Yulin Zhu
Stochastic control, high-frequency markets, and mathematical finance at The Chinese University of Hong Kong.
Stochastic control and quantitative finance.
I study mathematical models for high-frequency trading, market microstructure, and cryptocurrency market dynamics.
My research interests lie at the intersection of mathematics and finance. I am currently exploring optimal control problems in high-frequency trading and theoretical frameworks for cryptocurrency market dynamics.
Experience
Trading, research, and risk work across crypto markets, derivatives, asset management, and institutional research.
Junior Trader
Pulsar Trading
High-frequency cryptocurrency market making. Applied deep learning models to reduce adverse selection before starting the PhD.
Summer Analyst
Millennium Management
Equity derivatives and volatility risk analysis, with work on risk models for options trading strategies.
Quantitative Researcher Intern
Kronos Research
High-frequency cryptocurrency trading research across statistical arbitrage and market microstructure.
Deep Learning Researcher
Wellington Management / ECB / EIB
Conducted deep learning research for financial applications during the Columbia MFE program under Prof. Ali Hirsa.
Education
Academic background across statistics, financial engineering, applied mathematics, and pure mathematics.
The Chinese University of Hong Kong
Ph.D. in Statistics
Supervisors: Prof. Tony Sit & Prof. Hoi-Ying Wong
Columbia University
M.Sc. in Financial Engineering, Dept. IEOR
The Johns Hopkins University
B.Sc. in Applied Math & Statistics, Minor in Pure Math
Transferred to Applied Math & Stats during senior year and finished the major in 1 year. I was previously pursuing Public Health during Junior year, Computer Science during Sophomore year, and Chemical & Biomolecular Engineering during freshman year.
The Hotchkiss School
High School Diploma. Varsity Athlete in Baseball.
Risk Management
Teaching assistant work for RMSC2001, Introduction to Risk Management.
Get in touch.
For research, teaching, and quantitative finance conversations.
CUHK, Hong Kong