Elena Mădălina Persu

Madalina Persu is a Quantitative Researcher and VP at Two Sigma in New York, where she works on AI-driven predictive mid-frequency signals for equities (since Oct 2018). She represented Romania at the International Mathematical Olympiad three times (2007, 2008 silver; 2009 gold), then studied mathematics at Harvard (BA, 2013) and computer science at MIT (MEng 2015; PhD 2018 under Ankur Moitra). Her research sits at the machine-learning/optimization/theory boundary (k-means and low-rank approximation, sparse PCA), and her documented prior role is a Machine Learning Consultant at QuantCo.

Notes5

• Quant employment verification: CONFIRMED. Two Sigma is a New York-based quantitative investment/hedge fund (systematic asset manager); Madalina Persu holds an actual role there, VP, Quantitative Researcher since Oct 2018, working on AI-driven predictive mid-frequency equity signals (Yale Statistics event bio, Oct 2025). Identity is supported: the Yale bio's name matches the IMO Romanian participant and her MIT/Harvard education, and her LinkedIn profile carries the same title/employer. Prior role 'Machine Learning Consultant at QuantCo' appears on her LinkedIn (index-derived) — QuantCo is an ML/data-science consultancy, NOT a trading firm, so it is not counted as a quant-finance role. No internship evidence surfaced; student programs are not relevant here.Oct 3, 2025
• PhD in Computer Science from MIT (2018), supervised by Prof. Ankur Moitra; also MEng in Computer Science from MIT (2015) and BA in Mathematics from Harvard (2013) — a math-olympiad-to-theory-CS trajectory that led directly into quantitative research.Oct 3, 2025
• Co-authored 'Sparse PCA from Sparse Linear Regression' (NeurIPS 2018, arXiv:1811.10106) with Guy Bresler and Sung Min Park — her PhD-era research at the ML/theory boundary, the kind of work that maps onto signal research in quant finance.Nov 25, 2018
• Co-authored 'Dimensionality Reduction for k-Means Clustering and Low Rank Approximation' (STOC 2014) with Michael B. Cohen, Sam Elder, Cameron Musco and Christopher Musco.Oct 24, 2014
• Represented Romania at the IMO three years running: 2007 silver (rank 68, 24 pts), 2008 silver (rank 64, 28 pts), 2009 gold (rank 27, 34 pts).Jul 2009
• Presented at the Yale Statistics & Data Science women's career development colloquium (Oct 2025) and is listed as a speaker at Two Sigma's inaugural PhD Symposium, indicating an active public-facing role in PhD recruiting/mentoring.Oct 3, 2025
• Local press (Adevarul, Aug 2009) reported her IMO gold and that from 1 Sept 2009 she would study pure and applied mathematics at Harvard; she attended primary/gymnasium school in Dragasani, Valcea county, and began math competitions in 3rd grade.Aug 3, 2009
• Romanian Mathematical Society (SSMR) lists 'Madalina Elena Persu' with a portrait, corroborating the Olympiad-circle identity.