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About
Victor Lu is a Quantitative Researcher at PEAK6, based in New York, NY, where he has held this position since early 2023. In his current role, he applies advanced mathematics and machine learning techniques to develop, test, and implement quantitative models that inform investment decisions and trading strategies, focusing on financial markets.
Prior to joining PEAK6, Victor served as a Data Scientist at AIM2, where he specialized in applying data-driven methods to analyze market trends and risk dynamics. He also worked as an instructor in stochastic calculus and deep learning at the University of California, Berkeley, further demonstrating his expertise in quantitative finance and advanced data analytics.
Victor holds a Master of Science from the Haas School of Business at UC Berkeley, a Master of Science from École Centrale Paris, and a finance degree from Université Paris Dauphine. His expertise spans financial modeling, statistical learning, and portfolio optimization, with particular experience in equities and derivatives markets.
Career History
| Organization | Role | Date Range | Details |
|---|---|---|---|
| PEAK6 | Quantitative Researcher | Dec 2022 to Present | — |
| AIM2 | Data Scientist | May 2020 to Oct 2022 | — |
| University of California, Berkeley | Instructor in Stochastic Calculus and Deep Learning | Mar 2020 to Sep 2020 | — |
| Goldman Sachs | Corporate Treasury Strat | Sep 2019 to Dec 2019 | — |
| Murex | Interest Rates Derivatives Consultant | Jul 2018 to Dec 2018 | — |
| BNP Paribas Cardif | Actuary | Apr 2017 to Sep 2017 | — |
| AIM2 | Data Scientist | Jun 2020 to Nov 2022 | — |
Education
University of California, Berkeley, Haas School of Business
Master of Science (M.S.)
2019 — 2020
Ecole Centrale Paris
Master of Science (M.S.)
2014 — 2017
Université Paris Dauphine
Finance, General
2016 — 2017
Skills & Expertise
Others at Peak6 LLC (40)
| Name | Role | Location |
|---|---|---|
| Trading Associate | Chicago, IL , United States | |
| Senior Research Analyst | Chicago, IL , United States | |
B Barbara Sun | Equity Options Trader | Austin, TX , United States |
| Propriety Options Trader - Division Manager | Clarendon Hills, IL , United States | |
B Benjamin Fisher | Equity and Index Options Trader | Chicago, IL , United States |
D Dan FitzGerald | Sr. Research Analyst | United States |
D David Budworth | Partner | Austin, TX , United States |
E Ethan Carter | Foreign Exchange Trader | Chicago, IL , United States |
| Partner | Chicago, IL , United States | |
H Huanlong Li | analyst | Chicago, IL , United States |
Similar Fund Managers
| Name | Role | Fund | Location |
|---|---|---|---|
A Andrew Duran | Senior Associate | Canyon Capital Advisors LLC | Los Angeles, CA , United States |
| Associate | Canyon Capital Advisors LLC | New York, NY , United States |