Yulin Zhu

I am a PhD student in statistics at CUHK in Sha Tin, NT. I am supervised by Dr. Tony Sit and Dr. Hoi-Ying Wong.

Education

Before pursuing my PhD, I worked full-time as a junior trader in high-frequency cryptocurrency market making at Pulsar Trading (HK office), focusing on applying deep learning to reduce adverse selection.
In addition to my full time experience, I have interned as a summer analyst in equity derivatives and volatilty risk at Millennium Management (NYC office). I have also interned as a quantitative researcher in high-frequency trading at Kronos Research.
Through Prof. Ali Hirsa at Columbia IEOR, I conducted deep learning research for Wellington Management, as well as the ECB and EIB, during my Columbia MFE.
Currently, I am working on a DeFi project, which is funded by Hong Kong Cyberport CCMF and CUHK PI Centre, with several elegant PhD lads at CUHK Dept of Statistics.