Jiayi Zhang
Quantitative Developer at DV Trading LLC- Claim this Profile
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Bio
Experience
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DV Trading LLC
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United States
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Financial Services
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100 - 200 Employee
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Quantitative Developer
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Jan 2022 - Present
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Quant Intern
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Jun 2021 - Jan 2022
Summer Quant Intern starting at June 2021
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Mizuho
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Japan
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Financial Services
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700 & Above Employee
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Quantitative Researcher
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Jan 2021 - Jun 2021
Implementing Differential Machine Learning on xVA topics (specifically cVA). Developing proper implementation of differential machine learning library for DL framework. Implementing Differential Machine Learning on xVA topics (specifically cVA). Developing proper implementation of differential machine learning library for DL framework.
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First Command Financial Services, Inc.
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United States
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Financial Services
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700 & Above Employee
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Quantitative Researcher
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Oct 2020 - Dec 2020
• Serialize company’s full database into trainable SQL dataset and optimized the data structure making it 50% faster in searching and indexing. • Apply Random Forest, LightGBM boosting, SVM etc. machine learning algorithms to quantify client’s behavior while estimating hierarchy for client’s lifetime value. • Present the finding to the executive management and help company’s technical team run clustering analysis to determine more interpretable features within the model. • Serialize company’s full database into trainable SQL dataset and optimized the data structure making it 50% faster in searching and indexing. • Apply Random Forest, LightGBM boosting, SVM etc. machine learning algorithms to quantify client’s behavior while estimating hierarchy for client’s lifetime value. • Present the finding to the executive management and help company’s technical team run clustering analysis to determine more interpretable features within the model.
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Ningbo United Group (Shanghai) Imp. & Exp. Co., Ltd.
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China
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Manufacturing
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1 - 100 Employee
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Research Assistant
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Jul 2019 - Sep 2019
Research Assistant inter at the international trading division of the firm. Mainly responsible for risk modeling on China-US relation related to current presidency election. Research Assistant inter at the international trading division of the firm. Mainly responsible for risk modeling on China-US relation related to current presidency election.
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Brandeis University
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United States
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Higher Education
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700 & Above Employee
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Research Assistant
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Jun 2019 - Aug 2019
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Brandeis University
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United States
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Higher Education
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700 & Above Employee
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Research Assistant
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Jul 2018 - Sep 2018
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Sinosteel Futures Co., Ltd.
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Beijing, China
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Research Assistant
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Jul 2016 - Sep 2016
Research Assistant intern in the development team in charge of optimizing the company's short term predictive model that works in line with firm's selector model in quantitative trading. The optimized model performs well in reducing the maximum retracement and achieve 78% accuracy on the CIS300 dataset. Research Assistant intern in the development team in charge of optimizing the company's short term predictive model that works in line with firm's selector model in quantitative trading. The optimized model performs well in reducing the maximum retracement and achieve 78% accuracy on the CIS300 dataset.
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Education
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University of Chicago
Master's degree, Financial Mathematics -
Brandeis University
Bachelor of Science - BS, Economics, Computer Science, Mathematics