Summary
Hesam Mazidi is a quantitative credit researcher and portfolio manager with a decade of experience building high-turnover relative-value and event-driven trading strategies across investment-grade and high-yield corporate credit. Currently VP, Systematic Credit Quant at MUFG Securities Americas, he specializes in ML-driven alpha discovery using both market and alternative data, signal processing, and robust signal combination for live trading. He led the end-to-end development and deployment of a systematic credit sleeve at NISA, designing profitable alpha signals and rigorous backtesting frameworks that translated research into production returns. Trained as a Ph.D. in Electrical Engineering, Hesam brings a research-first mindset—from single-molecule nano-scale experiments to scalable quant trading systems—enabling unconventional feature engineering and principled validation. Based in New York, he blends academic rigor with practical portfolio construction, often finding edge in underused alternative datasets and signal orthogonality. Contact: Hesam.creative@gmail.com
10 years of coding experience
10 years of employment as a software developer
Doctor of Philosophy (Ph.D.), Electrical Engineering, A, Doctor of Philosophy (Ph.D.), Electrical Engineering, A at Washington University in St. Louis
BSc, Electrical Engineering, 18.48/20 (ranked 8/150+), BSc, Electrical Engineering, 18.48/20 (ranked 8/150+) at Isfahan University of Technology
English, Persian