Summary
Yicheng Wang is an Assistant Professor and quantitative finance researcher with eight years of experience across academia and industry, combining a PhD focus in quantitative finance with hands-on quantitative trading and risk modeling. Proficient in Python, C++ and SQL, he has built distributed trading platforms, developed market-neutral and crypto trading strategies, and managed end-to-end data pipelines for US and China markets. His background includes roles at universities (HKU, SUSTech, NYU) and quant firms where he translated research into production-ready strategies and systems. Comfortable with agent-based modeling and machine learning, he bridges theoretical research and practical implementation, often working on medium-frequency alpha development and cryptocurrency trading. Based in Shenzhen, he brings both academic rigor and practitioner pragmatism to roles in quantitative research, trading, and fintech.
8 years of coding experience
1 year of employment as a software developer
Bachelor of Science (BS), Bachelor of Science (BS) at University of Washington
Master of Science - MS, Financial engineering, Master of Science - MS, Financial engineering at NYU Tandon School of Engineering
High School, High School at Saint Joseph Central High School
The University of Hong Kong (HKU)
Chinese, English