Zheng Gao
Research Engineer at Balyasny Asset Management L.P.
Stony Brook, New York, United States
Summary
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Senior🎓
Top SchoolZheng Gao is a research engineer with 11 years of quantitative and software engineering experience, currently productionizing research at Balyasny Asset Management. He brings deep expertise in derivative pricing, counterparty credit and market risk analytics from senior roles at Citi and product development of multi-asset risk models at Axioma. Trained to PhD level in computational and applied mathematics, he combines strong math and computational methods with production-grade C++/C#/MATLAB skills and parallel computing (MPI, OpenMP, CUDA) to deliver high-performance analytics. Comfortable across Python and Linux environments, he has a track record of turning PDE-based models and research prototypes into scalable tools for trading and risk. Less obvious: his background in scientific computing at Brookhaven demonstrates a long-standing ability to optimize complex simulations for parallel architectures, which he now applies to financial engineering.
11 years of coding experience
3 years of employment as a software developer
Master of Arts (MA) Computational Mathematics, Master of Arts (MA) Computational Mathematics at Harbin Institute of TechnologyDoctor of Philosophy (PhD) Computational and Applied Mathematics, Doctor of Philosophy (PhD) Computational and Applied Mathematics at Stony Brook University
English, Chinese
Github Skills (7)
fabric9
minecraft9
collision8
folding7
collision-detection7
surface6
backup1
Programming languages (1)
Github contributions (5)
antdvid/Collision
Dec 2015 - Jun 2018
Collision detection and handling for fabric and rigid body
Contributions:50 commits, 7 PRs, 52 pushes in 2 years 7 months
minecraftfabricbodycollision-detectionhandling
antdvid/folding
Apr 2016 - Apr 2017
Contributions:40 commits, 5 PRs, 37 pushes in 11 months
surfacefolding
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