Andrew Zhang is a quant engineer with 11 years of experience applying machine learning and distributed systems to trading and research problems, currently building models at a Chicago trading firm. A UC Berkeley computer science graduate (3.95 GPA), he has strong hands-on experience with serverless ML platforms, co-authoring papers from work on Cirrus that sped convergence on large datasets and leveraged AWS Lambdas for low-cost hyperparameter search. His internships at Citadel Securities yielded practical market-making and P&L prediction improvements, blending academic rigor with production-facing quant strategies. He has taught large undergraduate courses in machine learning and probability, demonstrating an ability to communicate complex ideas clearly. Notably, he implemented scalable model sharding and a Plotly Dash UI for experiment control—skills that bridge research, tooling, and deployment. Based in Chicago, he combines research pedigree with pragmatic trading experience to deliver performant, scalable solutions.
11 years of coding experience
1 year of employment as a software developer
5th yr Master's Degree | Bachelor's degree, Computer Science, 3.95, 5th yr Master's Degree | Bachelor's degree, Computer Science, 3.95 at University of California, Berkeley
Contributions:2 PRs, 42 pushes, 3 branches in 1 year 10 months
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