Taotao Cai

Taotao Cai is a quantitative researcher and research infrastructure lead at Aperio Group. Previously, they worked as an option trader and quantitative researcher at Bluefin Trading LLC from July 2013 to March 2017. Taotao has a focus on volatility surface arbitrage, bucketing, and sector correlations.

Tao Cai has a MS in Financial Mathematics from the University of Chicago and a Bachelor of Commerce from the University of Toronto - Rotman School of Management.

They are on a team with Slava Malkin - Senior Quantitative Researcher, Simge Ulucam - Quantitative Researcher. Taotao Cai reports to Lisa Goldberg, Director of Research.