David Zhao

Quantitative Researcher

David Zhao is a Quantitative Researcher at Two Sigma, having transitioned from a Quantitative Research Intern at the same company, where alpha research for equity feature forecasting was conducted. Prior experience includes roles at Tower Research Capital as a Quantitative Trading Intern, where technical indicators for stock returns were developed, and as a Derivatives Trader at Optiver, focusing on oil options trading. David Zhao also served as a Research Analyst at AQR Capital Management, contributing to country and currency strategy research and account rebalance optimization. Early career experiences include a Trading Intern position at Jane Street and a Research Assistant role at the National Bureau of Economic Research. Academic credentials include a PhD in Statistics and Machine Learning from Carnegie Mellon University, a Master's in Statistics from ETH Zürich, and a Bachelor's in Applied Mathematics and Economics from Harvard University.

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