Menglu Cao

Menglu Cao has extensive experience in quantitative finance, having worked at Citi from June 2018 to December 2024, progressing from Assistant Vice President to Vice President in Corporate Equity Derivatives Quant, focusing on the development of models for share buyback programs, margin loans, and contractual bookings. Prior roles include Analyst in Fixed Income Beta Algo Trading, where responsibilities involved bond ETF creation and redemption, and ABS Strategy Quant Researcher at the Courant Institute of Mathematical Sciences, serving as a Teaching Assistant for various mathematics and finance courses. Additional experience includes a Summer Quantitative Analyst position at Shanghai Jingzeng Asset Management Company, which involved market data processing and analytical tool development, as well as a Quantitative Research Spring Analyst role at Nanjing Securities Co. Ltd., where trading strategies for gold ETFs and futures were designed using MATLAB. Menglu Cao holds a Master of Science in Mathematics in Finance from New York University and a Bachelor's degree in Mathematics and Statistics from Nanjing University.