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Jia Yun

@jiayun

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Quantitative PhD researcher building pricing analytics and statistical software tools.

United Kingdom

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I’m a Doctoral Researcher in Statistics and Actuarial Science, focused on quantitative analysis, programming, and problem-solving across real pricing and risk problems. My research combines pricing methodology with careful troubleshooting and attention to detail, including calibration and Greeks across stochastic-volatility and jump-diffusion settings.

I also turn research into reliable tools: I’ve designed, built, and maintained analytical software packages published on CRAN, and I’ve developed automated computational methods in C++ so results are reusable and dependable. Alongside my research, I’ve taught Excel and R, probabilities and statistics, and applied econometrics and machine learning—strengthening how I communicate complex ideas clearly to different audiences.

Experience

Work history, roles, and key accomplishments

Graduate Teaching Assistant

Imperial College London & Bayes Business School

Jan 2021 - Oct 2025 (4 years 9 months)

Taught Excel and R, probabilities and statistics, financial mathematics and option pricing, and MSc applied econometrics and machine learning modules. Supported students and staff and worked effectively under deadline pressure across multiple courses.

Excel R Probability Financial Mathematics Options Pricing Econometrics Machine Learning Learning Support

Doctoral Researcher

Bayes Business School

Sep 2020 - Oct 2025 (5 years 1 month)

Conducted PhD research in fixed income and derivative pricing, studying Fourier Transform B-spline methods for option fair value and working through calibration and Greeks across stochastic-volatility and jump-diffusion models. Designed and maintained analytical C++/R software tools on CRAN and applied statistical methods to a large dataset of financial institutions.

Fourier Transform B Spline Greek Calibration Jump Diffusion Analytical Software C++R C RAN Data Analysis Data Cleaning Quantile Regression Lasso Rolling Window Analysis

Education

Degrees, certifications, and relevant coursework

Bayes Business School, University of London

Doctor of Philosophy (PhD), Statistics & Actuarial Science

2020 - 2025

Activities and societies: Fellow, Royal Statistical Society (May 2024–Present); co-authored three research papers (two submitted, one near submission).

PhD focused on statistics and actuarial science, combining quantitative analysis, programming, and real-data pricing model research. Worked on fixed income and derivative pricing methods, calibration/Greeks across multiple stochastic models, and related analytical tooling.

Xi’an Jiaotong University

Bachelor of Science (BSc), Quantitative Economics & Finance

2016 - 2020

Activities and societies: Selective Jinhe economics honours programme; sustained interest and training across financial markets and quantitative methods.

BSc in Quantitative Economics and Finance covering financial markets and fixed income (rates, credit, FX, equity), plus econometrics and quantitative analysis. Completed coursework within a selective Jinhe economics honours programme.