Siyu Dai

Operations Research and Information Engineering
Financial Engineering


MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2015
Areas of Interest:

Siyu Dai received his bachelor’s degree in computer science and engineering and his associate’s degree in applied mathematics from Pennsylvania State University.

While working as a quantitative trader during his internship with Kershner Trading Group in the summer of 2015, Siyu researched and traded using mathematical models, which resulted in a profit. In the fall, he started managing a US cash account that specialized in US equities. While working there, Siyu also helped senior traders research trading strategies and exchanged trading ideas.

While working for Bank of America, Siyu was responsible for implementing various trading strategies, such as ETF basket, pattern recognition, and statistical arbitrage strategies. Siyu also implemented a smart order router engine, creating a competitive advantage for agency business by front running orders against competitors.

During his employment with Nomura, Siyu implemented various ETF trading strategies and a number of smart order routing strategies. He also designed and implemented a market-making system using Qix. In addition, he automated several market-making strategies using the system he designed and implemented.

Possessing both quantitative trading and programming skills and an ability to adapt to new situations, Siyu is ready to join your company to pursue a career in quantitative trading or asset management.

In his spare time, Siyu enjoys playing Texas Hold’em poker—especially bluffing. He also enjoys collecting stamps.