Summary
Yuhan Zhang is a fixed-income quantitative researcher and algorithmic trader with over a decade of experience focused on interest rates products, including automated market-making, hedging, and relative-value strategies. He held senior roles at Two Sigma and Morgan Stanley and brings a rare combination of Ph.D.-level operations research training and practical trading execution. Series 7 and 63 certified, he bridges rigorous stochastic optimization and real-world trading constraints to build robust, production-ready strategies. Based in New York, he now operates under a non-compete while continuing to apply quantitative rigor to complex rate markets. An often-overlooked strength is his early work integrating supply-chain and revenue-management models, which informs a systems-oriented approach to risk and portfolio construction.
12 years of coding experience
17 years of employment as a software developer
B.S., Mathematics, B.S., Mathematics at Peking University
University of Illinois Urbana-Champaign