Summary
Luyang Chen is a quantitative researcher and VP at Two Sigma with 11 years of research and industry experience grounded in a PhD (ICME) from Stanford and a strong mathematical foundation from Fudan University. He transitioned from academic roles and teaching assistantships in numerical analysis and stochastic methods to production research at Two Sigma, where he has progressed from quantitative researcher to vice president since 2018. His work blends deep probabilistic modeling, numerical linear algebra, and practical ML engineering—experience reinforced by a deep-learning internship at NVIDIA where he optimized QA models for speed and accuracy. Based in New Jersey, he brings both rigorous theory and hands-on implementation to systematic trading problems, and his GitHub ethos—"Talk is cheap!"—hints at a results-oriented, code-first approach to research.
11 years of coding experience