Ting Wang

Ting Wang Email and Phone Number

New York, NY, US
Ting Wang's Location
New York City Metropolitan Area, United States, United States
Ting Wang's Contact Details

Ting Wang personal email

n/a
About Ting Wang

Looking forward to communicating with you! You can reach me through phone or email.Phone : +1 646-639-9572E-mail : tw2634@columbia.edu

Ting Wang's Current Company Details
Barclays Corporate & Investment Bank

Barclays Corporate & Investment Bank

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Vice President
New York, NY, US
Ting Wang Work Experience Details
  • Barclays Corporate & Investment Bank
    Vice President
    Barclays Corporate & Investment Bank
    New York, Ny, Us
  • Barclays Corporate & Investment Bank
    Vice President
    Barclays Corporate & Investment Bank Jun 2022 - Present
    New York, Ny, Us
  • Wells Fargo Securities
    Quantitative Associate
    Wells Fargo Securities Jun 2019 - May 2022
    San Francisco, California, Us
    • Developed pricing, analysis tools and risk analytics for pricing library using C++, focusing on equity derivatives, including Multi-Asset Options pricing, complicated underliers handling, funding spread curve and volatility surfaces calibration• Worked on variance swap model, VIX futures pricing, built tools to replicate VIX under new calibrated volatility surface• Implemented volatility Pnl using Python to existing Pnl analysis; generated spot, vol, correlation, convergence testing results• Constructed industry-based counterparty proxy curve using cross-sectional ridge regression; implemented, calibrated in C++
  • Constellation Capital Management Llc
    Quantitative Analyst
    Constellation Capital Management Llc Jun 2018 - Jan 2019
    New York, New York, Us
    •Ÿ Portfolio Management: Combined Black-Litterman model with other constraints to optimize portfolio weightsŸ• Quantitative Investment: Developed the process to determine the addition/deletion of new securities in our basket•Ÿ Risk Analysis: Implemented functionalities to generate risk metrics for portfolios, including volatilities and correlations, etc. Ÿ • Sentiment Analysis:Utilized machine learning methods to conduct sentiment analysis on Twits data in Python
  • Blue Whale Investment Management
    Quantitative Trader
    Blue Whale Investment Management Jan 2017 - Jul 2017
    • ŸTrading: Managed trading activities (block trading, positions managing) and conducted analysis of transaction costsŸ• Model Validation: Validated robustness of option-based pricing model for credit risk premium and measured loss degree of risk premium in pricing corporate bonds•Ÿ Fixed Income Portfolio Analysis: Built trading strategies in VBA by monitoring YTM and performing financial analysis
  • Western Securities Co., Ltd
    Quantitative Researcher
    Western Securities Co., Ltd Jul 2016 - Oct 2016
    • ŸQuantitative Trading Strategy: Applied Association Rule Learning on CTA strategy in R using Open Interest and Volume to generate buy/sell signals and back-tested with historical data, achieving annualized return of 18%Ÿ• High Frequency Trading:Collaborated with analysts to develop Range Break trading strategies using momentum indicators Ÿ Research Analysis: Performed fundamental analysis of Polyvinyl Chloride futures and forecasted prices based on VAR modelŸ•Ÿ Research Analysis: Performed fundamental analysis of Polyvinyl Chloride futures and forecasted prices based on VAR model

Ting Wang Skills

Python Matlab Financial Modeling Stochastic Calculus Optimization R Mathematical Modeling Quantitative Analytics Monte Carlo Simulation Statistics C C++ Visual Basic For Applications Time Series Analysis Regression Models Markov Chains

Ting Wang Education Details

  • Georgia Institute Of Technology
    Georgia Institute Of Technology
    Computer Science
  • Columbia University Graduate School Of Arts And Sciences
    Columbia University Graduate School Of Arts And Sciences
    Mathematics Of Finance
  • University Of Electronic Science And Technology Of China
    University Of Electronic Science And Technology Of China
    Electronic Engineering & Financial Engineering

Frequently Asked Questions about Ting Wang

What company does Ting Wang work for?

Ting Wang works for Barclays Corporate & Investment Bank

What is Ting Wang's role at the current company?

Ting Wang's current role is Vice President.

What is Ting Wang's email address?

Ting Wang's email address is ti****@****ies.com

What schools did Ting Wang attend?

Ting Wang attended Georgia Institute Of Technology, Columbia University Graduate School Of Arts And Sciences, University Of Electronic Science And Technology Of China.

What skills is Ting Wang known for?

Ting Wang has skills like Python, Matlab, Financial Modeling, Stochastic Calculus, Optimization, R, Mathematical Modeling, Quantitative Analytics, Monte Carlo Simulation, Statistics, C, C++.

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