Xi Chen has extensive experience in quantitative analysis and machine learning across multiple prestigious financial institutions. From October 2015 to July 2022, Xi Chen served as a Strategist at Goldman Sachs, focusing on trading strategies in credit macro products, machine learning-driven market making, and workflow automation using natural language processing. Prior to this role, Xi Chen was an Operations Research Analyst at Bank of America and an Equity Derivatives E-Trading Quant at BNY Mellon, where responsibilities included modeling for home loan origination and equity option execution. Since August 2022, Xi Chen has been a Machine Learning Engineer at Meta, specializing in ads ranking core machine learning. Earlier in the career, Xi Chen completed research internships at Palo Alto Research Center, focusing on statistical modeling and algorithm design. Educational credentials include a Bachelor's and Master's in Automation from Tsinghua University and a PhD in Industrial Engineering & Operations Research from the University of Washington.
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