Experience
Current: Trader at Citadel Securities
Experience
Trader
Citadel Securities
January 2024 - Present
New York, NY, United States
Associate Quantitative Trader
Man Group
March 2023 - January 2024
Boston, MA, United States
MIT Sloan School of Management
Master of Finance Candidate
July 2021 - Feburary 2023
Cambridge, MA, United States
Financial Engineering concentration
Business Analytics Sloan certificate
Graduate Student Researcher
January 2022 - December 2022
Cambridge, MA, United States
Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulations for Derivatives Pricing and Dynamic Hedging
Advisor: Professor Leonid Kogan
Graduate Research Assistant
September 2021 - December 2021
Cambridge, MA, United States
Research Assistant at MIT Sloan Operations Management collaborating with Liberty Mutual Insurance
Uplift Modeling for Causal Inference Machine Learning & Data Drift Detection
Advisor: Professor Negin Golrezaei
Data Science Intern
Capital One
June 2022 - August 2022
New York, NY, United States
Enterprise Machine Learning — Graph Representation Learning
Fellow (W22 Cohort)
Olam Ventures
January 2022 - April 2022
Paris, Île-de-France, France
DeFi & Web3
Halıcıoğlu Data Science Institute, UC San Diego
Undergraduate Research Assistant
August 2020 - December 2021
La Jolla, CA, United States
Deep Learning Research Assistant at the Halicioğlu Data Science Institute collaborating with UCSD's Department of Radiology
Received NSF REU Scholarship
Deep Learning for Computer Vision in COVID-19 Medical Imaging: Working on an NSF/DARP grant research project to implement local/global explainable AI methods on computer vision models and analyze chest X-rays/CTs of COVID-19 patients. Implementing 3D U-Net models on 3D reconstruction CT scans.
Advisor: Dr. Michael Pazzani
Instructional Assistant
January 2020 - June 2021
La Jolla, CA, United States
DSC 10 - Principles of Data Science (Professor Justin Eldridge, Professor Colin Jemmott)
DSC 80 - The Practice and Application of Data Science (Professor Justin Eldridge)
Undergraduate Research Fellow
December 2019 - December 2020
La Jolla, CA, United States
Reassessment of P2P Credit Risk Modeling with Macroeconomic Factors
Advisor: Professor Aaron Fraenkel
Undergraduate Research Assistant
San Diego Supercomputer Center
November 2019 - December 2021
San Diego, CA, United States
Blockchain Researcher at BlockLAB Group
Researching scalable decentralized business/industry (healthcare, finance, etc) applications of blockchain through Ethereum & Hyperledger Fabric networks. Developing methods for smart contract auditing and blockchain anomaly detection through machine learning.
Advisor: Dr. Jim Short
Quantitative Analyst Intern
XLP Capital
March 2021 - September 2021
New York, NY, United States
XLP Capital is a technology venture and investment firm managing multiple funds through extensive quantitative research and development.
Developed novel quantitative and machine learning methods to analyze effects of monetary and fiscal policy on directionality trends in bond prices/interest rates, inflation/exchange rates, and prices of alternative investments including precious metals (gold/silver) and cryptocurrency. Researched and implemented methods in Time-series ML, empirical mode decomposition/HW exponential smoothing, and macroeconomic forecasting/interpolation optimization.
Quantitative Research Intern
Rebellion Research
September 2020 - March 2021
New York, NY, United States
Rebellion Research is an A.I. hedge fund and investment adviser with global equity and absolute return strategies investing in a diverse pool of assets using Bayesian machine learning.
Analyzed macro and market trends through machine learning and statistical methods. Researched economic impacts of COVID-19 and generated alpha signals. Developed deep learning-based high frequency trading strategies.
