Li Yang possesses extensive experience in quantitative research and data science within the financial sector. Currently serving as a Quantitative Researcher at Citadel LLC since February 2018, Li Yang specializes in building alpha signals for systematic equity trading and managing the deployment of quantitative trading strategies. Prior roles include Quantitative Research Scientist at Hutchin Hill Capital, where Li Yang conducted alpha signal research and trading strategy development, and a Machine Learning Quant at Bloomberg LP. Earlier experience involves developing quantitative prediction models as a Senior Data Scientist at Opera Solutions and interning at Barclays Capital, Toyota Motor North America, Inc., and EMC. Academic credentials include a PhD in Industrial and Operations Engineering, an MSE in Financial Engineering, and another MSE in Industrial and Operations Engineering from the University of Michigan, as well as a B.E. in Automation from Tsinghua University.
