Yipei Zhu

Yipei Zhu currently serves as a Quantitative Developer at Quantile, focusing on interest rate swaps portfolio optimization, swaption volatility modeling, large-scale linear programming research and development, and codebase improvement. Previous experiences include a Quantitative Research Intern role at Shenzhen Hongyuantaiping Asset Management Company, where Yipei worked on commodity trend-following strategy and intraday future pair trading, and a Quantitative Researcher Intern position at Beijing Broadsilver Investment Management Company, where Yipei developed multi-factor model research and backtest frameworks. Yipei also contributed as a part-time Research Consultant at China Petroleum & Chemical Corporation, applying multi-objective optimization for gas resources, and worked as a Risk Analyst at Bank of China, performing RW and EAD analysis. Yipei holds a Master’s degree in Quantitative Computational Finance from Georgia Tech Scheller College of Business and a Bachelor’s degree in Environmental Engineering from Renmin University of China.