Yingcheng Cai is a quantitative trader at Virtu Financial with 12 years of experience focused on FX trading, quantitative research, and market microstructure. He combines a BS in Mathematics (Statistics) from Peking University with doctoral studies in Data Science and Operations at USC Marshall, bringing rigorous statistical training to systematic trading and model development. Prior internships at Virtu and Optiver exposed him to FX, equity and options markets, and his background as a Chinese Mathematical Olympiad Gold Medalist signals deep problem-solving and algorithmic thinking. Based in Austin, he blends academic research instincts with hands-on execution in fast-paced trading environments, often turning complex statistical ideas into deployable strategies. A concise personal motto—“no do no die.”—hints at a pragmatic, results-driven approach to both coding and trading.
12 years of coding experience
Bachelor of Science - BS, Math(Statistics), Bachelor of Science - BS, Math(Statistics) at Peking University
Doctor of Philosophy - PhD, Data Science and Operation, Doctor of Philosophy - PhD, Data Science and Operation at 美国南加州大学 - 马歇尔商学院
Contributions:4 releases, 11 pushes, 3 branches in 6 months
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