Jay Bae

Hi 👋

I’m a computational physicist specializing in modeling complex systems (PDEs, Monte Carlo, ML) and computer vision with experience in developing and deploying high-Sharpe-ratio strategies, seeking a quantitative researcher role to discover and model new market alphas.

Highlights of my career:

• Developed and deployed live market-neutral crypto strategies leveraging CFTC Commitments of Traders (CoT) data to extract sentiment-based alpha, achieving a 2.1 Sharpe ratio over the last 7 months.

• Authored and maintain an open-source Python project (+100 stars) for the Interactive Brokers API, supporting stock and options trading.

• Developed a computer vision ML solution to classify wafer map failure patterns reducing reporting cycle time by over 80%

• Developed an ML surrogate model for electron beam simulation, achieving a 1000x speedup over the traditional process with 98% accuracy.

• Predicted unconventional correlation between electron beam properties and laser intensity used for photoemission using Monte Carlo methods and Boltzmann equations (+200 citations).