ZHANGYI (OLIVER) WANG
EDUCATION
Expected 12/23 NEW YORK UNIVERSITY New York, NY
The Courant Institute of Mathematical Sciences
M.S. in Mathematics in Finance
● Coursework: object-oriented programming (Java), financial modeling, risk management,
algorithmic trading, stochastic processes, Fama-French, Black-Scholes
08/18 - 05/22 NEW YORK UNIVERSITY SHANGHAI Shanghai, China
B.S. in Data Science, B.A. in Economics
● Coursework: deep learning, regression, causal inference, optimization, databases, linear algebra,
multivariable calculus, probability and statistics
● Honors/Awards: Dean’s List for Academic Year 2020, 2021; NYU Shanghai Excellence Award;
Magna Cum Laude
EXPERIENCE
05/23 - 08/23 HERMES CAPITAL ADVISORS New York, NY
Quantitative Research Intern (Python, Linux)
● Constructed pipelines for capturing and preprocessing real-time millisecond order book depth,
book diff, and aggregate trade data for crypto instruments using websocket and exchange APIs
● Examined ensemble methods based on deep reinforcement learning agents such as A2C, PPO,
and RainbowDQN for medium-frequency crypto trading
● Updated environment for reinforcement learning with larger action spaces and trade matching
mechanism for sending limited orders, reducing transaction costs by 0.2%
06/22 - 08/22 TURING FUND MANAGEMENT Shanghai, China
Quantitative Research Intern (Python)
● Replicated and examined different versions of AlphaNet (factor mining network) with Keras
● Conducted single-factor IC testing and multi-layer testing using the latest daily trading data
● Adjusted inner operators and layers of AlphaNet and improved rank IC by 1%
07/21 - 08/21 INSTITUTE OF INTELLIGENT COMPUTING TECHNOLOGY, CAS Suzhou, China
Financial Data Mining and Analysis Intern (Python, Stata)
● Collected sector index data and examined potential sector linkage and rotation patterns using
Apriori algorithm for over 120 industries from 2014 to 2021
● Labeled data, extracted, and categorized information contained in financial news and reports for
sentiment analysis; contributed to the development of industry mapping knowledge domain
PROJECTS
02/22 - 05/22 NEW YORK UNIVERSITY SHANGHAI Shanghai, China
Momentum Strategy with Deep Reinforcement Learning in Chinese Stock Market (Python)
● Implemented risk-adjusted momentum strategies using DDPG model, based on first open-source
DRL framework, FinRL
● Conducted backtesting for automatic trading with SSE 50 constituent stock portfolio
10/21 - 12/21 NEW YORK UNIVERSITY SHANGHAI Shanghai, China
Online Air Ticket Reservation System (Python, MySQL, HTML)
● Constructed online air ticket reservation system enabling customers, booking agents, and staff to
finish various tasks including viewing public info and buying tickets using Python and MySQL
● Designed web-based application for system, using Flask framework and HTML
COMPUTATIONAL SKILLS / OTHER
Programming Languages: Python, Java, Linux, MySQL, Stata, Javascript
Languages: English (fluent); Mandarin (native)
