yuchwang
Quantitative Trading Analyst
Quantitative trading professional focused on live cash-equity execution, market data and trading systems. I execute multi-account A-share orders within price, time and participation mandates; monitor Level-2 liquidity, cash, margin, positions and reconciliation.
Previously, I built Python workflows at GF Securities using CME iron-ore settlement data for daily P&L and exposure monitoring, and researched sector-neutral statistical-arbitrage signals. I also build point-in-time data infrastructure with FastAPI and PyArrow/Parquet, and completed academic BTC/ETH hedging research.
Seeking junior systematic trader, trading quant or digital-assets roles where disciplined electronic execution, market data, research and risk controls can transfer to crypto markets.
Preferred contact: email or LinkedIn.
Previously, I built Python workflows at GF Securities using CME iron-ore settlement data for daily P&L and exposure monitoring, and researched sector-neutral statistical-arbitrage signals. I also build point-in-time data infrastructure with FastAPI and PyArrow/Parquet, and completed academic BTC/ETH hedging research.
Seeking junior systematic trader, trading quant or digital-assets roles where disciplined electronic execution, market data, research and risk controls can transfer to crypto markets.
Preferred contact: email or LinkedIn.
Experience: 1 year
Yearly salary: $62,000
Hourly rate: $30
Nationality: 🇨🇳 China
Residency: ðŸ‡ðŸ‡° Hong Kong
Experience
Trading Assistant - Quantitative Systems
Private Family Investment Office (Confidential) 2026 - 2026
Execute live A-share orders across multiple accounts within mandated price, time and participation constraints; monitor Level-2 liquidity, cash, margin and positions; reconcile orders and fills. Translate desk workflows into requirements and acceptance scenarios for pre-production C#/.NET execution tooling with a senior engineer.
Quantitative Research Intern
GF Securities 2024 - 2024
Built Python workflows over CME iron-ore settlement data from Bloomberg and CME Direct to support daily P&L and exposure monitoring for a commodities desk. Researched a CSI 1000 sector-neutral statistical-arbitrage signal using PCA/K-means taxonomy reconciliation and out-of-sample rank-IC evaluation.
Skills
c-plus-plus
crypto
data-science
docker
finance
machine-learning
python
quantitative
research
sql
trader
analyst
english
chinese-mandarin