Summary
Andy Wang is a quantitative developer with nine years of experience building low-latency, production-grade trading systems and execution infrastructure across market-making and institutional platforms. He has moved between premier trading and finance technology firms—SIG, SGCIB, Bloomberg, and now Cubist—bringing deep C++ and Python expertise to equities, fixed income, derivatives, and EMSX backend development. His background in financial engineering (NYU) and part-time MCS in data science complements hands-on quant work on interest-rate swaps, Treasuries, bond futures and ETF execution strategies. Andy is comfortable at the intersection of research and software: turning quantitative models into robust, scalable services that meet real-time performance constraints. Colleagues rely on him for pragmatic system design and for bridging desk-level trading knowledge with production engineering. Based in the New York metro area, he combines institutional trading experience with a strong math and CS foundation, often surfacing practical performance wins that aren’t obvious from model descriptions alone.
9 years of coding experience
8 years of employment as a software developer
Master of Science (MS) Master of Science in Financial Engineering, Master of Science (MS) Master of Science in Financial Engineering at New York University
shenzhen middle school
[Part Time] Master of Computer Science in Data Science Computer Science in Data Science, [Part Time] Master of Computer Science in Data Science Computer Science in Data Science at University of Illinois Urbana-Champaign
Chinese, Chinese, English