Summary
Bolong Tan is a quantitative researcher with 12 years of experience building systematic trading models and research pipelines across China and the US, currently based in Cambridge, MA. He blends a strong applied mathematics foundation (BS 3.9/4.0) and a Master of Finance from MIT Sloan with hands-on quant roles at hedge funds and investment firms since 2017. His work spans model development, backtesting, and production research—moving strategies from idea to live execution at firms including 幻方AI and Shanghai-based asset managers. Notably, his profile reflects both rigorous academic training (exchange at UC Berkeley, 3.8/4.0) and practical breadth from internships to senior quant research, suggesting an ability to bridge theoretical models with real-market constraints.
12 years of coding experience
2 years of employment as a software developer
Exchange Student, Mathematics, 3.8/4.0, Exchange Student, Mathematics, 3.8/4.0 at University of California, Berkeley
Master of Science - MS, Master of Finance, Master of Science - MS, Master of Finance at Massachusetts Institute of Technology - Sloan School of Management
Bachelor of Science - BS, Applied Mathematics, 3.9/4.0, Bachelor of Science - BS, Applied Mathematics, 3.9/4.0 at Sun Yat-Sen University