Summary
Jay Bian is a Senior Quantitative Analyst based in New York with over 10 years of experience building and validating quantitative models for hedge funds and major financial institutions. He has led risk, valuation, and portfolio management work at IASO Capital, Mizuho, Jasper Asset Management, Citigroup, RBC, and Lehman, combining hands-on model development with practical trading and PM experience. Trained in mathematics, statistics, economics and financial engineering (Nankai, Peking, Iowa State, Columbia), he translates advanced quantitative techniques into robust, regulatory-ready solutions. Known for operating at the intersection of model risk and market practice, he brings both buy- and sell-side perspectives and a knack for simplifying complex model outputs for decision-makers. A thoughtful collaborator who balances analytical rigor with interpersonal clarity, he also carries an unexpected cultural side—his GitHub bio hints at a personable, creative streak behind the technical polish.
9 years of coding experience
14 years of employment as a software developer
Master's degree, Economics and Statistics, Master's degree, Economics and Statistics at Iowa State University
BS, Mathematics, BS, Mathematics at Nankai University
Master's degree, Management Science and Economics, Master's degree, Management Science and Economics at Peking University
MS, Financial Engineering, MS, Financial Engineering at Columbia Engineering