Zhangyi Wang

Zhangyi (Oliver) Wang is a graduate from the Mathematics in Finance program at NYU Courant. Highlights of Oliver’s qualifications: Programming • Python, Java, MySQL, and Stata proficiency • Data mining, financial modeling, and backtesting experience in Python during a quantitative research internship at a private equity firm • Adept at MySQL, and integrating it with Python to design relational databases and corresponding applications Mathematics • Stochastic process and stochastic calculus • Probability and linear algebra • Linear and nonlinear optimization Data Science • Deep learning and neural network • Reinforcement learning • Causal inference • Exploratory data analysis Finance • Asset pricing and portfolio management (Fama-French, Black-Scholes, Mean-Variance Optimization) • Modeling of market risk (VaR, Stressed VaR, ES) and credit risk (CVA) • Algorithmic trading and quantitative strategies