Summary
Zhiyuan L is an equity derivatives quant with eight years of industry experience, currently advancing pricing and risk models at CITIC Securities while completing an MS in Financial Economics at Columbia Business School. He has a strong quantitative internship track record across major firms including CICC, UBIQUANT, China Securities and Reinsurance Group of America, blending academic rigor with hands-on model implementation. Comfortable in both research and production environments, he focuses on translating stochastic models into robust trading and risk tools. Based in Beijing with international training, he brings a pragmatic approach to complex derivatives problems and a knack for turning academic techniques into deployable solutions.
8 years of coding experience
1 year of employment as a software developer
北京大学附属中学
Master of Science - MS, Financial Economics, Master of Science - MS, Financial Economics at Columbia Business School
Bachelor's degree, Bachelor's degree at Central University of Finance and Economics