Sorathan Chaturapruek
Quantitative Researcher
Hong Kong Island, Hong Kong, China
Summary
👤
Senior🎓
Top SchoolSorathan Chaturapruek is a quantitative researcher with 14 years of experience, currently driving FICC research at Citadel Securities from Hong Kong Island. He holds a PhD and MS in Computer Science from Stanford and a double major in Mathematics and Computer Science from Harvey Mudd, combining deep theoretical training with practical data-driven engineering. His background spans applied probability, sequential recommendation and user-behavior modeling, and algorithmic matching—work shown in internships at Robinhood, Adobe, and Yelp and in research published in SIAM. Known for bridging rigorous math (harmonic analysis, Lie groups) with production systems, he has a track record of turning complex models into deployable solutions and patentable algorithms. Colleagues would note both his strong academic pedigree and his habit of approaching trading problems with tools from geometry and spectral methods.
14 years of coding experience
10 years of employment as a software developer
BS, Computer Software Engineering, BS, Computer Software Engineering at Budapest University of Technology and EconomicsBachelor of Science, Mathematics and Computer Science Double Major, Overall: 3.92 (5th/173), Math: 4.00 (1st/17), CS: 3.86 (3rd/36), Bachelor of Science, Mathematics and Computer Science Double Major, Overall: 3.92 (5th/173), Math: 4.00 (1st/17), CS: 3.86 (3rd/36) at Harvey Mudd CollegeMaster's degree, Computer Science, 3.946, Master's degree, Computer Science, 3.946 at Stanford University
Thai, English, Chinese, Hungarian, tlön
Stackoverflow
1reputation
0reached
0answers
0questions
Github Skills (19)
solver8
sketchup6
julia6
convex6
convex-optimization5
visualization5
ffi4
d3js4
charts3
causal3
data-visualization3
crossfilter3
ruby3
charting3
ruby-ffi2
Programming languages (6)
Github contributions (5)
tummykung/yelp-dataset-challenge
Apr 2013 - May 2013
Contributions:11 commits in 1 month
waynesutton/qhealth
Jul 2013 - Jul 2013
Contributions:19 commits in 1 day
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