Chaoqi Yang

Non-compete at Citadel Securities

Miami, Florida, United States
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Summary

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Chaoqi Yang is a PhD-trained machine learning researcher and quantitative researcher with nine years of industry experience, currently on a non-compete after roles at Citadel Securities where he built ML-driven statistical arbitrage models for FICC and equities. He combines deep learning for healthcare—contributing models and benchmarks to the PyHealth toolkit—with applied ML in finance, recommendations, and spatio-temporal medical data during internships at Amplitude, IQVIA, and Tencent. Based in Miami, he brings a strong academic foundation from UIUC and SJTU and a track record of shipping research-grade models into production contexts. Notably, his open-source work added clinically-focused models (RETAIN, MICRON, GAMENet) and DDI-aware loss functions to PyHealth, reflecting an uncommon blend of domain knowledge in healthcare and market-facing ML.
code9 years of coding experience
job2 years of employment as a software developer
bookDoctor of Philosophy - PhD, Computer Science, Doctor of Philosophy - PhD, Computer Science at University of Illinois Urbana-Champaign
bookBachelor of Engineering - BE, Computer Science, Bachelor of Engineering - BE, Computer Science at Shanghai Jiao Tong University
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Github Skills (5)

pytorch10
machine-learning10
deep-learning10
python10
mi10

Programming languages (6)

VerilogJavaScriptHTMLJupyter NotebookPythonMatlab

Github contributions (5)

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sunlabuiuc/PyHealth

May 2022 - Jan 2023

A Deep Learning Python Toolkit for Healthcare Applications.
Role in this project:
userML Engineer
Contributions:3 releases, 96 reviews, 142 commits in 8 months
Contributions summary:Chaoqi's commits focus on implementing and refining machine learning models within the PyHealth toolkit. They primarily worked on creating and integrating classes for the MIMIC-III dataset, specifically for drug recommendation tasks. The user added RETAIN, MICRON, and GAMENet models, and also included DDI loss functionality, showcasing an emphasis on model development and experimentation within the healthcare domain. Further improvements include implementing a benchmark for drug recommendation tasks.
python-libraryclinical-datapythondeep-learningdata-mining
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Contributions:192 commits, 2 PRs, 363 pushes in 4 years 3 months
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Chaoqi Yang - Non-compete at Citadel Securities