Halla Yang
Independent Researcher | Kaggle Grandmaster
Former Head of Data Strategies Group at Citadel
Independent Researcher | Kaggle Grandmaster
Former Head of Data Strategies Group at Citadel
I'm an independent researcher with interests in machine learning, artificial intelligence, and quantitative finance. From 2017-2025, I was at Citadel, where I led the Data Strategies Group, a 20 person team of data scientists, analysts and engineers responsible for research and monetization of alternative data. Prior to Citadel, I was a consultant at McKinsey, a quant at Jump Trading, and a vice president at Goldman Sachs. I received a Ph.D. in Business Economics from Harvard Business School and a B.A. from Harvard in Physics, summa cum laude.
My recent research spans neural architectures for computer vision, 3D structural biology, program synthesis for reasoning tasks, and applications of transformers to complex problems. I'm particularly interested in developing systems that can learn sophisticated visual and logical reasoning capabilities.
Visual puzzles requiring reasoning and symbolic knowledge are straightforward for humans to solve, but a challenge for even frontier LLM models. I explored approaches to solving this problem based on both Bonnet and Macfarlane's Latent Program Networks, and also Jolicoeur-Martineau's Tiny Recursive Models. Final leaderboard not yet released (due Dec 5, 2025). See this New York Times article from March 2025 for a description of the challenge.
Google DeepMind was awarded the Nobel Prize in Chemistry in 2024 for their work on protein structure prediction, but the problem of RNA 3D structure prediction remains open due to greater difficulty and fewer experimentally resolved structures usable for training data. Stanford's Rhiju Das hosted a Kaggle competition to stimulate research, and I explored methods based on both AlphaFold and language models to try to improve the state of the art. My approach relied neither on templates nor MSAs, and finished 24th of 1414 contestants.
Can LLMs solve Mathematical Olympiad level problems? While OpenAI and other foundational model trainers have pushed the limits of what can be done given infinite resources, this competition posed the question of what could be implemented on 4xL4 GPUs in a finite amount of compute time. I finished 34th of 2213 on the Kaggle leaderboard for the "Progress Prize 2" competition (close April 1, 2025).
Using non-traditional data to forecast KPIs and equity returns. See SSRN for more.
Mathematical derivation of optimal trading strategies for equity pairs trades and other arbitrage opportunities. With empirical results. See SSRN for more.
Forecasting sales and measuring marketing effectiveness for Pfizer Oncology. Won $17K.
Analytics competition helping to make the game safer. Won $20K + 2 tickets to Super Bowl LIII.
Developing models of online browsing and purchase behavior. Won $15K and received mention in XGBoost documentation.
Identifying threats in airport security systems. Won $100K, shared with teammate Phillip Adkins. See conference presentation from the Advanced Development for Security Applications (ADSA) Workshop 19, and DHS press release.
2012 - Present
Competing in machine learning competitions and conducting research in neural architectures, computer vision, and AI reasoning systems. Achieved Kaggle Grandmaster status with top placements across diverse domains.
Citadel | 2017 - 2025
Led data strategies for one of the world's leading hedge funds. Developed quantitative models and infrastructure supporting investment decisions across global markets.
McKinsey | 2015 - 2017
Developed data science capabilities and forecasting models on behalf of industry-leading clients.
Jump Trading | 2013 - 2015
Researched and traded news events and economic releases.
Arrowstreet Capital | 2011 - 2012
Managed portfolios and conducted research on behalf of institutional clients.
Goldman Sachs | 2007 - 2011
Researched and productionized alpha signals in quantitative equities.
Harvard Business School | 2002-2007
Researched alpha-generating signals and optimal arbitrage strategies.
Dean and Company | 2000-2002
Conducted analysis and research on behalf of strategy consulting clients.
Max Planck Institute of Quantum Optics | 2000
Participated in quantum computing research using trapped ions.
Harvard College | 1996 - 2000
Studied physics, math, and music.
Interviews, articles, and presentations
Meet Wilmette's Halla Yang, Winner of $20,000 in an NFL Contest to Make Punters Safer (2019)
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