Michael Tang, Cfa, Asa

Michael Tang, Cfa, Asa Email and Phone Number

Senior Quantitative Developer @ Bloomberg
New York, NY, US
Michael Tang, Cfa, Asa's Location
New York, New York, United States, United States
Michael Tang, Cfa, Asa's Contact Details

Michael Tang, Cfa, Asa work email

Michael Tang, Cfa, Asa personal email

n/a
About Michael Tang, Cfa, Asa

Email connection is preferred (no cold calls). 6 years of hands-on experience in quantitative research / data science / software engineering. Interested in quantitative research, data science / engineering, machine learning, and actuarial areas.

Michael Tang, Cfa, Asa's Current Company Details
Bloomberg

Bloomberg

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Senior Quantitative Developer
New York, NY, US
Website:
mrn.com.au
Employees:
201
Company phone:
+61 0423 677 767
Company email:
careers@macquarie.com
Michael Tang, Cfa, Asa Work Experience Details
  • Bloomberg
    Senior Quantitative Developer
    Bloomberg
    New York, Ny, Us
  • Macquarie Group
    Associate, Quantitative Strategist
    Macquarie Group May 2022 - Present
    Sydney, Nsw, Au
    • Researching and implementing new strategies and products (both traditional rule-based and machine-learning-empowered) and improving existing strategies across different asset classes (commodities, equity indices, global fixed income and FX), reaching high Sharpe ratio and low maximum drawdown both in backtesting and real trading setups • Developing software modules in Python and C++ with high performance and reliability, suchas backtesting engine, data processing pipelines, and automated client report systems• Working closely with sales and trading team to facilitate bespoke product delivery
  • Amazon
    Software Engineer
    Amazon Oct 2019 - May 2022
    Seattle, Wa, Us
    • Researched machine learning predictive models for supply chain optimization problems(using a combination of time series analysis, LSTM, Monte-Carlo simulation, and quadraticoptimization), and deployed in AWS environment, resulting in an annual saving of $200M• Improved existing time series prediction models to factor in COVID effect during pandemic• Designed automation toolkits for existing workflows which increase efficiency by 300%
  • Point72
    Data Engineer
    Point72 Aug 2018 - Oct 2019
    Stamford, Connecticut, Us
    • Engineered and optimized ETL pipeline for large dataset and produced data-driven insights • Researched on ML-based trading signals based from in-house data sources• Created / maintained a financial instrument identifier mapping system from multiple sources• Built a new API for accessing data through internal SQL databases (Python / Java / REST) and constructed corresponding push-feed using ActiveMQ for enhanced performance
  • Hudson River Trading
    Intern, Quantitative Research
    Hudson River Trading Oct 2017 - Jan 2018
    New York, Ny, Us
    • Investigated options volume distribution and volatility surface as signals to underlying stock• Built intraday equity trading models via Recurrent Neural Networks (including GRU / LSTM)• Analyzed news data using Natural Language Processing models (word embedding and RNN)• Backtested strategies under different transaction cost / market impact models(formerly Sun Trading LLC, acquired by HRT)
  • Wealth Evolution
    Intern, Quantitative Research
    Wealth Evolution Oct 2016 - Mar 2017
    • Developed a new Python-based strategy backtesting platform (with team members)• Designed the stocks and funds pitching models using LASSO and SVM algorithms• Built strategies based on market sentiment and factor models, and tracked existing strategies• Identified the styles of fund managers via PCA and clustering, and built related strategies
  • Guanghua School Of Management, Peking University
    Research Assistant
    Guanghua School Of Management, Peking University Oct 2015 - Mar 2016
    Beijing, Beijing, Cn
    • Performed research on jumps in volatility for stochastic-volatility model using Matlab and CUDA
  • Citic Securities Company Limited
    Intern, Research
    Citic Securities Company Limited Dec 2015 - Feb 2016
    Beijing, Cn
    • Conducted in-depth analysis of the National Equities Exchange and Quotations (NEEQ) system• Built a new liquidity-adjusted index of the NEEQ secondary market
  • Pricewaterhousecoopers
    Intern, Assurance
    Pricewaterhousecoopers Jan 2015 - Feb 2015
    Gb
    • Rebuilt audit templates using VBA, which enhanced its efficiency by 300%
  • Mckinsey & Company
    Part-Time Assistant
    Mckinsey & Company Apr 2014 - Jun 2014
    Us

Michael Tang, Cfa, Asa Skills

Data Analysis Trading Financial Engineering Python Matlab C++ Financial Modeling Sas Python

Michael Tang, Cfa, Asa Education Details

  • Georgia Institute Of Technology
    Georgia Institute Of Technology
    Analytics
  • Georgia Institute Of Technology
    Georgia Institute Of Technology
    Cybersecurity
  • University Of Washington
    University Of Washington
    Applied Mathematics
  • Georgia Institute Of Technology
    Georgia Institute Of Technology
    Computer Science
  • University Of California, Berkeley, Haas School Of Business
    University Of California, Berkeley, Haas School Of Business
    Financial Engineering
  • Peking University
    Peking University
    Finance
  • Peking University
    Peking University
    International/Global Studies
  • Peking University
    Peking University
    Sociology
  • Esade
    Esade
    Bachelor Of Business Administration
  • Yale University
    Yale University
    Summer Session

Frequently Asked Questions about Michael Tang, Cfa, Asa

What company does Michael Tang, Cfa, Asa work for?

Michael Tang, Cfa, Asa works for Bloomberg

What is Michael Tang, Cfa, Asa's role at the current company?

Michael Tang, Cfa, Asa's current role is Senior Quantitative Developer.

What is Michael Tang, Cfa, Asa's email address?

Michael Tang, Cfa, Asa's email address is yt****@****zon.com

What schools did Michael Tang, Cfa, Asa attend?

Michael Tang, Cfa, Asa attended Georgia Institute Of Technology, Georgia Institute Of Technology, University Of Washington, Georgia Institute Of Technology, University Of California, Berkeley, Haas School Of Business, Peking University, Peking University, Peking University, Esade, Yale University.

What skills is Michael Tang, Cfa, Asa known for?

Michael Tang, Cfa, Asa has skills like Data Analysis, Trading, Financial Engineering, Python, Matlab, C++, Financial Modeling, Sas, Python.

Who are Michael Tang, Cfa, Asa's colleagues?

Michael Tang, Cfa, Asa's colleagues are Pip Butt, Louis Seah, Jason Canne, Mary Ellen Owens, Bobby Jahani, Robert Valentine, Antonio Zgurov.

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