Quant Trader at Clear Street
Greater New York City Area
Societe Generale
Sr. Quantitative Developer, VP
February 2013 to October 2017
New York, New York
Citi
VP, Application Development Specialist, Programming Trading
June 2011 to February 2013
New York
MSC Software Inc
Senior Development Engineer
October 2006 to June 2011
Tenneco Inc
Senior FEA Analyst Engineer
June 2005 to September 2006
University of Michigan
Research Assistant
September 2000 to May 2005
Chinese Academy of Sciences
Research Assistant
September 1997 to September 2000
Clear Street
Quant Trader
BNP Paribas
Quant Trader
February 2018 to May 2020
Greater New York City Area
Work as a FAR(Force d'Action Rapide) developer in EMM(Electronic Market Making) DeskConduct research to predict short term stock returnDesign and implement low latency market making strategies for US, Canada, Brazil equitiesAudit and study production trading data to improve existing strategiesImprove and maintain in house research toolsDeveloped ultra high frequency index arbitrage strategies Work as a FAR(Force d'Action Rapide) developer in EMM(Electronic Market Making) DeskConduct research to predict short term stock returnDesign and implement low latency market making strategies for US, Canada, Brazil equitiesAudit and study production trading data to improve existing strategiesImprove and maintain in house research toolsDeveloped ultra high frequency index arbitrage strategies
What company does Jinzhong Wang work for?
Jinzhong Wang works for Societe Generale
What is Jinzhong Wang's role at Societe Generale?
Jinzhong Wang is Sr. Quantitative Developer, VP
What industry does Jinzhong Wang work in?
Jinzhong Wang works in the Banking industry.
Who are Jinzhong Wang's colleagues?
Jinzhong Wang's colleagues are Giorgio Trabace, Fabio Contrafatto, Federico Carmagnola, Daniele Fava, Emmanuelle Guillerme, Josephine Teo, Erene Ching, yihui wang, Andrea Loke, and Steven Ferguson
📖 Summary
Sr. Quantitative Developer, VP @ Societe Generale Work as a FAR(Force d'Action Rapide) developer in EMM(Electronic Market Making) DeskConduct research to predict short term stock returnDesign and implement low latency market making strategies for US, Canada, Brazil equitiesAudit and study production trading data to improve existing strategiesImprove and maintain in house research toolsDeveloped ultra high frequency index arbitrage strategies From February 2013 to October 2017 (4 years 9 months) New York, New YorkVP, Application Development Specialist, Programming Trading @ Citi Front Office developer supporting programming trade desk.Contributor and supporter of a HFT model for trading guaranteed close customer flow (C++, Template, Boost, HFT, ATD)Work as tech lead for building the service for CITI Post Trade analysis(KDB, SQL Server, C#) Participated in the portfolio optimization research(Mosek, Barra Risk Model, Python)Participated in building in CITI new generation portfolio/ETF Pre Trade analysis program(C#, SQL Server, C#)Designed and implemented an S&P index share change management software for program trading(Python, SQL Server, KDB)Created the SSIS process to generate data for transaction cost analysis from Reuter data(KDB, SQL Server, SSIS, C#) From June 2011 to February 2013 (1 year 9 months) New YorkSenior Development Engineer @ MSC Software Inc Work as a core member in Adams Solver group, the leading commercial dynamics solver based on differential-algebraic equations (DAE) coded in C++( Template, Design Pattern, STL, Multithread, OOP, Cross platform)Derived complex formulation for nonlinear flexible bodies, designed and coded the formulation in Adams Solver(C++, STL, Windows, Linux and Unix, Multithread)Designed, coded and debugged a new compliance solver ( C++, Template, STL) Designed, coded and debugged various CAE utility tools for commercial delivery(C/ C++, Python)Warped a legacy C lib using Swig as a Python module to provide Python scripting supportDesigned and implemented a C interface to transparently( to client) extend the functionality of an legacy libFixed about 160 bugs(~ one bug/week) in Adams software in addition to working on projects Enhanced existing project make file to support parallel and distributed build and testing(Makefile, Perl, Python) From October 2006 to June 2011 (4 years 9 months) Senior FEA Analyst Engineer @ Tenneco Inc Conduct Finite element analysis(FEA) for automobile emission control and exhaust systemDesigned and developed an automated structural analysis platform(Python, Visual Basic , C)Created a process to optimizing the manufacturing process of car catalyst converters From June 2005 to September 2006 (1 year 4 months) Research Assistant @ University of Michigan Conducted research on the algorithm to couple multidisciplinary simulations Designed a XML doc template for storing simulation models( XML, DOM, XPath)Designed and coded a distributed simulation environment(C++, C#, Visual Basic, .Net Remoting/WCF, Matlab) Warped various legacy FORTRAN code to provide C interfaces. From September 2000 to May 2005 (4 years 9 months) Research Assistant @ Chinese Academy of Sciences Took part in the system analysis, design and development of a health information management system( MS SQL Server, Visual Basic, C/C++)Designed and coded an automated proof software for planar geometry in C++ From September 1997 to September 2000 (3 years 1 month) Quant Trader @ Clear Street Quant Trader @ BNP Paribas From February 2018 to May 2020 (2 years 4 months) Greater New York City Area
Introversion (I), Intuition (N), Thinking (T), Judging (J)
3 year(s), 3 month(s)
Unlikely
Likely
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