Summary
Rongxin Yu is a quantitative developer with 11 years of experience building production-grade trading and research systems across prop trading, hedge funds, and large tech. He combines deep quantitative skills—time series, optimization, ML—and broad engineering fluency in Python, C++, Rust, Go, kdb+/ClickHouse and cloud-native platforms to deliver low-latency, scalable pipelines for equity stat-arb and fixed-income strategies. His background spans hands-on execution leadership and ML at firms like Balyasny, AXQ, Meta and BofA, giving him rare cross-domain fluency between model research, execution, and productionization. A Cornell-trained engineer who codes across the stack, he’s known for engaging stakeholders to turn complex analytics into measurable P&L impact and has a pragmatic interest in permissionless infrastructure reflected in his GitHub bio.
11 years of coding experience
1 year of employment as a software developer
Master's Degree Financial engineering, Master's Degree Financial engineering at Baruch College
Bachelor's Degree Mathematics, Bachelor's Degree Mathematics at Peking University
Chinese