Jiachuan Bi

Jiachuan (Ivan) Bi is a Quantitative Researcher at Five Rings LLC since February 2021. Prior experience includes a role as a Summer Associate in Quantitative Analytics at Barclays Investment Bank, where involvement was with the Equity Derivatives Team focusing on deep learning applications in option pricing and implied volatility calculation. Jiachuan also worked as a Research Assistant at Columbia Engineering on an industry project from J.P. Morgan, and at Guanghua School of Management, Peking University, contributing to research on option prices and transition densities under Affine Jump-Diffusion Models. Additional experience includes risk analytics at 中国银行 and quantitative research internships at 中信建投证券. Jiachuan holds a Master of Science in Financial Engineering from Columbia Engineering and dual bachelor’s degrees in Economics and Physics from Peking University.