Pengfei Liu
Quantitative Researcher at Citadel Securities
- Role
- Quantitative Researcher at Citadel Securities
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Pengfei Liu
Postdoctoral Scholar in department of Computing+Mathematical Sciences, California Institute of Technology.
Experience
Quantitative Researcher
Dec 2017 — Present · Chicago, IL, US
Education
Peking University
Bachelor's degree, Mathematics
2008 — 2012
Caltech
Doctor of Philosophy (PhD), Applied Mathematics
2012 — 2016
Skills
- Numerical Analysis
- Partial Differential Equations
- Latex
- C++
- Data Analysis
- Uncertainty Quantification
- C
- Programming
- Matlab
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