Summary
Kai Wang is a quantitative researcher with 10 years of experience applying AI and machine learning to generate trading alpha across commodity and financial markets, currently focused on the Chinese A-share market. He combines a strong quantitative pedigree—PhD-level training in theoretical biophysics and a BS in physics—with hands-on engineering in Python, C# and C++, bridging research and production trading systems. His background spans major banks and trading firms (Goldman Sachs, ANZ, Noble Group) and entrepreneurial leadership as co-founder and chief scientist of a stealth startup building deep-learning weather forecasts, gas supply/demand and stochastic control models. Kai’s work uniquely blends stochastic control, reinforcement learning for operational optimization (e.g., LNG routing) and pragmatic quant engineering for CVA/FVA and auto-trading systems, making him adept at turning complex models into deployable trading strategies. Based in Singapore, he brings both institutional risk-modeling experience and startup-driven innovation to quant trading challenges.
10 years of coding experience
4 years of employment as a software developer
University of California, San Diego
BS, Physics, BS, Physics at Peking University
Chinese, English