Zhenyu Jiang
Vice President at BMO Capital Markets
Old Toronto, Ontario, Canada
Summary
👤
Senior🎓
Top SchoolZhenyu Jiang is a Vice President and seasoned rates quant with nine years of experience building and validating fixed-income derivatives models and analytics across major Canadian banks and global markets. He combines deep domain expertise in interest-rate products, curve construction and IBOR transition adjustments with hands-on C++ development, Linux, VBA and SQL skills that have driven measurable improvements in pricing correctness and process efficiency. At BMO and TD he led enhancements to valuation libraries and stochastic risk processes—work that improved mortgage VaR accuracy and supported negative-rate and tree-based pricing frameworks. A CFA Level II passer and FRM Part II candidate with a Master of Finance, he bridges front-office needs and risk management through clear communication and collaborative product delivery. Though now described on GitHub as an applied scientist at Amazon, his career footprint shows a rare mix of quantitative rigor and production-grade engineering in fixed-income markets.
9 years of coding experience
6 years of employment as a software developer
Master’s Degree, Master of Finance, specializing in Financial Risk Management, 7.4/9.0, Master’s Degree, Master of Finance, specializing in Financial Risk Management, 7.4/9.0 at York University - Schulich School of BusinessThe Chinese University of Hong Kong (CUHK)
English, Chinese, Chinese
Stackoverflow
21reputation
14kreached
0answers
1question
Github Skills (134)
python10
deep-learning10
gpu10
gpu-acceleration10
mesh10
robotics10
acceleration10
numpy10
neural-network10
tensor10
tensorflow10
autograd10
machine-learning10
hydra9
convolutional-neural-networks9
Programming languages (8)
Github contributions (5)
UT-Austin-RPL/GIGA
Apr 2021 - Oct 2022
Official PyTorch implementation of Synergies Between Affordance and Geometry: 6-DoF Grasp Detection via Implicit Representations
Contributions:8 commits, 14 pushes, 1 branch in 1 year 7 months
3d-reconstructionaffordancegraspingrobot-learningrobot-manipulation
Steve-Tod/setup-dotfiles
Sep 2021 - Dec 2022
Contributions:8 commits, 23 pushes, 2 branches in 1 year 2 months
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