Zach Yang is a quantitative risk developer with a decade of experience applying Python, data analytics, and financial engineering to real-world risk problems, currently based in New York and open to relocation. He has progressed from electrical engineering roles into quant finance, earning an MS in Financial Engineering from Stevens Institute and bringing strong cross-disciplinary problem solving to institutional risk teams. At Jefferies he moved from intern to full-time Quantitative Risk Developer, building models and analytics that support front-to-back risk reporting and stress testing. Prior consulting and teaching roles reflect his ability to translate complex risk concepts for stakeholders and junior colleagues. Comfortable across production code and quantitative research, he blends hands-on implementation with a practitioner’s understanding of market and operational constraints. An early career in power systems gives him uncommon perspective on system reliability and large-scale data workflows in finance.
10 years of coding experience
7 years of employment as a software developer
Bachelor's degree, Automation Engineering, Bachelor's degree, Automation Engineering at Northeast Electric Power University
Master of Science - MS, Financial Engineering, 3.72, Master of Science - MS, Financial Engineering, 3.72 at Stevens Institute of Technology
Sample Artemis bot to fill UniswapX orders using on-chain liquidity
Contributions:37 reviews, 70 PRs, 88 pushes in 6 months
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