Summary
Jingyi Huang is an options trader and quantitative analyst with eight years of experience combining financial mathematics and hands-on software development. She holds an MFM from the University of Minnesota and has built and enhanced risk-control and pricing models (including Black’s model, Monte Carlo, finite-difference and binomial tree methods) while acting as a market maker for commodity futures. Comfortable shipping production-grade C#(.NET) applications and automating strategy tests in Python and SQL, she has supported major financial clients and built trading and simulation tools that integrate multithreading and variance reduction techniques. Her background spans credit and loan processing to advanced tail-risk modeling using copulas and extreme-value theory, reflecting a blend of practical trading instincts and rigorous stochastic modeling. Based in the Chicago area, she seeks to apply her risk-modeling, quantitative research, and developer skills in a demanding quantitative finance role.
8 years of coding experience
University of Minnesota Twin Cities
Bachelor of Science - BS, Applied Mathematics, Bachelor of Science - BS, Applied Mathematics at Shenzhen University