Wenbo Zhang is an investment researcher with 10 years of quantitative finance experience, currently leading systematic global equity signal research and portfolio construction at QMA in New York. He blends rigorous mathematical modeling and stochastic analysis with practical implementation skills—C++, Python, R—and experience in transaction cost modeling, alternative data, and China A onshore strategies. Prior roles at PGIM, Morgan Stanley and State Street honed his macro and multi-asset research, client advisory and rates/FX valuation expertise. Trained in math, financial engineering and statistics, he is comfortable moving models from Monte Carlo and finite-difference frameworks into production on Linux. Notably, he combines deep option-theory and simulation experience with a hands-on approach to risk exposure analysis and bottom-up stock selection.
10 years of coding experience
5 years of employment as a software developer
Bachelor of Science - BS, Mathematics; Finance, Bachelor of Science - BS, Mathematics; Finance at Wuhan University
Master of Science (MS), Financial Engineering, Master of Science (MS), Financial Engineering at Baruch College
Statistics and Operations Research, Statistics and Operations Research at University of North Carolina at Chapel Hill
Contributions:5 commits, 4 pushes, 1 branch in 6 months
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Wenbo Zhang - Investment Researcher, Systematic Global Equity