Xiaobo He is a quantitative trading leader with eight years of experience applying physics-grade mathematical modeling and high-performance programming (C++/C, Python, R, Matlab, MPI) to market-making and credit strategies. Currently Director of Systematic Trading Strats at SMBC Capital Markets after leading credit desk strats at Goldman Sachs, he builds production-grade systematic trading systems and market microstructure models. His background spans academic materials physics (PhD) and hands-on parallel computing for large portfolios, giving him an uncommon blend of deep scientific rigor and practical, low-latency engineering. Based in the New York metro area, he combines research-driven problem solving with portfolio management instincts and a penchant for fault-tolerant, scalable architectures.
8 years of coding experience
17 years of employment as a software developer
Bachelor of Science (B.S.), Physics, Bachelor of Science (B.S.), Physics at Nankai University
Master of Science (M.S.), Financial Engineering, Master of Science (M.S.), Financial Engineering at Baruch College, City University of New York (CUNY)
Doctor of Philosophy (Ph.D.), Physics, Doctor of Philosophy (Ph.D.), Physics at Institute of Physics & Beijing National Lab for Condensed Matter Physics,Chinese Academy of Sciences
Contributions:16 commits, 15 pushes, 1 branch in 4 months
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