Yuchen Yue
Vice President at Nomura
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolYuchen Yue is a quant-focused Vice President with 9 years of experience applying physics-trained rigor to model validation and quantitative research in fixed income and equity trading. With a PhD background in AMO physics and hands-on experience building and validating mortgage-backed securities and interest rate models at Nomura, he blends experimental precision with production-grade Python engineering on Linux. He has produced signal-driven trading strategies—from Random Forest sector ETFs to VIX term-structure signals—and deployed automated live portfolio analytics and backtest frameworks. Past work includes developing a deep reinforcement learning SPY strategy with strong out-of-sample Sharpe performance, highlighting his ability to translate research into robust trading alpha. Based in New York, he bridges academic research at institutions like NIST and the University of Maryland with practical quant production, often validating model assumptions and risk sensitivities that directly influence desk positions. Notably, his background in ultra-cold atom experiments signals a penchant for tackling complex, noisy systems with data-driven, physics-informed approaches.
9 years of coding experience
7 years of employment as a software developer
The University of Maryland, College ParkBachelor of Science (B.S.), Physics, Bachelor of Science (B.S.), Physics at Tsinghua University
English, Chinese
Github Skills (5)
equation10
parameter-estimation9
julia8
numerical-methods8
root-finding7
Programming languages (2)
Github contributions (5)
specialforcea/GPE_simulation
Dec 2016 - Jan 2020
Numerical Methods for Gross-Pitaevskii Equation
Contributions:181 commits, 4 PRs, 214 pushes in 3 years 1 month
root-findingequationgrossparameter-estimationjulia
specialforcea/pyfolio_customize
Aug 2022 - Aug 2024
Contributions:8 pushes in 2 years
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