yuxiang liu

quantitative trader

About

My interest lies in the intersection of math and programming. Our research involves modeling a physics problem into a math problem, improving algorithms by working on numerical analysis and linear algebra, and then implementing algorithms using programming languages, usually MATLAB and sometimes C++. Programming languages: Matlab, Fortran, C/C++, Python, Shell, Latex. Topics of knowledge applicable: Mathematical finance, Machine learning, Optimization, Game theory, Monte Carlo Markov Chain, Fast computational algorithm, Large network and graph limit. Our research group focuses a lot on the accuracy and efficiency of the algorithm. Among the Top 10 algorithms of the 20th century (https://www.siam.org/pdf/news/637.pdf), we are using 5 of them for our research. Please visit my website at https://math.dartmouth.edu/~yliu/ for more information.

Country

united states

City

new york

Industry

financial services

Skill

matlab, mathematical modeling, physics, numerical analysis, research, algorithms, latex, mathematica, statistics, r, microsoft office, visual basic, experimentation, machine learning, spss, stata, c++ language, fortran, public speaking, data analysis, python, c, mathematics, scientific computing, shell scripting, linux

Experience

associate, quant analyst

royal bank of scotland

2017-8 - 2019-6 · 1 yr 11 mos

quantitative trader

optiver

2019-6 - Present · 7 yrs 4 mos

research intern

peking university

2010-7 - 2010-11 · 5 mos

* Discovered a new compound and improved the Magnetocaloric Effect by 150%. * Published a paper “Effects of high Fe substitution for Mn on phase transition and magnetic properties of YFexMn12-x compounds” in Journal of Magnetism and Magnetic Materials.

postdoctoral research associate

yale university

2016-10 - 2017-8 · 11 mos

Studying the fundamental limit of torque and force to optical response – applying fast algorithms and numerically computing the torque and force of the scattered electromagnetic (EM) waves.