Teng Cui is a Consultant Senior Quant Engineer at Real Time Risk Systems, where for more than a decade he has played a key role in developing advanced risk models, scalable analytics infrastructure, and real-time trading and risk platforms for leading multi-strategy hedge funds. His work centers on building high-performance, low-latency systems that deliver accurate and reliable insights across global markets.
Beyond his contributions at Real Time Risk Systems, Teng has held critical roles as a quant developer and AI technologist at multiple startups, where he has designed and implemented algorithmic trading systems, machine learning frameworks, and fintech applications. His expertise spans distributed computing, predictive analytics, and the application of AI in financial services.
Teng holds a Master’s degree in Computer Science from Columbia University, where he specialized in algorithms and systems engineering, as well as a Columbia University Certificate in Applied Machine Learning*. Combining deep technical expertise with financial domain knowledge, Teng is an integral leader of Real Time Risk Systems’ rapid-response deployment team.