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Songyun Duan

Head Of Financial Machine Learning, CTO Office at Bloomberg

Songyun Duan, Ph.D., currently serves as the Head of Financial Machine Learning in the CTO Office at Bloomberg LP since August 2018, focusing on AI innovation in bond pricing, NLP alpha research, LLM, and the development of financial ML platforms such as BQuant. Prior to Bloomberg, Songyun Duan held the position of Vice President of Systematic Quant Investing at AQR Capital Management from July 2012 to July 2018, specializing in systematic global macro strategies, stock selection, and portfolio optimization. Additionally, Songyun Duan contributed as a Research Staff Member in NLP Research at IBM T. J. Watson Research Center from September 2009 to June 2012, and participated as a ML Research Intern in Recommendation Systems at Microsoft Research in 2009. Songyun Duan earned a PhD in Machine Learning from Duke University between 2004 and 2009.

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