Jing Xu is an experienced quantitative modeller currently working as an Algo Trading Quant researcher at HSBC. They hold a PhD in Mathematical Statistics and Probability from Nanjing University and have a strong background in statistical modeling, R, and Python. Jing's past roles include positions as a lecturer at Birkbeck, University of London, and various quantitative analyst roles in prominent financial institutions, contributing to research and development in credit risk and algorithmic trading. They have also led research projects, published work in notable journals, and supervised numerous graduate students.
Location
London, United Kingdom
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