Summary
Yuke Zhao is an AI engineer in Portland with 10 years of experience applying machine learning and quantitative methods to financial and enterprise data products. With an MS in Mathematics in Finance from NYU and dual undergraduate training in economics and mathematics, he has built systematic investment signals, NLP-driven earnings-transcript workflows, and time-series forecasting models for firms including GIC and Bloomberg. At Bloomberg he shifted from quant research to building AI features for Terminal Search, translating exploratory models into product-facing capabilities. Proficient in Python, MATLAB, R, Java, and SQL, he bridges rigorous mathematical modeling with production engineering. Known for team-oriented problem solving, he brings a research-minded curiosity that often uncovers signal opportunities in unstructured text. His background suggests a particular strength in turning complex financial datasets into scalable, explainable ML-driven decision tools.
10 years of coding experience
2 years of employment as a software developer
University of California, San Diego
Master of Science - MS Mathematics in Finance, Master of Science - MS Mathematics in Finance at New York University
BS in Economics BS in Mathematics, BS in Economics BS in Mathematics at Renmin University of China
English, Chinese