Henryย Tran

Postdoctoral Research Scientist at Columbia University

New York, New York, United States
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Summary

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Senior
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Top School
Henry Tran is a Postdoctoral Research Scientist and quantitative AI architect with 10 years of experience combining rigorous mathematical modeling and production-grade software engineering to tame the curse of dimensionality. He builds high-throughput surrogate models and matrix-free solversโ€”reโ€‘engineering C++20 cores with MPI and CUDAโ€”to deliver 100x runtime speedups and enable simulations 1000x larger via Tensor Cross Interpolation. His work spans stochastic calculus, Monte Carlo variance reduction, and equivariant graph networks, and he now applies 1.4B+ parameter foundation models to scalable quantitative finance problems. A proven technical lead, he has managed teams of 17 to ship distributed embedding frameworks and bridges theory to deployment by moving from analytic derivation to optimized C++ backends and Python interfaces. Trained at MIT and Cambridge, he also brings uncommon domain depth in quantum embedding and adaptive importance sampling that directly informs practical trading-algorithm design.
code10 years of coding experience
job5 years of employment as a software developer
bookDoctor of Philosophy - PhD Chemistry, Doctor of Philosophy - PhD Chemistry at Massachusetts Institute of Technology
bookMaster of Philosophy (MPhil) Scientific Computing, Master of Philosophy (MPhil) Scientific Computing at University of Cambridge
bookBachelor of Science (BS) Mathematics and Chemistry, Bachelor of Science (BS) Mathematics and Chemistry at The Ohio State University
languagesChinese, English, Vietnamese
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Github Skills (5)

orbit7
spin7
coupling5
periodic4
julia4

Programming languages (2)

JavaScriptPython

Github contributions (5)

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the-hktran/vstr

Sep 2022 - Feb 2023

Contributions:119 commits, 179 pushes, 1 branch in 5 months
the-hktran/DMET

Apr 2017 - Apr 2020

Contributions:257 commits, 231 pushes, 1 branch in 3 years
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Henry Tran - Postdoctoral Research Scientist at Columbia University