Summary
Jen-chieh Cheng is a quantitative researcher and regional research director with 10 years of experience applying machine learning, statistics, and macro/credit expertise to alpha generation and trading strategy design. Trained at UC Berkeley MFE and National Taiwan University, he blends production-grade programming (Python, C/C++, Scala, SQL) with rigorous risk credentials, having passed both FRM parts on the first attempt. At WorldQuant he progressed from quant researcher to regional research director, leading alpha research and production, and previously managed trading and liquidity strategies at BlackRock and fixed-income portfolios at Yuanta. He has hands-on experience building cost-aware portfolio optimization and bond liquidity models, and has consulted on trading-signal projects and crypto transaction analysis. A pragmatic researcher, he translates academic techniques into deployable models that control transaction costs and market impact. Based in Taipei, he maintains an active GitHub reflecting his MFE-era data science and quant finance tooling.
10 years of coding experience
5 years of employment as a software developer
Bachelor of Business Administration (B.B.A.) Finance Quantitative Financial Analyst Program, Bachelor of Business Administration (B.B.A.) Finance Quantitative Financial Analyst Program at National Taiwan University
Master's degree Financial Engineering, Master's degree Financial Engineering at University of California, Berkeley, Haas School of Business
English, Chinese