Haixi Li

Haixi Li is an experienced quantitative analytics professional with a strong background in modeling and forecasting. Currently serving as a Quantitative Analytics Manager at Freddie Mac since September 2015, Haixi has developed advanced statistical models, including a Spatial-temporal model that integrates Graph Neural Networks with Recurrent Neural Networks for house price forecasting and a State-Space Model utilizing Deep Neural Networks and Copulas, achieving notable performance improvements. Prior to this role, Haixi worked as a Quantitative Analytics Senior at Freddie Mac, where extensive reviews of various financial models took place, including those focused on residential mortgages. Haixi began a career in risk modeling at JPMorgan Chase & Co. as a Risk Modeling Associate, creating statistical credit risk models and loss forecasting systems. Academic credentials include a PhD in Economics from the University of Wisconsin-Madison, complemented by a Master's and Bachelor's degree in Economics from the University of Toronto.