Roger Li, Ph.D.

Roger Li, Ph.D., is a Senior Director in FTI Consulting’s Securities, Commodities & Derivatives practice. Dr. Li has more than a decade of experience at the intersection of quantitative finance, data science and machine learning (“ML”), which he has applied in consulting, investment banks and technology companies to deliver impactful, data-driven solutions.

At FTI Consulting, Dr. Li leads high-impact engagements that blend technical rigor with clear, stakeholder-aligned communication. He has authored expert reports and conducted technical analyses for high-profile hedge fund litigation, focusing on industry-standard modeling infrastructure such as data stores, metadata databases, and graph-based modeling systems. He also developed a cutting-edge reinforcement learning framework for portfolio optimization and enhanced “FTI Quantum,” the team’s core pricing and analytics library, by implementing continuous integration and delivery (“CI/CD”) pipelines to ensure code quality and reproducibility.

Dr. Li’s expertise in machine learning includes regression, classification, supervised learning, unsupervised learning, reinforcement learning, gradient boosting machines (“GBM”), Extreme Gradient Boosting (“XGBoost”), Light Gradient Boosting Machine (“LightGBM”) and Categorical Boosting (“CatBoost”). He has also applied time series modeling, neural networks, deep learning, natural language processing (“NLP”) and large language models (“LLMs”) to real-world use cases in finance, fraud detection and recommendation systems. Dr. Li has a proven ability to translate business objectives into actionable data analyses, prototype and validate modeling approaches, productionize models in software systems and communicate insights to both technical and executive audiences.

Dr. Li supports clients in business decision-making through quantitative modeling and prototyping, data engineering, benchmarking and software implementation. He frequently collaborates with product managers, risk managers, data scientists and engineers across financial and technology firms. Dr. Li has also published research articles in peer-reviewed journals on financial mathematics.

Prior to joining FTI Consulting, Dr. Li was an Applied Scientist at Amazon Web Services (“AWS”), where he led the development of LLM-enhanced recommendation systems and synthetic data generation pipelines to mitigate data imbalance in classification problems. His work directly supported software-as-a-service (“SaaS”) solutions for enterprise clients in media, e-commerce and financial services. Before AWS, Dr. Li was Vice President at Goldman Sachs, where he contributed to risk analytics and capital modeling using machine learning. His projects included building robust data pipelines to calculate risk metrics and automating the internal credit rating process using ML models. Dr. Li earned his Ph.D. in Mathematics and M.S. in Electrical Engineering from The University of Texas at Austin and his B.S. in Information Engineering from Shanghai Jiao Tong University.