Jiayi Zhang

Quantitative Developer at DV Trading LLC
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Contact Information
us****@****om
(386) 825-5501
Location
Chicago, Illinois, United States, US

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Experience

    • United States
    • Financial Services
    • 100 - 200 Employee
    • Quantitative Developer
      • Jan 2022 - Present

    • Quant Intern
      • Jun 2021 - Jan 2022

      Summer Quant Intern starting at June 2021

    • Japan
    • Financial Services
    • 700 & Above Employee
    • Quantitative Researcher
      • 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.

    • United States
    • Financial Services
    • 700 & Above Employee
    • Quantitative Researcher
      • 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.

    • Research Assistant
      • 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.

    • United States
    • Higher Education
    • 700 & Above Employee
    • Research Assistant
      • Jun 2019 - Aug 2019

    • United States
    • Higher Education
    • 700 & Above Employee
    • Research Assistant
      • Jul 2018 - Sep 2018

    • Research Assistant
      • 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.

Education

  • University of Chicago
    Master's degree, Financial Mathematics
    2020 - 2021
  • Brandeis University
    Bachelor of Science - BS, Economics, Computer Science, Mathematics
    2018 - 2020

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