Yue Liu

Yue Liu

Quant Dev @ Citadel

Role
Quantitative Developer at Citadel
Location
New York, NY, US
LinkedIn followers
500 followers

About Yue Liu

I build research and trading infrastructure at Citadel, leveraging deep expertise in both OTC and exchange-traded markets across multiple commodity asset classes. My experience spans the full trade lifecycle—from market analysis and execution to risk management—rooted in a strong understanding of quantitative and technological frameworks.As a true believer in applying the scientific method to solve complex problems and drive innovation, I’m passionate about AI and entrepreneurship in the AI era.

Experience

  1. Quantitative Developer

    Citadel

    Jun 2020 — Present · New York, NY, US

    Building research and data systems on structured commodity pricing and volatility trading.

Education

  • Stanford University

    Master’s Degree, Statistics

    2016

  • Beihang University

    Flying Vehicle Powering Engineering

    2012 — 2014

  • University of Illinois Urbana-Champaign

    Bachelor’s Degree, Applied Mathematics & Statistics (Double Major), Minor in Computer Science

    2014 — 2016

Skills

  • Matlab
  • Data Analysis
  • Mandarin
  • Python
  • Microsoft Excel
  • Microsoft Word
  • Statistics
  • Research
  • C++
  • Computer Science
  • Java
  • R
  • Programming
  • Mathematica
  • Algorithms
  • Deep Learning
  • Machine Learning

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