Wenhao Yang is a financial data analyst with six years of experience combining quantitative modeling and market research to inform energy and investment decisions. With an MS in Financial Risk Management from UConn, he builds and back-tests VaR, GARCH, filtered historical simulation, and Monte Carlo models using Python, R, SQL, and Excel to quantify portfolio risk and forecast energy prices. At Tommy Energy Solution he translates market data into actionable trade and investment timing recommendations, and has hands-on experience analyzing corporate financials and stress-testing strategies. He pairs statistical rigor—hypothesis testing, regression, time-series analysis—with clear communication and presentation skills to make complex results accessible to stakeholders. Colleagues describe him as a persistent problem-solver who continuously learns new techniques to improve model performance.
6 years of coding experience
Master of Science - MS, financial risk management, Master of Science - MS, financial risk management at University of Connecticut
Bachelor's degree, business administration, Bachelor's degree, business administration at University of Central Oklahoma
Contributions:36 commits, 11 PRs, 27 pushes in 1 year
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