David Zhao work email
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David Zhao personal email
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David Zhao is a Quantitative Researcher at Two Sigma at Two Sigma. He is proficient in Chinese.
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Quantitative ResearcherTwo Sigma Sep 2023 - PresentNew York, Ny, Us -
Quantitative Research InternTwo Sigma May 2022 - Aug 2022New York, Ny, Us• Alpha research for equity feature forecasting• Returning full-time in Summer 2023 -
Quantitative Trading InternTower Research Capital Jan 2020 - Jun 2020New York, Ny, Us• Developed technical indicators for predicting 30 min and close-to-close single stock returns. Incorporated order book history, Barra factors, GICS, and short interest information.• Combined indicators into tradable model using tree boosting (e.g. CatBoost, LightGBM) methods. Model added value and had low correlation to team’s existing strategies. -
Derivatives TraderOptiver Mar 2017 - Mar 2018Amsterdam, Nl• Oil options trader on a small team with shared responsibility for PnL and risk every day.• Made markets and trading decisions in real time, adjusted models to changing market conditions, actively monitored opportunities and risks, handled day-to-day operations. -
Research AnalystAqr Capital Management Jul 2013 - May 2015Greenwich, Connecticut, Us• Researcher on product providing country and currency strategy exposure without derivatives.• Researcher on optimizing account rebalance schedules to reduce turnover and market impact.• Researcher on tax loss harvesting strategy that realizes capital gains on a tax-favorable schedule. -
Trading InternJane Street Jun 2012 - Aug 2012New York, Ny, UsRotated through options and commodities desks. Learned basics of financial markets and asset pricing. Shadowed traders and practiced mock trading. -
Research AssistantNational Bureau Of Economic Research Jun 2011 - Aug 2011Cambridge, Massachusetts, UsWorked with David Laibson's behavioral economics research team. -
Course AssistantHarvard University Sep 2010 - May 2011Cambridge, Massachusetts, UsEcon 1011a (Intermediate Microeconomics) and Math 19b (Linear Algebra) -
Educational ConsultantAic Education May 2009 - Aug 2009Beijing, CnGuided high school students in college application process and reviewed application materials.
David Zhao Education Details
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Carnegie Mellon UniversityStatistics And Machine Learning -
Eth ZürichStatistics -
Harvard UniversityEconomics -
John P. Stevens High SchoolHigh School Diploma
Frequently Asked Questions about David Zhao
What company does David Zhao work for?
David Zhao works for Two Sigma
What is David Zhao's role at the current company?
David Zhao's current role is Quantitative Researcher at Two Sigma.
What is David Zhao's email address?
David Zhao's email address is da****@****ver.com
What schools did David Zhao attend?
David Zhao attended Carnegie Mellon University, Eth Zürich, Harvard University, John P. Stevens High School.
What are some of David Zhao's interests?
David Zhao has interest in Sushi, Sleep, New York City, The Onion, Memento (2000 Movie), Aung San Suu Kyi, Gary Locke, Harvard University, Fight Club (1999 Movie), Ted.
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