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Ex-Morgan Stanley quant head leaves Rokos after one year

October 1, 2026 at 9:55 am

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Yingyi Chu, a former senior quantitative strategist at Morgan Stanley, appears to have departed macro hedge fund Rokos Capital Management after about a year with the firm, according to a report by eFinanicla Careers citing regulatory records.

Chu joined Rokos in September 2025 as head of equity investment quants. However, the UK Financial Conduct Authority register indicates that he left the firm's UK entity at the end of July.

Rokos reportedly declined to comment on Chu's current position, while reportedly Chu did not respond to requests for comment. It remains possible that he has transferred to another of Rokos' international offices, including those in New York, Abu Dhabi or Singapore.

Chu joined Rokos after three-and-a-half years at Capstone Investment Advisors. Before that, he spent almost five years at Morgan Stanley, where he headed quantitative investment strategies, having previously worked as a strategist at Goldman Sachs.