Nima Hamidi

Nima Hamidi is a quantitative researcher with a Ph.D. in Statistics from Stanford University (2015-2021), where he worked with Mohsen Bayati on the theory of stochastic linear bandits and low-rank trace regression. He earned an M.Sc. in Pure Mathematics and a B.Sc. in Software Engineering double-majored with mathematics at Sharif University of Technology. Before and alongside his Ph.D. he held quantitative research/developer internships at Citadel Securities (2018), Vatic Labs (2019) and Hudson River Trading (2020), and the Stanford Bayati research-group page and the LinkedIn/index record list him as a Quantitative Researcher at Jump Trading.

Notes1

• Quant employment verification: CONFIRMED. Nima Hamidi held three actual quantitative-finance internships listed on his own Stanford CV, and his identity is supported: Algo Developer Intern at Hudson River Trading (Jun-Aug 2020, New York), Quantitative Research Intern at Vatic Labs (Jun-Sep 2019, New York) and Quantitative Research Intern at Citadel Securities (Jun-Sep 2018, Chicago). His LinkedIn/index record and the Stanford Bayati research-group page also list him as a Quantitative Researcher at Jump Trading (2021-). Employer classification: Citadel Securities is a market maker (citadelsecurities.com), Hudson River Trading an algorithmic/high-frequency trading firm (hudson-trading.com), Vatic Labs a 'systematic quantitative investment management firm'/market maker (vaticlabs.ai), and Jump Trading a Chicago proprietary trading firm (jumptrading.com) - all genuinely operate in quantitative finance, not merely names containing 'quant'. Identity is corroborated by the Stanford site linking the LinkedIn profile and the CV carrying the IMO 2008 medal and these roles on one document.Apr 27, 2021
• Identity corroborated across three independent sources: Stanford CV/site lists [contact omitted] at stanford.edu/~hamidi (IMO 2008 silver, Stanford Stats PhD, the three quant internships) and the Stanford research-group page lists 'Nima Hamidi (Statistics, Quant Researcher at Jump Trading)' — the same trajectory, so the LinkedIn 'Quantitative Researcher at Jump Trading' and the IMO-2008 identity are the same person.Apr 27, 2021
• Actual quantitative work experience, all confirmed on his own CV: Algo Developer Intern at Hudson River Trading (Jun-Aug 2020, New York), Quantitative Research Intern at Vatic Labs (Jun-Sep 2019, New York), Quantitative Research Intern at Citadel Securities (Jun-Sep 2018, Chicago). Jump Trading post-PhD role appears only on the LinkedIn/index record and the Bayati group page, not on the 2021 CV.Apr 27, 2021
• Education: Ph.D. in Statistics, Stanford University (2015-2021); M.Sc. in Pure Mathematics, Sharif University of Technology (2013-2015); B.Sc. in Software Engineering double-majored with B.Sc. in Pure Mathematics, Sharif University of Technology (2008-2013).Apr 27, 2021
• Awards: Silver Medal, 49th International Mathematical Olympiad (IMO 2008, Bremen) representing Iran, scoring 26 (7/2/3/7/7/0); First Prize, 18th International Mathematical Competition (IMC) 2011; Stanford Graduate Fellowship 2015; Stanford Departmental Teaching Assistant Award 2017; Gold Medal 14th Iranian Mathematical Olympiad 2013; Gold Medal 36th Iranian Mathematical Society Competition 2012 (ranked 1st); Gold Medal 35th IMS Competition 2011 (ranked 3rd); Gold Medal 25th Iranian National Mathematical Olympiad 2007; Silver Medal 19th Iranian National Olympiad in Informatics 2006.Apr 27, 2021
• Research focus: theory of stochastic linear bandits and low-rank trace regression, advised by Mohsen Bayati at Stanford; publications include NeurIPS 2019 (Personalizing Many Decisions with High-Dimensional Covariates) and NeurIPS 2020 spotlight (The Unreasonable Effectiveness of Greedy Algorithms in Multi-Armed Bandit with Many Arms, with Ramesh Johari and Khashayar Khosravi), plus JMLR 2022 'On Low-rank Trace Regression under General Sampling Distribution'.Apr 27, 2021
• Personal site www.stanford.edu/~hamidi (updated 2021-04-27) and CV confirm the LinkedIn profile linkedin.com/in/nima-hamidi/ as his own (site's Contact section links it directly), so the LinkedIn identity is corroborated, not merely name-matched.Apr 27, 2021
• Employer classification - Jump Trading: Chicago-based proprietary trading firm (jumptrading.com), Financial Services industry in company index; a HFT/prop-trading firm operating in quantitative finance.Jan 1, 2026
• Employer classification - Vatic Labs: vaticlabs.ai ('Where automated trading evolves') is a global liquidity provider; press describes Vatic Labs / Vatic Investments as 'a systematic quantitative investment management firm' / 'quantitative trading firm' — an AI-driven market-making and statistical-arbitrage shop, so genuinely quantitative finance.Apr 16, 2025
• IMO 2008 silver medal (26 points) as part of the Islamic Republic of Iran team — official IMO record ties the Olympiad identity to Nima Hamidi.Jul 1, 2008
• Employer classification - Hudson River Trading: New York based algorithmic/high-frequency trading firm (hudson-trading.com), Financial Services in company index; operates in quantitative finance.Jan 1, 2026
• Employer classification - Citadel Securities: Citadel Securities LLC (citadelsecurities.com), a market maker, Financial Services in company index; core quantitative finance employer.Jan 1, 2026