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Victor Lu

Victor Lu

Quantitative Researcher at Peak6 LLC

New York, NY , United States

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

OrganizationRoleDate RangeDetails
PEAK6Quantitative ResearcherDec 2022 to Present
AIM2Data ScientistMay 2020 to Oct 2022
University of California, BerkeleyInstructor in Stochastic Calculus and Deep LearningMar 2020 to Sep 2020
Goldman SachsCorporate Treasury StratSep 2019 to Dec 2019
MurexInterest Rates Derivatives ConsultantJul 2018 to Dec 2018
BNP Paribas CardifActuaryApr 2017 to Sep 2017
AIM2Data ScientistJun 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

Time Series Analysis
Economics
Financial Modeling
Machine Learning
Econometrics
Statistical Analysis

Others at Peak6 LLC (40)

NameRoleLocation
Abhiram Kakuturu
Abhiram Kakuturu
Trading AssociateChicago, IL , United States
Amanda Cuevas
Amanda Cuevas
Senior Research AnalystChicago, IL , United States
B
Barbara Sun
Equity Options TraderAustin, TX , United States
Bassil Hussain
Bassil Hussain
Propriety Options Trader - Division ManagerClarendon Hills, IL , United States
B
Benjamin Fisher
Equity and Index Options TraderChicago, IL , United States
D
Dan FitzGerald
Sr. Research AnalystUnited States
D
David Budworth
PartnerAustin, TX , United States
E
Ethan Carter
Foreign Exchange TraderChicago, IL , United States
George Ruhana
George Ruhana
PartnerChicago, IL , United States
H
Huanlong Li
analystChicago, IL , United States
Showing 1-10 of 40 team members

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