allenfrostline

Yang (Allen) Wang


+1 (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) Groningen, 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

Pottery Leave Chicago, IL

Potter Jul. 2023 — Present


DRW Chicago, IL

Quantitative Researcher Aug. 2022 — Jul. 2023

Quantitative Trading Analyst Mar. 2020 — Jul. 2022

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

ADDITIONAL INFORMATION

Prizes 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).
Coding Python, C/C++, Java, SQL, R, JavaScript, HTML, Stata, Julia, Linux, Git, Swift, LaTeX and Markdown.
Trading Experience with mid- to high-frequency systematic trading in commodities, equities and cryptocurrencies.