Xinlu Xiao is a seasoned quantitative researcher with experience in global equity arbitrage at Millennium since June 2023. Prior roles include Vice President and Quantitative Strategist at Goldman Sachs, where responsibilities involved trading and coding for Equity One Delta ETF Market Making, as well as developing an international ETF fair value model. Xinlu Xiao's tenure at Citi encompassed ETF market making and macro trading, with a focus on optimal hedges, fair value arbitrage, and macro signals, in addition to central risk quant activities involving portfolio optimization and alpha signal research. Education includes a Master of Science in Financial Engineering from Baruch College and a Bachelor's degree in Finance from Shanghai Jiao Tong University, complemented by a finance and mathematics exchange program at the University of South Carolina Darla Moore School of Business.
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