Summary
Yulin Jiang is a market-oriented quantitative researcher with 11 years of experience applying statistical and machine learning methods to alpha generation, derivatives pricing, and real-time risk systems. He has held senior research roles at Tudor and now Verition, and brings hands-on coding proficiency developed across quant trading desks and a background building equity derivatives platforms at Deutsche Bank. Trained in mathematical finance (Boston University) with dual engineering and economics degrees from Fudan, he bridges rigorous quantitative theory and production implementation. Notably, his career blends short-horizon trading strategy research with larger-scale portfolio and pricing engineering, reflecting both fast-cycle signal discovery and robust system thinking.
10 years of coding experience
Bachelor's degree Electrical and Electronics Engineering, Bachelor's degree Electrical and Electronics Engineering at Fudan University
Master's degree Mathematical Finance, Master's degree Mathematical Finance at Questrom School of Business, Boston University
English, Chinese