Summary
Zhengqin Zeng is a quantitative researcher with six years of experience building systematic trading and market‑making strategies across equities, ETFs, ADRs and futures, currently trading at Squarepoint Capital from Berkeley. He has held VP roles at Barclays and JPMorgan where he developed signal generation, stochastic dynamic programming for optimal order placement, and automated market‑making systems informed by market microstructure research. His background blends an MFE from UC Berkeley and an M.A.Sc in Operations Research with early work in interest‑rate modeling and smart‑beta at BlackRock and Scotiabank, giving him a rare mix of theoretical rigor and production trading experience. Known for mid‑frequency statistical arbitrage and auction price/volume prediction models, he brings a data‑driven, implementation‑focused approach that bridges research and execution.
6 years of coding experience
8 years of employment as a software developer
MFE, Master of Financial Engineering, MFE, Master of Financial Engineering at University of California, Berkeley, Haas School of Business
M.A.Sc, Operations Research, M.A.Sc, Operations Research at University of Toronto
Bachelor of Applied Science (B.A.Sc.), Computing Mathematics, 3.98, Bachelor of Applied Science (B.A.Sc.), Computing Mathematics, 3.98 at City University of Hong Kong
Chinese, Chinese, English, French