Lisha Chen
Non-Compete (2 Years) at Citadel Securities
Greater Chicago Area United States
Summary
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Senior🎓
Top SchoolLisha Chen is an experienced quantitative researcher with over a decade applying statistical learning, data mining, and quantitative risk analysis across academia and finance. She earned a Ph.D. in Statistics from Wharton and transitioned from an assistant professorship at Yale to senior modeling and quant researcher roles at GE Capital and Citadel Securities, where she led advanced calibration, Monte Carlo simulation, and numerical optimization work. Comfortable in R and familiar with C, MATLAB, and SAS, she blends deep theoretical foundations with practical model implementation for high-stakes trading and risk environments. Known for strong quantitative rigor, she brings a track record of turning complex statistical methods into robust, production-ready models.
10 years of coding experience
16 years of employment as a software developer
Bachelor's Degree, Mathematical Statistics and Probability, Bachelor's Degree, Mathematical Statistics and Probability at Peking UniversityDoctor of Philosophy (Ph.D.), Statistics, Doctor of Philosophy (Ph.D.), Statistics at University of Pennsylvania - The Wharton School
English, ChineseGithub contributions (2)
lisha-chen/Image-processing
Apr 2016 - Dec 2016
Contributions:22 commits in 7 months
lishaChen/brain-form
Aug 2019 - Aug 2019
Contributions:1 push, 1 branch in 1 day
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