Summary
Yichen Wang is a quantitative researcher with eight years of cross-market experience building trading algorithms, risk systems, and financial models for banks, a hedge fund, and fintechs. An NYU Math in Finance graduate, he combines strong mathematical foundations (SDEs, GARCH, Bayesian methods) with hands-on software skills in Python, Java, SQL and AWS to deploy production-ready strategies and analytics. He has implemented market-making and statistical-arbitrage strategies, integrated 20+ crypto exchange APIs and websockets into time-series InfluxDB pipelines, and has experience calibrating high-frequency limit order book models. Comfortable working across front office and risk functions, he blends machine learning, volatility modeling and structured-product know-how to search for alpha while managing portfolio risk. Colleagues would note his ability to translate advanced statistical research into scalable trading infrastructure and actionable signals.
8 years of coding experience
6 years of employment as a software developer
Master's degree, Financial Mathematics, Master's degree, Financial Mathematics at New York University
Bachelor's degree, Mathematics (Honor, magna cum laude, College Financial Aid Recipient), Bachelor's degree, Mathematics (Honor, magna cum laude, College Financial Aid Recipient) at Bryn Mawr College
Bachelor's, MATHEMATICS AND STATISTICS, Bachelor's, MATHEMATICS AND STATISTICS at Haverford College
Selected Finance Coursework: Actuarial Statistics, International Financial Markets, Risk Management, Selected Finance Coursework: Actuarial Statistics, International Financial Markets, Risk Management at University of Pennsylvania - The Wharton School
English, Chinese, Spanish