Jerry Xia
Hoboken, New Jersey, United States
Summary
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SeniorJerry 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.
11 years of coding experience
Github Skills (6)
factor-analysis10
kalman-filter10
monte-carlo9
adaboost8
optimization8
trading8
Programming languages (1)
Github 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
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
Contributions:6 commits, 29 pushes, 1 branch in 9 months
monte-carlohedgeoptimizationvariance-reductionoption-pricing
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