Seb Yan is a Quantitative Researcher at Exponential Technology Inc., where he develops alpha signals and data-driven trading strategies using statistical modeling and machine learning. His work focuses on identifying alpha, optimizing portfolios, and delivering risk-adjusted returns. He built a high-performance, modular, event-driven backtesting platform for cross-market strategy simulation, enabling precise evaluation of profitability, risk, and refinement. Seb holds an MS in Financial Mathematics from the University of Chicago and a BA in Economics with a minor in Data Science from Shanghai Jiao Tong University. Outside of work, Seb enjoys road cycling and traveling around the world.