Bin Xu is a portfolio manager at WorldQuant with 11 years of quantitative finance experience rooted in a Ph.D. in theoretical and mathematical physics from Princeton and advanced physics degrees from École normale supérieure and Peking University. He moved from academic theoretical biophysics-style problem solving into high-frequency trading, applying rigorous mathematical modeling and computational methods to market microstructure and automated trading. Prior roles include quantitative research at Two Sigma and an automated market making internship at Morgan Stanley, reflecting deep experience building production strategies and execution-aware models. Bin combines strong theoretical intuition with hands-on implementation skills from his computational certificate work, enabling fast prototyping and robust deployment in low-latency environments. Based in Short Hills, NJ, he blends academic rigor with practical trading engineering, often translating abstruse physics concepts into actionable alpha signals. An understated thread through his career is a penchant for bridging theory and code to extract trading edge where others see only noise.
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