Jingshuai Zhang
Quantitative Portfolio Management Analyst Intern
Philadelphia, Pennsylvania, United States
Summary
👤
Senior🎓
Top SchoolJingshuai Zhang is a quantitative portfolio management analyst and Systems Engineering master's student at UPenn who blends a decade of practical experience with deep expertise in statistics, machine learning, and convex optimization to build production-ready trading systems. He has engineered end-to-end allocation engines that fuse Black–Litterman priors with LSTM/Transformer and XGBoost signals, differentiable optimization layers, and RL-based execution — delivering materially higher information ratios and reduced drawdowns in stress simulations. His research track record spans dependent-bandit algorithms and GNNs for data imputation, reflecting a rare combination of theoretical contributions and hands-on alpha research (120+ engineered factors, multi-asset risk systems). Notably, he optimized solver performance to sub-0.1s for daily rebalances and implemented learned view-confidence weighting to adaptively combine ML forecasts with Bayesian priors. Based in Philadelphia, he applies systems thinking to bridge predictive models and actionable portfolios while keeping a foot in academic innovation.
10 years of coding experience
Bachelor of Science - BS Mathematics and Statistics, Bachelor of Science - BS Mathematics and Statistics at University of MinnesotaMaster's degree Systems Engineering, Master's degree Systems Engineering at University of Pennsylvania
Github Skills (4)
spring2
java2
spring-boot2
spring-security1
Programming languages (1)
Github contributions (5)
lionaJing/springbootdemo
Jun 2019 - Jun 2019
Spring Boot Demo
Contributions:4 commits, 5 pushes, 1 branch in 1 day
spring-bootspring-boot-demospringjavaspring-security
lionaJing/notes
Apr 2018 - Jan 2019
Contributions:54 pushes in 8 months
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