David Zhao

David Zhao Email and Phone Number

Quantitative Researcher at Two Sigma @ Two Sigma
David Zhao's Location
New York, New York, United States, United States
David Zhao's Contact Details

David Zhao work email

David Zhao personal email

About David Zhao

David Zhao is a Quantitative Researcher at Two Sigma at Two Sigma. He is proficient in Chinese.

David Zhao's Current Company Details
Two Sigma

Two Sigma

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Quantitative Researcher at Two Sigma
David Zhao Work Experience Details
  • Two Sigma
    Quantitative Researcher
    Two Sigma Sep 2023 - Present
    New York, Ny, Us
  • Two Sigma
    Quantitative Research Intern
    Two Sigma May 2022 - Aug 2022
    New York, Ny, Us
    • Alpha research for equity feature forecasting• Returning full-time in Summer 2023
  • Tower Research Capital
    Quantitative Trading Intern
    Tower Research Capital Jan 2020 - Jun 2020
    New 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.
  • Optiver
    Derivatives Trader
    Optiver Mar 2017 - Mar 2018
    Amsterdam, 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.
  • Aqr Capital Management
    Research Analyst
    Aqr Capital Management Jul 2013 - May 2015
    Greenwich, 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.
  • Jane Street
    Trading Intern
    Jane Street Jun 2012 - Aug 2012
    New York, Ny, Us
    Rotated through options and commodities desks. Learned basics of financial markets and asset pricing. Shadowed traders and practiced mock trading.
  • National Bureau Of Economic Research
    Research Assistant
    National Bureau Of Economic Research Jun 2011 - Aug 2011
    Cambridge, Massachusetts, Us
    Worked with David Laibson's behavioral economics research team.
  • Harvard University
    Course Assistant
    Harvard University Sep 2010 - May 2011
    Cambridge, Massachusetts, Us
    Econ 1011a (Intermediate Microeconomics) and Math 19b (Linear Algebra)
  • Aic Education
    Educational Consultant
    Aic Education May 2009 - Aug 2009
    Beijing, Cn
    Guided high school students in college application process and reviewed application materials.

David Zhao Education Details

  • Carnegie Mellon University
    Carnegie Mellon University
    Statistics And Machine Learning
  • Eth Zürich
    Eth Zürich
    Statistics
  • Harvard University
    Harvard University
    Economics
  • John P. Stevens High School
    John P. Stevens High School
    High 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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