Yue Chu

Yue (Anastasia) Chu is a Credit Algo Quant at Citi, specializing in Credit Automated Market Making since February 2023, with responsibilities including execution model research, trading logic analysis, algo backtesting, and creation of dashboards and automated reports. Previously, Yue held roles as a Rates xVA Quant and a Quantitative Risk Management Summer Analyst at Citi, and gained experience as a Financial Engineering Intern at Huatai Securities Co., Ltd., and a Quantitative Research Intern at Shanghai JQ Investment Management. Additionally, Yue worked as a Research Assistant in various projects at UC San Diego, focusing on economic policies and risk attitudes, and also served as a Teaching Assistant and Supplemental Instructional Leader in the Economics department. Yue earned a Master of Science in Computational Finance from Carnegie Mellon University and a Bachelor of Science in Management Science, Probability & Statistics from UC San Diego.