Serban Nacu

Serban Nacu is a statistician and machine-learning practitioner working in quantitative finance, with a career spanning academic probability, bioinformatics, and several trading firms. He earned a Ph.D. in Statistics from UC Berkeley (2004, advisor Yuval Peres) and a B.A. in Mathematics from Harvard, and was a postdoctoral researcher in Statistics at Stanford. He holds IMO medals representing Romania: silver in 1991 and gold in 1992. His industry career includes D. E. Shaw & Co. (quantitative analyst), Knight Capital Group (quantitative researcher), Tower Research Capital and qSpark (portfolio manager), Hudson River Trading (algorithm developer), and The Voleon Group (senior researcher). He later moved to data science roles at Parafin and Robinhood. He publishes probability and bioinformatics research and maintains a personal site.

Notes6

• Quant employment verification: CONFIRMED. Identity supported: the LinkedIn profile (Serban Nacu, serban-nacu-2213082) lists UC Berkeley PhD Statistics, Harvard BA Mathematics and Stanford postdoc, matching this person's personal site (sites.google.com/site/serbannacu) and Math Genealogy (Berkeley PhD 2004, advisor Yuval Peres). A past/present role is supported by LinkedIn-enrichment employment data spanning D. E. Shaw & Co. (1996-1998, Quantitative Analyst), Knight Capital Group (2009-2011, Quantitative Researcher), Tower Research Capital (2013-2015, Portfolio Manager), Hudson River Trading (2015, Algorithm Developer), qSpark (2016-2021, Portfolio Manager), The Voleon Group (2021-2023, Senior Researcher), Parafin (2025-2026) and Robinhood (2026-, Staff Data Scientist); this employment list is an index-derived (LinkedIn enrichment) source, not independent primary-source confirmation. Employer classification: D. E. Shaw & Co is a quantitative hedge fund; Knight Capital Group was an electronic market maker/proprietary broker-dealer (quantitative trading); Tower Research Capital and Hudson River Trading are high-frequency/algorithmic proprietary trading firms; qSpark (qSpark Capital Management) operates high-frequency/low-latency trading; The Voleon Group is a machine-learning-driven quantitative hedge fund. These are genuine quantitative finance employers, so the employment evidence satisfies CONFIRMED. Robinhood (retail brokerage) and Parafin (fintech lending) are not traditional quant employers. Note: individual role dates/titles rest on index data and were not each independently confirmed on a primary page.Sep 17, 2026
• He states on his own site: 'I work in quantitative finance, using machine learning to build trading algorithms, primarily in the high frequency space' - a first-person primary-source confirmation of his domain, though it is undated and names no current employer.
• Won a gold medal at IMO 1992 (Romania, rank 14, 34/42 points) and a silver medal at IMO 1991 (rank 21, 38/42) - two Olympiad medals with the 1992 Romania team placing 3rd overall.Jul 1992
• Earned a Ph.D. in Statistics, UC Berkeley (2004), dissertation 'On the Simulation of Certain Random Systems', advisor Yuval Peres - a direct academic credential link to a prominent probability theorist.
• LinkedIn lists a UC Berkeley Ph.D. in Statistics and a Harvard B.A. in Mathematics, plus a Stanford Statistics postdoc; the personal site corroborates all three, so the education spine is cross-source confirmed.
• Quantitative Analyst at D. E. Shaw & Co. (1996-1998) described as equity derivatives and automated market making - one of the earliest quant roles and his entry into finance, shortly after his Harvard degree.
• Portfolio Manager at Tower Research Capital (2013-2015) and again at qSpark (2016-2021) - a five-year portfolio-management tenure at qSpark, a high-frequency trading firm, is the longest single role in his finance career.
• Was a postdoctoral researcher in the Stanford Statistics department, where he also taught Statistics 116 (Introduction to Probability Theory).
• Authored the GXNA gene-expression network analysis algorithm for cancer research, released as open-source code on GitHub (github.com/serbannacu/gxna) - a concrete, verifiable research artifact.
• Co-authored a foundational simulation result, 'Fast Simulation of New Coins From Old' (Nacu & Peres, Annals of Applied Probability, 2005) - commonly cited in exact-simulation literature, indicating lasting scholarly impact beyond his academic years.
• Quantitative Researcher at Knight Capital Group (2009-2011), described as algorithmic trading and customer order routing in equity options.
• Senior Researcher at The Voleon Group (2021-2023), a machine-learning quantitative hedge fund - continuing the ML-for-trading thread he describes on his personal site.