Mei Xiang Liu

Mei Xiang Liu is a derivatives pricing specialist and financial engineering researcher with 9 years of experience in quantitative trading and structured products. Born in Hangzhou and educated at Zhejiang University and MIT Sloan, she has worked at CITIC Securities and Morgan Stanley Hong Kong. Mei Xiang specializes in exotic options pricing, volatility surface modeling, structured note design, and cross-asset correlation strategies. She has published peer-reviewed research on stochastic volatility models.