Summary
Yintai Ma is a quantitative researcher and Ph.D. candidate with 11 years of experience applying deep learning and reinforcement learning to real-world problems across finance, insurance, and tech. Currently at Citadel Securities, he designs valuation strategies and turns mathematical models into production-grade code, building on prior roles at Allstate, Apple, and Google where he developed GANs, computer vision systems, and RL logistics solvers. His academic work at Northwestern produced theoretical advances like diminishing batch normalization with convergence analysis, while industry projects include a DRL dispatch agent that boosted GMV by 10% in simulation. Comfortable bridging theory and implementation, he combines strong optimization and stochastic-programming roots (CPLEX, Benders) with hands-on DL frameworks and a track record of shipping impactful prototypes into production. Based in Miami, he seeks roles that leverage both rigorous research and applied systems thinking.
11 years of coding experience
4 years of employment as a software developer
Doctor of Philosophy (Ph.D.), Industrial Engineering, 3.8/4.0, Doctor of Philosophy (Ph.D.), Industrial Engineering, 3.8/4.0 at Northwestern University
Bachelor of Science (BS), Industrial Engineering, 91/100, Bachelor of Science (BS), Industrial Engineering, 91/100 at Tsinghua University
Zhuhai No.1 High School