Hongchang W is a Quantitative Technology Director with 11 years of experience building production-grade software and analytics for capital markets, currently leading quant tech at Qube Research & Technologies in Hong Kong. He combines deep fixed-income and credit derivatives expertise with strong engineering skills across OCaml, Scala and large-scale risk/P&L systems honed at Two Sigma, Bloomberg, Morgan Stanley and Goldman Sachs. A pragmatic problem solver, he has moved from low-latency pricing engines and real-time fixed-income systems to alpha insights and derivatives contract languages, bridging quant research and reliable production code. Passed CFA Level III and holding an MS in Computer Engineering from Boston University, he brings both rigorous quantitative training and practical software craftsmanship. An under-the-radar strength is his track record of translating complex financial models into auditable, maintainable systems that operate in demanding trading environments.
11 years of coding experience
15 years of employment as a software developer
Bachelor of Engineering - BE, Thermal Energy and Power Engineering, Bachelor of Engineering - BE, Thermal Energy and Power Engineering at Tsinghua University
Master of Science - MS, Computer Engineering, Master of Science - MS, Computer Engineering at Boston University
Contributions:91 commits, 97 pushes, 1 branch in 17 days
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