Siyuan Yao
Equity Quant Researcher at Citadel
New York, New York, United States
Summary
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Senior🎓
Top SchoolSiyuan Yao is an Equity Quant Researcher at Citadel with 11 years of experience building and validating quantitative investment models across equities, macro, and fixed income. He joined Citadel after strengthening model frameworks and applying machine learning and econometric techniques as an Associate at Goldman Sachs. Siyuan holds a Master of Financial Engineering from UC Berkeley and a strong applied mathematics background from Beihang and top French institutions, blending rigorous theory with practical implementation. His early work automating risk reporting and building data pipelines saved teams hours weekly, and he has hands-on experience in web scraping and robust regression for real-world forecasting. Based in New York, he combines research-first thinking with production-aware coding to deliver repeatable alpha and risk solutions. Colleagues describe him as someone who translates complex models into auditable systems that drive investment decisions.
11 years of coding experience
2 years of employment as a software developer
Ingenieur Civil des Mines, Applied Mathematics, GPA 3.73/4, Ingenieur Civil des Mines, Applied Mathematics, GPA 3.73/4 at Ecole Nationale Supérieure des Mines de NancyBachelor's degree, Mathematics, Bachelor's degree, Mathematics at Beihang UniversityMaster of Financial Engineering, GPA 3.9/4, Master of Financial Engineering, GPA 3.9/4 at University of California, Berkeley, Haas School of BusinessMaster of Science (M.Sc.), Applied Mathematics and Computer Science, 14.7/20, Master of Science (M.Sc.), Applied Mathematics and Computer Science, 14.7/20 at Université Henri Poincaré (Nancy I)
English, French, ChineseGithub contributions (1)
yiwei-lee/sns-trends-explorer
Oct 2014 - Dec 2014
Contributions:31 commits in 1 month
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