Research Associate @ (January 2017 - January 2018)
Quantitative Research Associate @ (January 2015 - January 2017)
Tong Lu Education
University of California, Berkeley, Haas School of Business
Master of Financial Engineering (Quantitative Finance)
Peking University
Bachelor's degree (Mathematics)
Tong Lu Skills
Trading Strategies
Electronic Trading
Portfolio Optimization
R
Fixed Income
Stochastic Calculus
Matlab
Data Analysis
Derivatives
Microsoft SQL Server
Time Series Analysis
Equities
Mutual Funds
Investment Strategies
Risk Management
VBA
Market Risk
Quantitative Finance
SQL
Python
ETFs
Econometrics
Research
Machine Learning
Unix
C#
Options
Hedge Funds
Visual C++
Structured Products
Portfolio Management
Equity Research
Quantitative Research
Tong Lu Summary
Tong Lu, based in Los Angeles, CA, US, is currently a Senior Quantitative Researcher at Causeway Capital Management. Tong Lu brings experience from previous roles at Arrowstreet Capital, Limited Partnership and BlackRock. Tong Lu holds a Master of Financial Engineering in Quantitative Finance @ University of California, Berkeley, Haas School of Business. With a robust skill set that includes Trading Strategies, Electronic Trading, Portfolio Optimization, R, Fixed Income and more. Tong Lu has 2 emails on RocketReach.
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