Edwin Chau
Financial Engineer at BlackRock
New York, New York, United States
Summary
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Senior🎓
Top SchoolEdwin Chau is a financial engineer and machine learning researcher with nine years of experience combining quantitative modeling, production analytics, and academic research across finance and academia. Currently on BlackRock’s Aladdin team, he improves and explains Agency MBS prepayment models, runs large-scale portfolio and security-level tests, and maintains market-aligned TBA assumptions for client-facing analytics. He previously developed novel tensor and low-rank factorization methods at UCLA—shipping a Python package and a preprint—then applied ML in production at Fisher Investments, cutting preprocessing and training times substantially. Edwin bridges rigorous numerical research with practical engineering: he builds models from scratch, operationalizes pipelines, and collaborates closely with trading desks to translate model changes into business impact. Based in New York with an MS in Financial Engineering from Columbia, he is particularly skilled at turning advanced decomposition techniques into scalable tools for quantitative research and risk management.
9 years of coding experience
6 years of employment as a software developer
Master of Science - MS, Financial Engineering, Master of Science - MS, Financial Engineering at Columbia UniversityBachelor's degree, Mathematics of Computation and Statistics, Bachelor's degree, Mathematics of Computation and Statistics at University of California, Los Angeles
Github Skills (1)
refer1
Github contributions (5)
chauedwin/mf-algorithms
Feb 2020 - Apr 2021
Contributions:3 releases, 18 commits, 53 pushes in 1 year 2 months
chauedwin/NumerosityHDDM
May 2019 - May 2020
Contributions:28 pushes, 1 branch in 1 year
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