Tao Jiang

Tao Jiang is a Quantitative Researcher at Centiva Capital, specializing in multi-asset class analytics using FINCAD and Python, with a focus on interest rates, fixed income, FX, and equity derivatives. Previously, Tao served as a Vice President for Volatility Systematic Trading at JPMorgan Chase & Co., where responsibilities included developing systematic strategies for equity derivatives and conducting alpha research and backtesting. Earlier roles at JPMorgan included a position as a Quantitative Research Associate, and academic experience includes a lecturer position at Purdue University, recognized with an outstanding teaching award. Tao's experience also includes financial analysis at Accenture, as a Principal Investigator in a national research plan in China, and research analysis at QIAGEN. Educational qualifications include a Ph.D. in Quantitative Methods and an M.S. in Computer Science from Purdue University, along with a Bachelor's degree in Statistics from the University of Science and Technology of China.