Laurentiu Calancea
About Laurentiu Calancea
Laurentiu Calancea is a Quantitative Researcher currently employed at Two Sigma in New York. He has a background in physics and statistics from Harvard University and has held various roles in quantitative analysis and research at notable organizations including AXA and Ellington Management Group.
Current Role at Two Sigma
Laurentiu Calancea currently serves as a Quantitative Researcher at Two Sigma, a role he has held since 2021. Located in New York, United States, he applies his expertise in quantitative analysis to support the firm's investment strategies. His work involves developing models and algorithms that enhance decision-making processes within the company.
Previous Experience at AXA
Before joining Two Sigma, Laurentiu worked at AXA as a Quantitative Risk Analyst for a period of five months in Paris, Ile-de-France, France, from 2019 to 2020. In this role, he focused on assessing and managing risks associated with various financial products, contributing to the company's risk management strategies.
Education at Harvard University
Laurentiu Calancea studied at Harvard University, where he earned a Bachelor of Arts (BA) in Physics with a secondary degree in Computer Science from 2016 to 2021. He furthered his education by obtaining a Master of Arts (MA) in Statistics from 2020 to 2021. His academic background provides a strong foundation for his work in quantitative research.
Experience as a Tutor and Research Assistant
While at Harvard University, Laurentiu served as a Tutor/Consultant at the Bureau of Study Counsel from 2017 to 2018. He also worked as a Research Assistant at the Center for Nanoscale Systems during the same period. In these roles, he supported students and contributed to research projects, enhancing his skills in both teaching and scientific inquiry.
Previous Role at Ellington Management Group
Laurentiu had multiple tenures at Ellington Management Group as a Quantitative Researcher. He worked there for three months in 2019 and for two months in 2018. His responsibilities included conducting quantitative analyses and developing research methodologies to inform investment decisions.