Summary
Chaoxu Pei is an Associate Director and quantitative software leader with 10 years' experience applying advanced numerical methods, statistical modeling, and machine learning to finance and scientific problems. Holding a PhD in Applied and Computational Mathematics, he has designed high-order numerical PDE solvers in academia and translated that rigor into production risk models and VaR/IRC/DRC systems at Citi and Moody's Analytics. Comfortable in Python/R, SQL, C++ and Java, he bridges research-grade algorithm development with robust engineering and model validation practices. His background includes building recommendation algorithms in industry and reconstructing material interfaces via dimensionality reduction, reflecting a rare blend of theoretical depth and practical product delivery. Based in Beijing with international experience, he pairs strong communication skills with a continuous hunger to adopt new techniques and improve model performance.
10 years of coding experience