allenfrostline

Yang (Allen) Wang


Apt S2514, 5035 S East End Ave Chicago 60615 | 773-664-4413 | [email protected] | allenfrostline.com

Education

THE UNIVERSITY OF CHICAGO Chicago, IL

M.S. Financial Mathematics Sep. 2018 — Dec. 2019


THE UNIVERSITY OF GRONINGEN (RUG) Gronigning, Netherlands

B.S. Econometrics and Operations Research Sep. 2016 — Jun. 2018


FUDAN UNIVERSITY Shanghai, China

B.A. Mathematical Economics Sep. 2014 — Jun. 2018

Professional Experience

DRW Chicago, IL

Quantitative Trading Analyst Intern Jun. 2019 — Aug. 2019


ABATEMENT CAPITAL San Francisco, CA

Project Lab Researcher Apr. 2019 — Jun. 2019


BELVEDERE TRADING Chicago, IL

Project Lab Researcher Oct. 2018 – Mar. 2019


DEUTSCHE BANK Hong Kong, China

Summer Research Assistant Jul. 2017 – Aug. 2017

Research Experience

THE UNIVERSITY OF GRONINGEN Groningen, Netherlands

Optimal Order Execution Mar. 2018 – Sep. 2018


Inventory Optimization by Reinforcement Learning (RL) Mar. 2017 – Jun. 2018


CHEUNG KONG GRADUATE SCHOOL OF BUSINESS Beijing, China

Algorithmic Trading Strategies in China Nov. 2017 – Dec. 2017

Additional Information

Achievements WorldQuant Spring Alphathon, Top 6 (2017); RiceQuant Sim-trading Challenge, Top 10 (2016); Chinese Mathematics Competition (CMC), National 2nd Prize (2015); Chinese Mathematical Olympiad in Senior (CMOS), National 2nd Prize (2013); Chinese Physics Olympiad in Senior (CPhOS), National 2nd Prize (2013).
Computing Proficient in Python, R, C++, Stata, Git, LaTeX and Markdown. Experience with SQL, Julia, HTML and Linux.
Language English (fluent), Mandarin (native), Japanese and Deutsch (elementary).