Jerry Xia
Quantitative Analyst
Hong Kong Island, Hong Kong, China
Summary
👤
Senior🎓
Top SchoolJerry Xia is a quantitative analyst with 10 years' experience building systematic trading systems and volatility models in Hong Kong, currently driving trading algos and low-latency vol infrastructure at UBS. He blends strong software engineering (including kdb, CUDA GPU Monte Carlo, and production engines) with deep financial math—authoring an explicit implied volatility inversion formula and developing hedged least-square methods for American options. His desk-facing work spans vol management, issuance/hedging automation, flow prediction and counterparty clustering, while his earlier quant internships delivered demonstrable P&L and factor-driven alpha improvements. Comfortable across research, engineering and trading, he has shipped production warrant control, quoting and valuation library components that bridge model theory and live execution. Known for pragmatic, high-performance implementations, he pairs a 4.0 Financial Engineering master's with hands-on open-source proofs-of-concept (Monte Carlo and treasury trading repos) that make complex models operational.
10 years of coding experience
3 years of employment as a software developer
Bachelor’s Degree, Geophysics, 3.6/4.0, Bachelor’s Degree, Geophysics, 3.6/4.0 at University of Science and Technology of ChinaMaster's degree, Financial Engineering, 4.0/4.0, Master's degree, Financial Engineering, 4.0/4.0 at Stevens Institute of Technology
Chinese, EnglishGithub contributions (5)
jerryxyx/Python
Aug 2017 - Dec 2019
Contributions:121 commits, 99 pushes, 1 branch in 2 years 4 months
jerryxyx/MonteCarlo
Jun 2018 - Apr 2019
Contributions:6 commits, 29 pushes, 1 branch in 9 months
Find and Hire Top DevelopersWe’ve analyzed the programming source code of over 60 million software developers on GitHub and scored them by 50,000 skills. Sign-up on Prog,AI to search for software developers.