Summary
Nan Tang is a CFA-chartered quantitative finance professional with eight years’ experience blending fundamental credit analysis and data science across structured credit, corporate credit, and alternative investments. She has built rating methodologies and cash-flow models at Moody’s, applied machine learning for default probability and statistical-arbitrage strategies, and recently moved into equity data work at Bloomberg. Comfortable across US, EMEA and APAC markets, she combines an MS in Data Science (Columbia) and a BS in Statistics (UW) to translate complex capital-structure dynamics into actionable valuation and risk insights. Currently relocating to Hong Kong, she is seeking roles in credit, asset management, or quantitative research where her hybrid fundamental-quant approach and hands‑on model calibration experience can drive investment decisions. An early adopter of fintech topics, she has also explored private credit, stablecoins and Web3 within her quantitative research remit.
8 years of coding experience
2 years of employment as a software developer
Bachelor of Science - BS, Major in Statistics, Data Science; Minors in Mathematics, Applied Mathematics, Bachelor of Science - BS, Major in Statistics, Data Science; Minors in Mathematics, Applied Mathematics at University of Washington
Master of Science - MS, Data Science, Master of Science - MS, Data Science at Columbia University
Chinese, English, Japanese