Jingzhao Yuan

Jingzhao Yuan is a quantitative strategist at Eisler Capital, focusing on treasury futures basis modeling and C++/Python library development since February 2024. Previously, Jingzhao worked as a quant modeler at Deutsche Bank from June to August 2023 and served as a research assistant at the Guanghua School of Management, Peking University, from November 2020 to February 2022, where the focus was on asymptotic expansion of jump diffusions and applications in option pricing. Jingzhao holds a Master of Science in Financial Engineering from Columbia University, completed in December 2023, and a Bachelor's degree in Finance from the Guanghua School of Management, Peking University, earned in July 2022.