Summary
Jingying Chen is an analyst and quantitative-minded software architect with six years of experience building data-driven trading and fintech tools. With a Master's in Financial Engineering from NYU and a Data Science BS from Waterloo, she has applied machine learning and deep reinforcement learning to trading strategies, improving backtest performance through neural network architecture and hyperparameter tuning. She has hands-on experience designing macroeconomic monitoring systems, end-to-end data pipelines with SQL and Pandas, Dash visualizations, and CNN-based candlestick price prediction using PyTorch. Jingying also fine-tuned FinBERT for a company scoring model that fuses patents, news, and corporate text—highlighting a rare blend of NLP and quantitative finance. Now based in New York and working at CMB International, she brings both research rigor and product sensibility from prior roles in hedge-tech and fintech startups. Colleagues describe her as an entrepreneurial thinker who translates complex data into actionable trading signals and practical analytics products.
6 years of coding experience
Master's degree, Financial Engineering, Master's degree, Financial Engineering at NYU Tandon School of Engineering
Bachelor of Mathematics, Data science, 3.8, Bachelor of Mathematics, Data science, 3.8 at University of Waterloo