Jesse Yan

Jesse Yan is a Quantitative Trading Analyst at Wolverine Trading in Chicago, IL, where he develops and implements quantitative strategies to optimize trading execution and risk management. His role involves leveraging advanced statistical and mathematical models to analyze market data, primarily focusing on liquid US equities and derivatives within Wolverine Trading’s core product offerings.

Previously, Jesse contributed to quantitative research at Neuberger Berman through the University of Chicago Project Lab and gained robust analytical skills as a graduate student in Financial Mathematics at the University of Chicago. His background includes experience in data-driven research and strategy development for institutional asset management, particularly in equity and multi-asset portfolios.

Jesse holds a Master of Science in Financial Mathematics from the University of Chicago and a Bachelor of Science from the University of Illinois at Urbana-Champaign. His expertise spans quantitative analysis, financial modeling, and algorithmic trading, supported by a strong foundation in mathematical finance from specialized academic programs.