Marvin works as the head of quant research at DeepMoney.ai and focuses on applied artificial intelligence in the financial industry specializing in automated trading systems.

His primary research focuses on computational causality inference, graph-based causality modeling, and counterfactual learning with its application in automated trading systems. He invented the cross-asset quantum portfolio management system and currently develops a next-generation automatic trade engine based on computational causality.

Previously, Marvin used to work as a CTO for a technology startup leading DevOps automation on Kubernetes. Before that, he worked as an assistant for Harvard University, supporting leadership and organizational behavior courses.

He holds a Bachelor's degree in biomedical information technology, a Diploma in computer science, a Master's Degree in computer science with first-class honors, a second Master's degree in management from Harvard University. He won the fast.ai international fellowship, holds multiple professional certificates in quantitative trading, holds a professional certificate in disruptive innovation from Harvard Business School, and completed the competitive "Deep Technology Bootcamp" at the Massachusetts Institute of Technology in 2019.

In 2020, he got admitted to the selective Harvard Innovation Lab to advance novel graph-based causality inference methods. He then studied automated trading systems under the four-times world champion in automated trading, and holds multiple certificates in quantitative trading systems. In 2021, he received his first certification in quantum computing thanks to a generous fellowship from IBM.