Yiming Zhang

Yiming Zhang

Quantitative Researcher Associate, JP Morgan

Carnegie Mellon University

Who am I?

Like the avatar on the left? I hope that is me!

🤔 However, I am not a laid-back person, and self-actualization means a lot to me. Over time, my motivation to become an expert in my field and positively influence those around me has shaped me tremendously.

What you can find here?

😎 Things about me. That’s why it’s called yimingzhang.me (a digital artist has the .com domain, eyes on him). You can also use yimingzhang.netlify.app as well, which has fewer access issues.

📚 Some Knowledge, posts, and libraries (which I call Libraries) about Quantitative Finance, Investments, and more to be added! I like to be organized and make my projects presentable.

🎮 This site can be a playground for many tough (if not crazy) ideas and experiments. I am not a CS major or a front-end developer of any kind, so this is a true exploration. A recent idea is to add live-streaming here so that people can watch a video synchronously with me (Why don’t you just use Zoom or Skype🌚)?

Experience

 
 
 
 
 
J.P. Morgan
Quantitative Researcher Associate
Feb 2023 – Present New York
  • Asset Backed Credit Default Swap (ABCDS) pricing model
  • Securitization cash flow modeling
  • Vanilla Bond Option Valuation
  • LightGBM for CMBS prepayment modeling
 
 
 
 
 
Carnegie Mellon University
Master of Science in Computational Finance (MSCF)
Aug 2021 – Present New York
  • GPA: 4.03/4.33
  • Statistics: Financial Data Science, Machine Learning, Financial Time Series Analysis
  • Math: Stochastic Calculus, Financial Optimization
  • Programming: Financial Computing (Python, C++), Simulation Methods
  • Finance: Fixed Income, Investments, Options, Macroeconomics, Market Microstructure & Algorithmic Trading, Asset Management
 
 
 
 
 
Morgan Stanley
Analyst
Jun 2019 – Jun 2021 New York
  • Experience includes 3-month Summer Analyst, 1-year Part-time Analyst, and 1-year Full-time Analyst
  • Firm Risk Management Division
 
 
 
 
 
Baruch College, CUNY
Bachelor of Arts in Mathematics
Jul 2018 – Jun 2021 New York
GPA: 4.0/4.0