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Look for Full-time positions in quantitative finance
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ouyang-j/README.md

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Hello! I'm Tsing Ouyang 🎓

Python NumPy Pandas SciPy PyTorch R Tidyverse GLPK TensorFlow Keras LaTeX Jupyter Notebook GitHub Actions

I am completing the summer internship in System Performance and Analytics at Healthcare of Ontario Pension Plan (HOOPP) in Toronto, Ontario.

I am currently pursuing my Master of Science in Computational Finance and Risk Management at the Department of Applied Mathematics of University of Washington. I hold an Honours Bachelor of Mathematics with double major in Financial Analysis and Risk Management (Professional Risk Management Specialization) and Statistics from The Department of Statistics and Actuarial Science at University of Waterloo. I am also an alumnus of The University of Winnipeg Collegiate (UWC) and Mingde High School (明德中学) in Changsha, Hunan, China.

I'm currently a member of CFA Society Seattle and an FRM Part I passer, actively pursuing the dual-charter path.

Previously, I interned at Athene, Aon, Liberty and Infore Capital though different aspects of finance area. I was also a food distribution volunteer at Harvest Manitoba.

📓 What my passions and interest are:

  • Quantitative Finance: Modeling derivatives and portfolio risk through the lens of stochastic calculus and rigorous mathematical frameworks
  • Algorithmic Trading: Designing and backtesting automated trading systems, with a current focus on applying classic investment strategies to the cryptocurrency market
  • Computational Modeling: Developing end-to-end financial tools and optimization engines from the ground up using Python and R
  • Machine & Deep Learning: Leveraging neural networks and predictive modeling to decode complex, non-linear patterns in data

🚀 What I'm up to:

  • 🔭 Working as an intern to get hands-on experience in quantitative risk analytics and investment reporting
  • 📈 Implementing AI agent deployment for robust model development and validation workflows
  • 💼 Actively looking for full-time positions in Quantitative Finance, Risk Analytics, and Model Development/Validation

📫 Connect with me:

Linkedin LinkedIn   GitHub GitHub   Resume   Email   UW Email   UWaterloo Email   +1 (206) 892-8270

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  1. Bitcoin-Price-Prediction-Using-N-BEATS Bitcoin-Price-Prediction-Using-N-BEATS Public

    An implementation of the N-BEATS (Neural Basis Expansion Analysis Time Series) for Interpretable trend and seasonality to forecast Bitcoin prices, demonstrating how block-based residual decompositi…

    Jupyter Notebook 4

  2. Asset-Allocation-and-Portfolio-Optimization Asset-Allocation-and-Portfolio-Optimization Public

    Multi-stage stochastic asset allocation model for a $100M foundation using R. Implemented recursive optimization and piecewise utility functions to manage 10-year wealth trajectories

    R 2

  3. Pension-Asset-Liability-Management-Optimization Pension-Asset-Liability-Management-Optimization Public

    an optimal fixed-income portfolio to immunize $9.3B in inflation-indexed pension liabilities over an 80-quarter horizon. Implemented Linear Programming in R to minimize cost while managing credit s…

    R 1

  4. Black-Scholes-Option-Pricing Black-Scholes-Option-Pricing Public

    A Python-based quantitative finance tool for pricing European options and calculating first and second-order Greeks. Features vectorized NumPy computations and comprehensive risk dashboards for der…

    Python 1

  5. NovelReader NovelReader Public

    Android-based e-reader developed in Java. Features a custom keyword search engine utilizing Binary Search Tree (BST) algorithms for optimized O(log n) performance

    Java 1