Kangchen Bai is a Quantitative Associate with 11 years of technical experience, currently building electronic trading and market making solutions for interest rates at Morgan Stanley. He blends a PhD in Geophysics and Seismology (with a minor in Applied and Computational Math) from Caltech with hands-on proficiency in Python, C++, Fortran, MPI and scalable numerical methods. His background developing high-performance finite-difference and CUDA-accelerated algorithms at Schlumberger translates into robust, performance-conscious quant engineering. Based in Jersey City, he leverages deep modeling instincts from academia to solve real-time market microstructure problems, often favoring low-level optimization and parallelism over black-box approaches.
11 years of coding experience
High School Affiliated to Nanjing Normal University
Bachelor's, Geochemistry, Bachelor's, Geochemistry at Nanjing University
Contributions:23 commits, 34 pushes, 4 branches in 23 days
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