Quantitative Researcher
Qube Research & Technologies · Zürich, Switzerland
High-frequency trading and short-term alpha research.
PROFILE / BACKGROUND
Research meets engineering.
I’m Jiajun Li, a quantitative researcher in the Zürich area. I develop algorithms and computational methods across quantum physics, quantitative finance, and AI.
For more than 10 years, I have designed high-performance software and libraries, and optimized performance-critical code in C++, Python, Fortran, and CUDA.
Since 2022, I have worked at IMC Trading and Qube Research & Technologies on high-frequency trading strategies, short-term forecasting from market microstructure, real-time C++ trading systems, and low-latency AI inference.
Before quantitative finance, I spent a decade studying many-body quantum physics, particularly strongly correlated systems and nonequilibrium, non-Markovian light–matter dynamics. My research contributed to steady-state dynamical mean-field theory, gauge-invariant light–matter models, quantum Monte Carlo methods, and NESSi 2.0.
02 / EXPERIENCE
Industry & research
IMC Trading
Zug, Switzerland
Quantitative Developer · Nov 2022 – Apr 2024
Machine-learning signals for market-making strategies, delta-one market-access engineering, and market microstructure research.
Garden leave · Apr 2024 – Mar 2025
PSI Fellow
Paul Scherrer Institut · Villigen, Switzerland
Quantum Monte Carlo algorithms and Green’s-function approximations; light-induced superconductivity and photodoping; optimal control of laser-induced quantum states in solids.
Senior Research Associate
FAU Erlangen–Nürnberg · Erlangen, Germany
Foundations of strongly coupled lattice quantum electrodynamics, hidden phases in photodoped Mott insulators, and steady-state photodoping theory. Developed time-truncation and steady-state methods for non-Markovian integro-differential equations.
03 / EDUCATION
A foundation in physics
University at Buffalo
State University of New York
Thesis: Non-equilibrium Effects in Dissipative Strongly Correlated Systems (2017).
President of the Physics Graduate Student Association; member of the UB Chinese Football Team.
Read the thesis · PDF ↓Beijing Normal University
Thesis: Mie scattering of electromagnetic waves over nanoheterostructures.
White Pigeon Volunteers, Singularity Drama, and University Debate Team.
Computational Sciences
Advanced Certificate · University at Buffalo
04 / RESEARCH THEMES
Questions and methods
Driven quantum matter
Photodoping, resistive switching, hidden superconductivity, and the dynamics of correlated electrons away from equilibrium.
Light–matter interaction
Gauge-invariant descriptions of strongly coupled light and matter, collective behavior in cavities, and photon-mediated interactions.
Numerical many-body methods
Quantum Monte Carlo, impurity solvers, dynamical mean-field theory, and efficient treatment of non-Markovian dynamics.