Chengye Yang

Quantitative Researcher

Chengye Yang is a highly experienced quantitative researcher with a background in automated market making and volatility strategies. Currently working at Squarepoint as a Quantitative Researcher since October 2025, Chengye has previously held the position of Vice President Quantitative Researcher at Morgan Stanley, focusing on mid-frequency option alpha and volatility alpha research. Prior experience includes roles at JPMorgan Chase & Co. as an Associate Quantitative Researcher and a Summer Associate, where Chengye specialized in equity futures and options pricing as well as initial margin and XVA. Academic credentials include a Master's degree in Mathematics of Finance from Columbia University and a Bachelor of Science in Mathematics and Applied Mathematics from Tsinghua University. Additional internships and research roles encompass quantitative analysis and strategy development across various financial markets.

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