Shengyi He

Quantitative Researcher

Miami, Florida, United States
email-iconphone-icongithub-logolinkedin-logotwitter-logostackoverflow-logofacebook-logo
Join Prog.AI to see contacts
email-iconphone-icongithub-logolinkedin-logotwitter-logostackoverflow-logofacebook-logo
Join Prog.AI to see contacts

Summary

👤
Senior
🎓
Top School
Shengyi He is a quantitative researcher with a decade of technical experience, currently working at Citadel Securities after completing a PhD in Operations Research at Columbia University. His research bridges statistics, theoretical machine learning, and operations research, with a focus on variance reduction and uncertainty quantification through stochastic and robust optimization. He has practical market-facing experience from internships at Citadel Securities and Amazon and has taught PhD-level stochastic modeling and quantitative finance courses. Based in Miami, Shengyi combines rigorous theoretical foundations from Peking University and Columbia with hands-on quantitative problem solving in high-frequency trading and research environments. An understated strength is his ability to translate advanced uncertainty quantification techniques into practical tools for decision-making under risk.
code10 years of coding experience
job4 years of employment as a software developer
bookBachelor of Science - BS Statistics, Bachelor of Science - BS Statistics at Peking University
bookDoctor of Philosophy - PhD Operations Research, Doctor of Philosophy - PhD Operations Research at Columbia University
github-logo-circle

Github Skills (32)

player7
video-player7
swift7
macos6
optical-flow6
convolutional-neural-networks6
evolution5
mpv5
semantic-segmentation5
pyramid4
python4
segmentation4
semantic4
command-line-utility4
spatial4

Programming languages (4)

JavaC++SwiftPython

Github contributions (5)

github-logo-circle
Contributions:12 commits, 10 pushes in 1 month
hsyi/hestudyalg

Oct 2016 - Apr 2017

Contributions:13 pushes, 1 branch in 5 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.
Request Free Trial
Shengyi He - Quantitative Researcher