Yilun Yao (Lucas)

Yilun (Lucas) Yao is a quantitative analyst with experience in discretionary macro risk and portfolio analysis at MKP Capital Management, L.L.C. since August 2021. Prior to this role, Yao worked as a quantitative analyst at Bracebridge Capital, LLC, focusing on rates and credit modeling. Yao's early career included an internship at PwC and summer internships at Haitong Futures Co., Ltd. and Bank of China, where responsibilities included roles in trade finance. Yao holds a Master's degree in Financial Engineering from Columbia University and a Bachelor of Science in Statistics, along with a Mathematics & Its Applications specialist from the University of Toronto. Additionally, Yao participated in an exchange program focused on Japanese language and literature at Akita International University.