Summary
Yufeng Zhang is a quantitative market risk professional with 8 years’ experience managing complex equity derivatives and prime brokerage exposures across multi‑billion CNY portfolios. Based in Beijing, he combines hands-on pricing model validation and daily Greeks/P&L attribution with risk system engineering—co‑developing the MAP platform that cut stress-test runtimes by 2–4 hours. He has led regulatory delivery as liaison for the HK SFC No.11 (IMA) project and built margin and liquidity templates that shaped counterparty and business capacity decisions. Skilled in Python, VBA and quantitative research, Yufeng holds a Mathematical Finance MS (High Honors), is an FRM and CFA Level III passer, and uniquely bridges front-line trading analytics with production risk FinTech implementation.
8 years of coding experience
1 year of employment as a software developer
Shenzhen Middle School
Bachelor of Science - BS, Mathematics and Applied Mathematics, Bachelor of Science - BS, Mathematics and Applied Mathematics at South China University of Technology
Master's degree, Mathematical Finance (High Honors), Master's degree, Mathematical Finance (High Honors) at Boston University