Yizhou Wang
Associate at TD Securities | M.S. in Financial Engineering at Baruch College, CUNY
- Role
- Fixed-income Quant at TD Securities
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Yizhou Wang
During my previous internships, I was challenged by multiple tasks including building and…
Experience
Fixed-income Quant
Jan 2023 — Present · New York, NY, US
Enhanced stability of the core low-latency interest-rate derivatives pricing engine, reducing computation time and minimizing production interruptions• Onboarded new curves and new products; streamlined bootstrapping curve‑building workflows to capture market dynamics more swiftly and accurately • Developed new features for the real-time risk estimation and P&L attribution engine, enabling the front office to customize analysis and visualization • Implemented automated PCA on curve dynamics to better understand risk exposures and identify trading opportunities • Refined curve-roll controls to ensure smoother, more predictable transitions, improving stability of pricing and risk metrics
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