Yirun Wang

WORK HISTORY

EDUCATION

ABOUT YIRUN WANG

I am an MS in Computational Finance Student at Carnegie Mellon class of 2025 and a UW-Madison alumni double majoring in Mathematics and Statistics. Having a strong passion for computer programming, mathematics, finance, and statistics, I can use various programming skills including Python, C++, and R to build quantitative models and conduct statistical analysis. I am also an active trader in the US equity markets.Experienced Quant practitioner with a track record of successful launches, including: Modeled and priced American and European options by implementing Black-Scholes formula, Binomial Tree, and Monte Carlo Simulation in Python and Excel Programmed machine learning algorithms by implementing XGBoost, random forest, gradient boosting, and logistic regression techniques to acquire decision-making mechanisms for banks to predict credit card default outcomes and executed Bayesian hyperparameter tuning Employed HTCondor to perform data computation and analysis for a large dataset which is more than 10 gigabytesSpecialties: Option Pricing, Machine Learning, Large Dataset Computing, and Analysis, Stochastic Modeling, OOPIf you are looking to hire a Summer \'24 quant trader & quant strategist & quant research intern on both the buy-side and sell-side who is strong in coding and creative ideas and passionate about the global capital markets, feel free to directly message me or email me at y•••••••@andrew.cmu.edu.