Dylan Xu is a quantitative-minded software engineer with a decade of experience bridging trading technology and research, currently based in Cambridge, MA and entering a Trading Summer Associate role at BMO Capital Markets. He combines a rigorous academic background—MS in Financial Mathematics at MIT and a multidisciplinary BS from McGill in statistics, computer science, and linguistics—with hands-on work on corporate bond covariance forecasting using graph neural networks. Dylan has delivered production-facing fintech and payment security systems at Citi while also contributing to quantitative research at Tradeweb, showing comfort moving between low-latency engineering and model development. Known for collaborative team building and solution orientation, he repeatedly turns complex financial problems into pragmatic implementations. An international thinker fluent in cross-disciplinary approaches, he brings both trading-floor pragmatism and research-driven curiosity to algorithmic trading and market structure challenges.
10 years of coding experience
4 years of employment as a software developer
Master's degree Financial Mathematics, Master's degree Financial Mathematics at Massachusetts Institute of Technology
Summer School Data Science, Summer School Data Science at Peking University
Bachelor of Science - BS Statistics Computer Science Linguistics, Bachelor of Science - BS Statistics Computer Science Linguistics at McGill University
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