I'm a passionate machine learning and quantitative finance student.
When I'm off school I spend time playing golf⛳️, poker♠️, and snooker🎱.
Seattle weather has gone better, so I don't miss Shanghai as much...
Education
University of California, Berkeley - Haas School of Business
Master of Financial Engineering
Jan. 2027 - Jan. 2029
Berkeley, CA
University of Washington
B.S. in Applied Mathematics
GPA: 3.8/4.0 | Dean's List for All Quarters
Sep. 2023 - Jun. 2026
Seattle, WA
Projects
Optimized mean-reverting portfolios on VAR(1) data via eigenportfolios, L1-regularization, and OU validation. Improved Sharpe and Drawdown via dynamic cash allocation, regime-switching, and cointegration modeling.
Top 5% of 12,620 teams. Designed and backtested multi-factor equity trading strategies using statistical arbitrage, z-score-based mean reversion, and market making/taking logic.
Work Experience
Quantitative Research Engineer
Askew
October 2025 - Present
Machine Learning Engineering Intern
Avalon Decisions
June 2025 - September 2025
Data Engineering Intern
Billow
January 2025 - June 2025
Data Engineering Intern
Citistar Financial Services
June 2024 - August 2024
Quantitative Analyst Intern
Orient Securities
June 2023 - August 2023
Blog
Connect
Feel free to contact me at tchiu04@berkeley.edu