Hao Wu is a quantitative researcher at Citadel LLC since February 2018, specializing in quantitative volatility trading and high-frequency option market making. Previously, Hao Wu served as a quantitative researcher associate at Goldman Sachs from January 2017 to February 2018 and completed an internship as a quantitative analyst at Barclays in the summer of 2016, focusing on equity trading and pricing of exotic derivatives. Hao Wu holds a Doctor of Philosophy (PhD) in Theoretical Condensed Matter Physics from Northwestern University, obtained in 2016.
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