Yuheng Zhou

Quantitative Developer at Boulder Hill Capital Management LP
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Contact Information
us****@****om
(386) 825-5501
Location
New York, New York, United States, US
Languages
  • 中文 Native or bilingual proficiency
  • English Professional working proficiency
Skills

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Bio

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Credentials

  • Machine Learning
    Coursera
    Nov, 2017
    - Nov, 2024
  • edX Verified Certificate for Pricing Options with Mathematical Models
    edX
    Apr, 2016
    - Nov, 2024

Experience

  • Boulder Hill Capital Management LP
    • United States
    • Financial Services
    • 1 - 100 Employee
    • Quantitative Developer
      • Dec 2022 - Present

  • GTS
    • United States
    • Capital Markets
    • 200 - 300 Employee
    • Quantitative Developer
      • Mar 2020 - Oct 2022

      - Compliance system developer: Design and implement the reporting system based on high volume of orders log and market data. Detect regulatory exceptions including Spoofing, RegSHO mis-marking, AML violation, etc. - Participate in building the firm-wide data platform for compliance inquiries, risk verifications and other business analysis. - Compliance system developer: Design and implement the reporting system based on high volume of orders log and market data. Detect regulatory exceptions including Spoofing, RegSHO mis-marking, AML violation, etc. - Participate in building the firm-wide data platform for compliance inquiries, risk verifications and other business analysis.

  • Citi
    • United States
    • Financial Services
    • 700 & Above Employee
    • Quantitative Analyst
      • Mar 2018 - Mar 2020

      • Cross-Product Margin: Initial Margin for non central-cleared OTC trades. Used factor model and Monte-Carlo simulation to estimate the VaR (Value at Risk) for cross-product portfolio. • Implemented high-volume daily system in C++, data cleaning and quarterly analysis in Python (Pandas, Numpy) • Cross-Product Margin: Initial Margin for non central-cleared OTC trades. Used factor model and Monte-Carlo simulation to estimate the VaR (Value at Risk) for cross-product portfolio. • Implemented high-volume daily system in C++, data cleaning and quarterly analysis in Python (Pandas, Numpy)

Education

  • Cornell University
    Master’s Degree, Financial Engineering
    2016 - 2018
  • Zhejiang University
    Bachelor’s Degree, Computer Science
    2013 - 2016
  • University of California, Berkeley
    3.85/4.0
    2014 - 2014
  • Hangzhou No.2 High School
    High School
    2010 - 2012

Community

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