Wei Peng - Quantitative Analyst

Wei Peng

Quantitative Analyst

Virginia, United States

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Summary

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Senior

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Top School

Wei Peng is a quantitative analyst with nine years of experience applying advanced statistics and time-series methods to energy markets and biomedical screening. Currently at Tios Capital, he develops energy price forecasts and trading strategies for day-ahead power markets and ICE financial contracts. His background includes data science work on non-invasive prenatal screening and a PhD in Statistics from the University of Pittsburgh (3.99/4.0), reflecting deep probabilistic and computational expertise. He has taught and consulted across a wide range of applied statistics courses, bringing clarity to complex models for students and stakeholders. Comfortable bridging research and production, Wei combines rigorous academic training with practical strategy design for high-stakes markets. A detail-oriented thinker, he leverages cross-disciplinary coursework (including stochastic calculus and NLP algorithms at Carnegie Mellon) to find non-obvious edges in data-driven trading and screening problems.

9 years of coding experience

1 year of employment as a software developer

Bachelor of Science - BS, Mathematics, Bachelor of Science - BS, Mathematics at Nanjing University

Beijing International Center for Mathematical Research (BICMR), Mathematics (Enhanced Program for Graduate Study), Beijing International Center for Mathematical Research (BICMR), Mathematics (Enhanced Program for Graduate Study) at Peking University

Cross Registration, 21880-Stochastic Calculus, 11711-Algorithms for NLP, 4.0/4.0, Cross Registration, 21880-Stochastic Calculus, 11711-Algorithms for NLP, 4.0/4.0 at Carnegie Mellon University

Doctor of Philosophy (PhD), Statistics, 3.99/4.0, Doctor of Philosophy (PhD), Statistics, 3.99/4.0 at University of Pittsburgh

Github Skills (23)

python10

machine-learning10

deep-learning10

tensorflow10

data-science9

ml9

deep-neural-networks9

neural-network9

pytorch8

jax5

weighted5

representation-learning5

self-attention4

natural-language-processing3

pooling3

Programming languages (2)

C++Python

Github contributions (5)

pemywei/basic-encoder-decoder

Jun 2017 - Jan 2023

Contributions:1792 commits, 1703 pushes, 1 branch in 5 years 7 months

pemywei/pemywei.github.io

Jun 2020 - Jul 2024

Contributions:60 pushes, 1 branch in 4 years 1 month

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