Yufei Kong

Yufei Kong is a quantitative trader currently employed at DRW since December 2024, focusing on delta one trading. Prior to this role, Yufei worked at Tower Research Capital from November 2022 to November 2024 as a quantitative trader specializing in delta one index arbitrage, MFT, and HFT, during a non-compete period. From July 2017 to November 2022, Yufei was a portfolio manager at Dynamic Technology Lab, managing a diverse trading book and specializing in portfolio construction and optimization, as well as serving as a senior quantitative researcher focused on delta one statistical arbitrage alpha research. Yufei's earlier experience includes an internship and consultancy at WorldQuant LLC, where Yufei won a Gold Medal in the 2016 WorldQuant Global Alpha Building Competition, and an undergraduate student instructor position at Tsinghua University. Yufei holds a Doctor of Philosophy in Civil Engineering, a Bachelor of Engineering in Civil Engineering, and a Bachelor's degree in Economics from Tsinghua University.