Education
Massachusetts Institute of Technology
Master of Finance - MFin, Financial Engineering
2021 - 2023
Cambirdge, MA, United States
Activities and societies: MIT Sloan Operations Management Research Assistant, Quantitative Finance Club
Financial Engineering Concentration
Business Analytics Certificate
Recepient of the MIT Sloan Operations Management Research Scholarship
President of the Quantitative Finance Club; hosted the 2022 MIT Sloan Quantitative Finance & AI Conference
Thesis: Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging, advised by Professor Leonid Kogan
University of California, San Diego
Bachelor of Science - BS, Data Science; Minor - Finance
2018 - 2021
La Jolla, CA, United States
Grade: cum laude
Activities and societies: Student Representative, Instructional Assistant, Data Science Student Society, Blockchain Student Associaton, Undergraduate Economics Society, Undergraduate Investment Society
Research: Reassessment of P2P Credit Risk Modeling with Macroeconomic Factors, advised by Professor Aaron Fraenkel
Licneses & Certifications
Mathematics of Big Data and Machine Learning
Massachusetts Institute of Technology
Issued January 2022
Projects
Prosperity (IMC Trading)
March 2023
Quant Trading challenge: https://prosperity.imc.com/
Ready Trader Go (Optiver)
March 2023
Quant Trading challenge: https://readytradergo.optiver.com/
Brain (WorldQuant)
August 2022
Quant Trading challenge: https://platform.worldquantbrain.com/
https://www.worldquant.com/brain/
MIT Sloan | Joint Finance Lab (SVPGlobal)
January 2022
Measuring REIT Sensitivity to Interest Rates
MIT Sloan | Joint Proseminar Research (GIC)
September 2021
Modifying the Shiller Cyclically Adjusted P/E
Data for Good Hackathon (JPMorgan Chase & Co.)
June 2021
Traders at Berkeley Competition
May 2021
Quant Trading challenge: https://traders.berkeley.edu/competition.html
Halicioglu Data Science Institute | Data Science Capstone (Viasat)
September 2020
Classifying VPN Traffic Data
Skills
Artificial Intelligence (AI), Quantitative Trading, Blockchain, Financial Engineering, Cryptocurrency, Crypto Development, Ethereum, Smart Contracts, Solidity, Python, SQL, C++, Java, R, Statistics, Data Science, Machine Learning, Deep Learning, TensorFlow, PyTorch, Natural Language Processing (NLP), Computer Vision, Time Series Analysis, Reinforcement Learning, Data Visualization, Tableau, Quantitative Finance, FinTech, Financial Markets, Financial Analysis, Financial Statement Analysis, Accounting, Investment Management, Financial Modeling, Financial Forecasting, Software Development, Data Structures, Algorithms, Linux/Unix, Git, Hadoop, Big Data Analytics, MongoDB, MySQL, Amazon Web Services (AWS), SageMaker (AWS), Docker, Kubernetes, Qiskit, Quantum Computing, J Language
Honors & Awards
cum laude
Issued by UC San Diego
June 2021
COVID Information Commons Paper Competition - 2nd Place
Issued by Columbia University
May 2021
"Generating Explanations for Chest Medical Scan Pneumonia Predictions"
National Science Foundation REU Scholarship
Issued by National Science Foundation
Feburary 2021
Received NSF REU scholarship to work on computer vision research project to analyze COVID-19 chest X-rays/CTs and detect COVID pneumonia."
Eta Kappa Nu Engineering Honor Society
Issued by Eta Kappa Nu (HKN)
October 2020
Undergraduate Scholarship Program
Issued by Halıcıoğlu Data Science Institute
December 2019
Scholarship program to participate in a research project presented at the end of the year
Provost Honors
Issued by UC San Diego
December 2018
Revelle College Provost Honors in all quarters
National Merit Commended Scholar
Issued by College Board
September 2017
Was one of the top scorers on the PSAT in California
AP National Scholar
Issued by College Board
June 2017
APs:
Computer Science, Statistics, Microeconomics, Macroeconomics, Calculus BC, Physics 1, Physics 2, Physics C: Mechanics, Physics C: E/M, US History, US Government/Politics, English Language, English Literature, Chemistry, Chinese
CLTAC Speech Contest - 1st Place
Issued by CLTAC
April 2017
Received 1st place in 42nd Annual CLTAC Chinese Speech Contest
https://www.clta-ca.org/2017-speech-contest
Test Scores
GMAT
Score: 710
December 2020
Integrated Reasoning: 8
AWA: 6
SAT (2016)
Score: 1540
March 2017
EWR: 750
Math: 790
SAT II Math Level 2
Score: 800
SAT II Physics
Score: 770
Languages
English
Native proficiency
Chinese (Mandarin)
Bilingual proficiency
Organizations
Quantitative Finance Club - MIT Sloan
President
September 2021 - December 2022
Hosted the 2022 MIT Sloan Quantitative Finance & AI Conference
https://www.rebellionresearch.com/mit-quant-ai-conference-2022Hosted the 2022 MIT Sloan Quantitative Finance & AI Conference https://www.rebellionresearch.com/mit-quant-ai-conference-2022
BlockLAB - San Diego Supercomputer Center
Blockchain Research Assistant
December 2019 - December 2021
Eta Kappa Nu Honor Society (HKN)
Member
June 2021 - July 2021
IEEE
Member
June 2021 - July 2021
Undergraduate Economics Society - UC San Diego
VP of Technology
September 2018 - June 2020
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