Quantile
Yipei Zhu currently serves as a Quantitative Developer at Quantile, focusing on interest rate swaps portfolio optimization, swaption volatility modeling, large-scale linear programming research and development, and codebase improvement. Previous experiences include a Quantitative Research Intern role at Shenzhen Hongyuantaiping Asset Management Company, where Yipei worked on commodity trend-following strategy and intraday future pair trading, and a Quantitative Researcher Intern position at Beijing Broadsilver Investment Management Company, where Yipei developed multi-factor model research and backtest frameworks. Yipei also contributed as a part-time Research Consultant at China Petroleum & Chemical Corporation, applying multi-objective optimization for gas resources, and worked as a Risk Analyst at Bank of China, performing RW and EAD analysis. Yipei holds a Master’s degree in Quantitative Computational Finance from Georgia Tech Scheller College of Business and a Bachelor’s degree in Environmental Engineering from Renmin University of China.
This person is not in any offices
Quantile
Quantile reduces risk in financial markets, delivering advanced strategies that rebalances and reduces counterparty risk between market participants, increasing the efficiency and liquidity of markets, improving returns for clients and making the financial system safer.