Quantitative Finance

Liqun (Larry) Wang is the founder and Chief Investment Officer. He built the firm's quantitative credit framework and remains the central decision-maker. No co-CIO or investment committee structure has been publicly documented.

The firm relies on proprietary quantitative models to screen and price structured-credit assets — RMBS, CMBS, CLOs — rather than a broker-dealer auction model or a mass origination platform. This analytical sourcing emphasis reduces dependence on sell-side inventory and allows the firm to be price-selective in dislocated markets.

The firm is known to engage in both primary and secondary structured-credit markets, with its quantitative models evaluating collateral quality, tranche structure, and relative value across the capital stack. Its exact primary-issuance volume is not publicly disclosed.

Quantitative Finance has operated as an unregistered investment adviser, relying on the private-adviser exemption. This reflects its small, concentrated investor base and avoids the public-filing requirements (Form ADV) that apply to SEC-registered firms, limiting the external visibility of its AUM, strategy weights, and personnel.

The firm has not publicly reported co-investment activity alongside external GPs. Given its single-manager, model-driven culture, it is unlikely to syndicate investment decisions or rely on third-party asset selection — its edge is in proprietary analysis conducted internally.