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Greater New York City Area United States

Quantitative Researcher (Associate) at Arxis Capital Group LLC

Finance / Banking / Insurance

Ph.D. Candidate from Harvard Statistics with research emphasis on: Bayesian hierarchical modelling and quantitative finance, particularly the modelling of tick-by-tick data and market microstructure. Broad exposure in alpha research for quantitative trading, from daily level momentum, volatility prediction, to intraday medium frequency statistical arbitrage. Will start my full-time venture in Jan., 2017.