The 346th Wenlan Financial Forum

Abstract：

This lecture, through specific cases of financial institutions and real enterprises using over-the-counter (OTC) derivatives, analyzes the internal logic and processes of OTC derivatives design. It introduces the types of OTC derivatives commonly used by different financial institutions (including banks, securities firms, futures companies, and fund management companies), and focuses on explaining the applications of fintech in OTC derivatives design and risk management (e.g., timing, valuation pricing, and risk management).

Speaker Introduction：

Mengyu Li, Ph.D. in Information Management from National Chiao Tung University (Taiwan) (double minors: Statistics, Applied Mathematics), currently serves as Director of the Financial Engineering Research Center at Kaimerui De (Suzhou) Information Technology Co., Ltd., responsible for leading the development of financial engineering algorithms and artificial intelligence algorithm teams. In 2018, he was recognized as a financial talent in Shangcheng District, Hangzhou; in 2023, he won the Third Prize of the Jiangsu Provincial Science and Technology Award. He has previously held positions such as Director of Quantitative Research at Nanhua Futures Research Institute (leading the quantitative team). The foreign exchange risk management systems, intelligent credit bond recommendation systems, asset trading management systems, and intelligent compliance risk control systems for traders developed by him have been deployed in multiple banks and enterprises. He has served as an adjunct lecturer at Peking University and Shanghai University, and currently acts as an external supervisor for universities such as Zhejiang University, Zhongnan University of Economics and Law, Xi'an Jiaotong-Liverpool University, and Zhejiang University of Finance and Economics, mentoring nearly 20 master’s students and 1 doctoral student. Multiple research papers by him have been published in internationally renowned SSCI journals, and he has received multiple best paper awards, patents, etc.