Summary
Jingyu Bao is a quantitative trader specializing in power and natural gas with 11 years of experience applying advanced statistical methods to energy markets. Based in Toronto, he progressed from quantitative researcher roles to trader at Polar Asset Management Partners, blending statistical rigor from a PhD in Statistics with practical risk and model validation experience from Scotiabank and front-office quant stints. He focuses on modeling, data analysis, and statistical learning to extract trading signals and manage commodity-specific risks. Jingyu’s academic breadth — from Peking University to visiting work at the University of Chicago and a master’s in Financial Insurance from University of Toronto — underpins a research-driven approach to market problems. He is notable for translating deep statistical theory into production-ready trading models in the energy space, bridging academia and front-office execution.
10 years of coding experience
6 years of employment as a software developer
Bachelor of Science (BS), Statistics, Bachelor of Science (BS), Statistics at Peking University
Master’s Degree, Financial Insurance, Master’s Degree, Financial Insurance at University of Toronto
Doctor of Philosophy (PhD), Statistics, Doctor of Philosophy (PhD), Statistics at Tsinghua University
Visiting Student, Spatial Statistics, Visiting Student, Spatial Statistics at The University of Chicago
Chinese, English