Jay Lu

Jay Lu is a seasoned data science and quantitative finance professional with extensive experience in various roles. Currently serving as a Lead Data Scientist at Silicon Data since May 2025, Jay focuses on GPU compute indexing and hardware benchmarking. Prior to this, Jay held positions as a Quantitative Developer at Millennium, specializing in equity factor models and portfolio attribution, and as a Quantitative Researcher at Geode Capital Management, where systematic equity portfolio construction and alternative data research were primary responsibilities. Additionally, Jay worked as a Quantitative Analyst at TIM Group, contributing to the development of an alpha capture system and machine learning models, and began the career as a Risk Systems Analyst II at Santander Bank and an intern in actuarial and risk analysis roles. Educational qualifications include a Master of Science in Mathematical Finance from Boston University and a Bachelor of Arts in Mathematics from California State University, Fullerton.