Xiaolei Chen
Quantitative Researcher
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolXiaolei Chen is a Quantitative Researcher with 11 years of experience applying advanced numerical methods and C/C++ engineering to trading and research problems, currently at Citadel Securities in New York. He combines a PhD-level background in computational and applied mathematics with practical expertise in data structures, algorithms, stochastic calculus, and financial risk modeling. Xiaolei has a track record of building high-performance simulators and parallelized scientific code (CUDA, MPI) from his academic research, and he routinely works in Linux/Python/Bash environments for production research. Comfortable moving between theory and implementation, he brings deep numerical intuition—often exploiting impulse-based collision handling and WENO/FEM techniques—to create robust, efficient quantitative systems.
11 years of coding experience
10 years of employment as a software developer
Bachelor of Science Mathematics and Applied Mathematics, Bachelor of Science Mathematics and Applied Mathematics at University of Science and Technology of ChinaMaster of Atrs Computational and Applied Mathematics, Master of Atrs Computational and Applied Mathematics at University at BuffaloDoctor of Philosophy (PhD) Computational and Applied Mathematics, Doctor of Philosophy (PhD) Computational and Applied Mathematics at Stony Brook University
Chinese, English
Github Skills (4)
fabric7
minecraft7
collision5
collision-detection4
Programming languages (1)
Github contributions (5)
ethanxlch/Collision
Dec 2015 - Jan 2017
Contributions:2 PRs, 15 pushes, 1 branch in 1 year 1 month
minecraftfabricbodycollision-detectionhandling
antdvid/Collision
Dec 2015 - Jan 2017
Collision detection and handling for fabric and rigid body
Contributions:11 commits, 5 PRs in 1 year 1 month
minecraftfabricbodycollision-detectionhandling
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