent hedge fund. She has a robust background in Market Risk and Credit Risk, primarily within the hedge fund and Asset Liability Management (ALM) sectors of the banking industry. Her expertise includes financial derivatives, mortgages, and programming skills in Python, Excel VBA, and SQL, which support her analytical capabilities in portfolio valuation and risk assessment.1
Liu holds a Master of Science in Computational Finance from Carnegie Mellon University, which enhances her technical knowledge and application in finance. Before her current role at Millennium Management, she gained experience as a Portfolio Analysis AVP at SMBC Capital Markets, Inc., where she further developed her skills in portfolio management and analytics.2
Her professional journey reflects a commitment to leveraging analytical tools and financial theories to optimize portfolio performance and manage risks effectively.
