Yang Lu

Yang Lu, CFA, currently serves as a Senior Quant at Millennium, specializing in Systematic Global Macro since November 2023. Previously, Yang held the position of Quant at Schonfeld from September 2020 to November 2023, focusing on Global Equity Quantitative Strategies, including systematic statistical arbitrage and alpha-seeking modeling. Yang's career began at Morgan Stanley, where the individual was a Vice President in FX e-Trading Quant from September 2017 to September 2020, conducting micro-structure research and data-driven optimization. Prior academic roles include Graduate Research Assistant and Teaching Assistant at the University of Pennsylvania from July 2012 to August 2017, as well as participation in the WorldQuant Challenge. Yang's educational background includes a Ph.D. in Materials Science and Engineering from the University of Pennsylvania and a Master’s Degree in Electrical Engineering. Additionally, a Bachelor's degree in Microelectronics was earned from Peking University.