Summary
Dingyue Zhang is a quantitative research analyst with nine years of experience modeling structured credit, currently supporting non-agency RMBS portfolio management at DWS Group in the New York metropolitan area. With a dual BA in Economics and Computer Science from UC Berkeley and a strong data-programming background from Brown, Dingyue blends rigorous quantitative methods with practical coding—reflected in a GitHub ethos of "Show me the code." Their career spans hands-on asset management internships and sustainable finance work, including organizing China’s first international Green Finance conference and proposing market-aligned policy mechanisms. Known for turning complex credit structures into auditable models, Dingyue brings both academic rigor (3.8/4.0 GPA) and applied insight to risk and investment decisions. An analytical thinker who bridges sustainability and structured finance, they quietly prioritize reproducible code and evidence-driven recommendations.
9 years of coding experience
Bachelor of Arts - BA, Economics and Computer Science, 3.8/4.0, Bachelor of Arts - BA, Economics and Computer Science, 3.8/4.0 at University of California, Berkeley
Pre-Baccalaureate Program, Data-centric Programming, The Theory and Practice of Sustainable Investing, 4.0 GPA, Pre-Baccalaureate Program, Data-centric Programming, The Theory and Practice of Sustainable Investing, 4.0 GPA at Brown University
Chinese