Summary
Yi-lung Tsai is a quantitative researcher based in London with eight years of experience bridging computational finance and machine learning. Trained at King's College London and National Tsing Hua University, he specializes in equity derivatives—particularly short-dated options, equity swaps—and ETF strategy analysis, applying Python, mathematical statistics, and derivative pricing techniques. His recent consultancy work at WorldQuant and current role at equityquant.dev reflect a focus on translating research insights into tradable models and systematic strategies. Beyond traditional quant research, he brings machine learning engineering instincts to feature engineering and model production, making him adept at moving prototypes into robust pipelines. An uncommon strength is his cross-domain exposure from assurance and strategic planning internships, which sharpens his risk-aware, business-aligned approach to model development.
8 years of coding experience
Bachelor of Science in Quantitative Finance, Bachelor of Science in Quantitative Finance at 國立清華大學
Master of Science in Computational Finance, Master of Science in Computational Finance at King's College London
Chinese, English, Japanese, Spanish