Qinmeng Luan
Vice President - Fx Options Quant at Citi
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolQinmeng Luan is a Vice President in FX Options Quant with eight years of experience applying statistical modelling, volatility research and machine learning to options markets. Holding a PhD in Computational Modelling from Imperial College London, she blends rigorous academic training with hands-on expertise in vol surface construction, relative value and portfolio optimization. At Citi she leads trade analysis, backtesting and automation efforts that turn flow signals into executable insights for trading desks. Her background includes research into neural-network-driven volatility surfaces during a Barclays internship and participation in competitive datathons, reflecting a practice-oriented approach to model validation. Known for pragmatic Python tooling and data-led decision-making, she focuses on building reproducible analytics that scale from research prototypes to production workflows.
8 years of coding experience
Bachelor's degree, Bachelor's degree at The University of ManchesterDoctor of Philosophy - PhD Mechanical Engineering; Computational Modelling, Doctor of Philosophy - PhD Mechanical Engineering; Computational Modelling at Imperial College London
English, Chinese
Github Skills (2)
python3
git2
Github contributions (5)
QinmengLUAN/Daily_Python_Coding
Feb 2020 - Mar 2021
Contributions:426 pushes, 1 comment in 1 year
QinmengLUAN/Data-MachineLearning
Apr 2020 - Jan 2021
Contributions:106 pushes, 1 branch in 9 months
Find and Hire Top DevelopersWe’ve analyzed the programming source code of over 60 million software developers on GitHub and scored them by 50,000 skills. Sign-up on Prog,AI to search for software developers.