Mitch Gao


New York City ·

Ph.D. candidate in Applied Mathematics and Statistics with Time-inhomogeneous Lévy Processes research area. My current research topic is the Lévy processes applications in the TSIR models and derivatives pricing.

My Ph.D. advisor is James Glimm, who is the former president of the American Mathematical Society and a recipient of Heineman Prize, Leroy P. Steele Prize and National Medal of Science.

Check out my Plum Profile here (a pre-employment assessment).


Associate, Rates/FX Derivatives Quant

Sumitomo Mitsui Banking Corporation
Feburary 2020 - Present

Quantitative Investment Intern

United nations Joint Staff Pension Fund
June 2019 - Nov 2019

Graduate Research and Teaching Assistant

Stony Brook University
August 2017 - May 2019


Stony Brook University

Doctor of Philosophy
Applied Mathematics and Statistics

Advisor: James Glimm
Research Area: Time-inhomogeneous Lévy Processes

August 2017 - Present

New York University

Master of Science
Financial Engineering
August 2014 - May 2016

Zhejiang University of Finance and Economics

Bachelor of Science
September 2010 - June 2014


Programming Languages & Tools
  • Mandarin (native)
  • English (fluent)


  • Tech Hardware
  • Mechanical Keyboard
  • Saltwater Aquarium
  • Boating, inshore fishing and crabbing
  • Shuck oysters
  • Traveling

Awards & Certifications