Sam Li, based in San Francisco, CA, US, is currently a Quantitative Analytics Manager, Risk Modeling Group (COE) at Wells Fargo, bringing experience from previous roles at Wells Fargo and HSBC. Sam Li holds a University of Chicago. With a robust skill set that includes Basel II, Credit Cards, Credit Risk, Loss Forecasting, SAS and more, Sam Li contributes valuable insights to the industry. Sam Li has 2 emails and 1 mobile phone number on RocketReach.