Weiyang Liu is a quantitative researcher with 11 years of experience blending finance, quantitative modeling and software skills, currently working on factor models at AQUMON. He holds a First Class Honors BSc in Quantitative Finance & Computer Science and a 4.0 MSc in Finance from HKUST, with exchange study in CS at UIUC. His recent roles span equity derivatives structuring, exotic option pricing and backtesting, long-only equity research and ML-driven marketing analyses, showing versatility across research, valuation and production-ready modeling. Comfortable with both theoretical finance and practical implementation, he has hands-on experience preparing ISDA documentation and deploying backtests for trading ideas. A high-achieving problem-solver (top 0.06% in Guangdong Gaokao) who bridges rigorous academic training with applied quant work in Hong Kong’s asset management and structured products space.
11 years of coding experience
High School, Science, Top 0.06% in Gaokao (National Higher Education Entrance Exam) in Guangdong, High School, Science, Top 0.06% in Gaokao (National Higher Education Entrance Exam) in Guangdong at The Affiliated High School of South China Normal University
University of Illinois Urbana-Champaign
Hong Kong University of Science and Technology (HKUST)
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