Hi, I'm Justin Cheigh

I'm a quantitative trader interested in AI, math, and education.

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Experience

RBC logo

RBC

Aug. 2024 - Present

Quantitative Trader

New York, NY

Muni ETF/Derivatives trader, building out ETF algo exchange market making business.

Series 7, 63, 52, 57, NFA Swaps Proficiency

Research

Mean Values of Pólya's Error Term

Sept 2023 - June 2024

Advisors: Leo Goldmakher

Proved a mean value result on the error term in Pólya's Fourier Expansion, which provides insight on important problems surrounding character sums and the least quadratic nonresidue.

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Fictitious Prediction for Social Measurement

Jan 2024 - June 2024

Advisors: Katie Keith

Worked on formalizing the notion of fictitious prediction

View on GitHub

LP Hardness

Sept 2023 - Dec 2023

Advisors: Mark Hopkins

Investigated what makes certain language pairs easy/difficult for translation models (transformers) to learn. Modeled artificially generated language

View on GitHub

SMALL REU

Summer 2022

Education

Williams College logo

Williams College

Sept. 2020 — May 2024

B.A. in Math

GPA: 3.95/4.0 (Major GPA: 4.0/4.0)

Received Rosenburg Award for a senior who exhibits excellence in math, Highest honors for my thesis in analytic number theory, Phi Beta Kappa, Magna Cum Laude, Sigma Xi

Projects

Generating Images with VAEs, GANs, DDPMs

April 2023

Generated images in the style of MNIST digits using VAEs, GANs, DDPMs.

Solving the Rubiks Cube with Deep RL

Winter 2022/3

Tried to solve the Rubik's Cube using Deep RL (Autodidactic Iteration + MCTS)