Summary
Weiming Zhang is a Senior Quantitative Strategist with nine years of cross-domain experience building high-performance trading systems and cloud backends, most recently leading quant work at Jain Global after senior roles at Citadel and One William Street Capital. He combines deep software engineering (Python, Java, C++) and distributed systems expertise with practical quant research in fixed income, credit relative value, and crypto HFT. At Citadel he engineered portfolio analytics, market modeling and regime-aware simulations; at One William Street he developed tools and strategies for CDX/CDS products. Early experience at Microsoft giving him production-grade backend and ML relevance optimization rigor informs his disciplined, scalable approach to financial software. Known for bridging low-latency implementation with sophisticated modeling, he brings both desk-level trading intuition and systems-level engineering discipline to complex market problems.
9 years of coding experience
8 years of employment as a software developer
Bachelor's degree Computer Engineering, Bachelor's degree Computer Engineering at University of Washington
Master’s Degree Computer Science, Master’s Degree Computer Science at Cornell University