Che-Yu Liu

Quantitative researcher at Two Sigma (since July 2017). Taiwan IMO team member in 2005 and 2006 (silver medal both years). PhD in Operations Research and Financial Engineering, Princeton University, with research on Thompson Sampling and bandit problems co-authored with Sébastien Bubeck. Prior roles: quantitative analyst intern at BNP Paribas (Fixed Income Research & Strategies, Electronic Trading Group) and research intern at Microsoft Research's Machine Learning group.

Notes7

• Quant employment verification: CONFIRMED. Che-Yu Liu holds/has held an actual quantitative-finance role and internship on a supported identity. (1) Two Sigma, Quantitative Researcher, July 2017-present: his live LinkedIn headline reads 'Quantitative Researcher at Two Sigma' and an aggregator profile dates the role 'July 2017 to Present' - label: index/aggregator, not independent primary confirmation. Two Sigma Investments is a systematic/quantitative hedge fund (investment management), a genuine quant employer. (2) BNP Paribas, Quantitative Analyst Intern, Fixed Income Research & Strategies Team, Electronic Trading Group, May-August 2011: an actual internship at a global bank with a quantitative research and electronic-trading function; dated on his LinkedIn-derived profile history. Identity is supported by the joint IMO + Princeton ORFE PhD + Bubeck co-authorship trail. Employer classification: both employers genuinely operate in quantitative finance; neither relies on a 'quant' name alone.
• Princeton ORFE PhD dissertation titled 'Thompson Sampling for Bandit...' (title truncated in the post) - the Princeton ORFE department announced his successful dissertation defense, tying the Princeton PhD, the Thompson Sampling research line, and the Bubeck co-authored papers to one person.
• IMO record (imo-official id 8417): Taiwan team, IMO 2005 (rank 108, 24 pts) and IMO 2006 (rank 117, 19 pts); award column shows 'S' (silver) both years.
• LinkedIn enrichment (index/provider, not primary confirmation) lists education as Princeton ORFE PhD, École Polytechnique MSc/diplôme in applied mathematics, Lycée Louis-le-Grand CPGE, and Taipei Municipal Jianguo High School - a Taiwan -> French prep school -> Polytechnique -> Princeton path consistent with the Taiwan IMO contestant, though the two records are not yet bound by a single primary source.
• LinkedIn headline states 'Quantitative Researcher at Two Sigma' and lists a Two Sigma quantitative researcher role plus past roles at Microsoft Research (ML group intern), Princeton (TA), and BNP Paribas (quantitative analyst intern). Dates are not shown by the enrichment and are not asserted here.
• IMO record (imo-official id 8417): Taiwan team, IMO 2005 (rank 108, 24 pts) and IMO 2006 (rank 117, 19 pts), award column 'S' (silver) both years.
• Co-authored 'Prior-free and prior-dependent regret bounds for Thompson Sampling' with Sébastien Bubeck (arXiv:1304.5758, submitted April 2013, revised October 2013), and 'Most Correlated Arms Identification' (COLT 2014) - both list him at the Department of Operations Research and Financial Engineering, Princeton University, an independent primary confirmation of the Princeton ORFE affiliation.
• Career timeline (from his LinkedIn-derived profile, index/aggregator; dates not independently confirmed except where noted): Microsoft Research ML group intern June-August 2014; compulsory Taiwan Army service November 2014-October 2015; Princeton teaching assistant September 2012-May 2017; BNP Paribas quant analyst intern May-August 2011. Note the military service period runs concurrently with his Princeton PhD, consistent with a Taiwan national fulfilling service mid-PhD.
• Sébastien Bubeck's student page lists Microsoft Research interns he supervised; the Thompson Sampling publications connect Che-Yu Liu to Bubeck's Princeton/Microsoft Research group during his PhD.
• Education path: Taipei Municipal Jianguo High School (2003-2006) -> Lycée Louis-le-Grand CPGE (2006-2008) -> École Polytechnique MSc & Diplôme (2008-2011) -> Princeton ORFE PhD (2011-2017). The 2006 start at Lycée Louis-le-Grand immediately follows his second IMO appearance, a French preparatory-school route typical of Taiwan students placed at École Polytechnique.
• ResearchGate profile 'Che-Yu Liu | Princeton University, Department of Operations Research and Financial Engineering' - 5 publications, 108 citations (as shown), an independent corroboration of the Princeton ORFE affiliation.
• Skills listed on his profile: Machine Learning, Statistics, Mathematical Analysis, Quantitative Finance, Data Analysis, C++, R.