Summary
Michael Yeung is a quantitative researcher and developer with nine years of experience, currently an Associate in QIS Quant at Marex in London. He combines an MSc in Financial Technology from Imperial College with hands‑on experience building ML-driven volatility and structured-product strategies across sell‑side and hedge fund environments. His background spans derivative pricing, quantitative trading, portfolio optimization and G10 FX research, with prior roles leading an ML team in a student investment fund and publishing NLP/ML work on Chinese financial text during undergraduate research. Michael brings practical systems experience from asset‑management engineering and AWS‑backed FX strategy work, enabling him to productionize models as well as prototype novel signals. Notably, his profile blends cutting‑edge financial machine learning interests with applied trading experience rather than purely academic research. He is based in London and bridges academic rigour with market-facing quantitative product development.
9 years of coding experience
2 years of employment as a software developer
MSc, Financial Technology, MSc, Financial Technology at Imperial College London
Hong Kong University of Science and Technology (HKUST)
English, Chinese, Chinese