Summary
Hao Zhan is a Machine Learning Engineer based in New York with six years of experience applying statistical machine learning to finance and trading problems. Trained in financial engineering at NYU and finance at Nanjing University, he blends quantitative modeling (SABR, GARCH, PCA) with practical software engineering in C++, Python, C#, and web technologies. His background includes building a production-ready C++ analytics library with Python bindings, automated docs and build pipelines, an Excel API, and a JavaScript visualizer for model dynamics. He has hands-on experience developing high-frequency trading strategies and optimizing parameters with advanced numerical methods like Newton-Conjugate-Gradient. Quietly comfortable across research, production code, and tooling, he favors rigorous, reproducible pipelines that bridge academic models and trader-friendly interfaces.
6 years of coding experience
Master's degree, Financial Engineering, Master's degree, Financial Engineering at NYU Tandon School of Engineering
Bachelor's degree, Finance, GPA:4.6/5.0 (3.9/4.0, WES conversion), Bachelor's degree, Finance, GPA:4.6/5.0 (3.9/4.0, WES conversion) at Nanjing University
High School, Acdemic, High School, Acdemic at Suzhou High School
English, Chinese