Quantitative Associate
Jun 2022 - Nov 2024
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Yichen Wang Email & Phone Number
Quantitative Associate
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Role
Quantitative Associate
Location
New York, New York, United States
Who is Yichen Wang? Overview
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Yichen Wang is listed as Quantitative Associate based in New York, New York, United States. AeroLeads shows a matched LinkedIn profile for Yichen Wang.
Yichen Wang previously worked as Quantitative Associate at Smbc Group and Quantitative Analyst at S&P Global. Yichen Wang holds Master'S Degree, Financial Mathematics from New York University.
Profile bio
About Yichen Wang
actively seeking jobs in Tech companies, Fintech and BanksInterested in Quant, Data Analysis/ Data Scientist, Software Engineer as well as front offices (Sales and Trading )-5 years experiences as Quantitative Associate- Working experiences with SMBC, SP, hedge fund and fintech on risk management, financial modeling, order simulation, etc.- Graduate student at NYU Math in Finance program interested in trading and quantitative research.-------------------------------------------------------------------------------I am passionate about trading & market making, structuring & hedging, and risk and portfolio management. I am experienced in machine learning and quantitative research. I built trading algorithms and implemented risk management systems in AWS, Linux, SQL, Java, Python, R and Excel. Libraries of strategies include statistical arbitrage, trend following and momentum and am an alpha seeker.I built over 20+ crypto exchanges, i.e., bitmex, binance, bitfinex, gemini, etc. with webscrapping, API and websockets, and built influxdb databases.I performed statistics analysis for time series data, and volatility modeling for options and other derivativesMathematics& Statistics: Statistical modelling (distributions: Linear, Binomial, Poisson regression)Machine Learning (k-Means algorithm, SVMs)Probability Theory Mathematics (Linear Algebra, Calculus, numerical methods, SDE)Economics and Econometrics：RegressionTime series(GARCH, ARCH)Micro and Macro, Game TheoryFinancial knowledge: Interest rate modelAsset class specialists (equity modeling, fixed income, options and futures)Portfolio management Risk ManagementStructured financial products(ABS)Software experience: Java, R, Python, STATA, Excel, SPSS, Latex, Microsoft Office, SQL
6 roles
Yichen Wang work experience
A career timeline built from the work history available for this profile.
Quantitative Analyst
Mar 2021 - Jun 2022
Quantitative Researcher
Hedge Fund
May 2019 - Feb 2021
Quantitative Analyst Intern
- Built a stochastic model for a limit order book; the book was updated with Deltix L2 tick data in milliseconds (Java virtual machine)
- Calibrated the model with ESZ 16’ based on a penalty function, and obtained optimal parameters for initial insertion and cancellation rates of limit orders, and market orders
- Performed preliminary tests for mid-price and sizes of orders at each limit order book level; analyzed stationary and difference-stationary properties
- Fitted an ARCH model for high frequency log returns of index futures ESZ 16’ (R studio)
- Used SVMs to model the real high-frequency limit order book dynamics and to predict mid-price movement; performed cross validation and grid search for feature selection; SVM performances were evaluated with accuracy.
Jun 2018 - Aug 2018
Technical Consulting Intern
- Built pricing models on SaaS Tracelink life science cloud master data service based on revenue & cost analysis
- Performed model tests on forecasted revenue using relative performance method; stress tested the model under different market scenarios using Excel and Salesforce
May 2017 - Aug 2017
Statistics Research Assistant
- Implemented a Bayesian changepoint model to solve the Parasite Clearance Estimation problem
- Optimized estimates of the treatment effects via utilizing individual-level data in R; reduced mean square error of estimators by 75% compared to those of the classical method
Feb 2016 - Aug 2016
4 education records
Yichen Wang education
Master'S Degree, Financial Mathematics
Selected Finance Coursework: Actuarial Statistics, International Financial Markets, Risk Management
Bachelor'S Degree, Mathematics (Honor, Magna Cum Laude, College Financial Aid Recipient)
Bachelor'S, Mathematics And Statistics
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What is Yichen Wang's role at their current company?
Yichen Wang is listed as Quantitative Associate.
Where is Yichen Wang based?
Yichen Wang is based in New York, New York, United States.
What companies has Yichen Wang worked for?
Yichen Wang has worked for Smbc Group, S&P Global, Hedge Fund, Fidessa, and Excellis Health Solutions.
How can I contact Yichen Wang?
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What schools did Yichen Wang attend?
Yichen Wang holds Master'S Degree, Financial Mathematics from New York University.
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