Summary
Yizheng He is a seasoned quantitative researcher and engineer with 14 years of experience building portfolio optimization, multi-asset risk models, and production-grade quant systems. He has led analytics engineering and optimization software efforts at BlackRock and now applies that expertise to research-driven strategies at ExodusPoint, blending parallel computing and microservices to scale portfolio construction. His background combines an MS from MIT, dual undergraduate degrees in engineering and finance from UPenn/Wharton, and hands-on research from robotics and trading internships, reflecting rare cross-disciplinary depth. Notably comfortable at the intersection of research and product, he has a track record of turning complex factor models and FX research into reusable APIs and platform offerings.
14 years of coding experience
11 years of employment as a software developer
Bachelor of Science - BS Finance, Bachelor of Science - BS Finance at The Wharton School
Master of Science - MS Engineering and Management, Master of Science - MS Engineering and Management at Massachusetts Institute of Technology
Jerome Fisher M&T Program
Bachelor of Engineering - BE Electrical and Electronics Engineering, Bachelor of Engineering - BE Electrical and Electronics Engineering at University of Pennsylvania
English, Chinese, French