Ziyuan Zhang is a quantitative analytics professional with nine years of experience bridging theoretical physics and financial engineering, currently focused on macro FX at Wells Fargo. He holds a PhD in Physics from Washington University in St. Louis and authored multiple publications in theoretical and astrophysics, including a thesis introducing a unified framework for Urca-type weak-interaction models. Prior roles include quantitative strategy work in equity derivatives and research developing numerical modules and a Gaussian Process interpolator for flavor-equilibration (beta code hosted on a NSF-backed GitLab project). Ziyuan combines deep analytic modeling, numerical methods, and practical hedging experience to translate complex scientific techniques into actionable market strategies. Based in New York, he brings a rare blend of academic rigor and hands-on quant execution across research and trading environments.
9 years of coding experience
5 years of employment as a software developer
Bachelor's degree, Physics and Math, 3.8/4.0, Bachelor's degree, Physics and Math, 3.8/4.0 at 美国威斯康星大学麦迪逊分校
Doctor of Philosophy - PhD, Physics, 3.8/4.0, Doctor of Philosophy - PhD, Physics, 3.8/4.0 at Washington University in St. Louis
Contributions:64 commits, 69 pushes, 4 branches in 5 months
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