Postdoctoral Research Scientist at Columbia University
New York, New York, United States
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Summary
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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 solversโreโengineering C++20 cores with MPI and CUDAโto 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.
10 years of coding experience
5 years of employment as a software developer
Doctor of Philosophy - PhD Chemistry, Doctor of Philosophy - PhD Chemistry at Massachusetts Institute of Technology
Master of Philosophy (MPhil) Scientific Computing, Master of Philosophy (MPhil) Scientific Computing at University of Cambridge
Bachelor of Science (BS) Mathematics and Chemistry, Bachelor of Science (BS) Mathematics and Chemistry at The Ohio State University
Contributions:257 commits, 231 pushes, 1 branch in 3 years
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Henry Tran - Postdoctoral Research Scientist at Columbia University