• In-depth knowledge of Financial Instruments and Asset Pricing Models, i.e Black-Scholes, Binomial Tree, Risk Neutral Pricing, CAPM. • Solid background in Stochastic Calculus, Partial Differential Equation (PDE), Statistics, Probability and Time Series. • Extensive experience in numerical computing and analysis using Python in Unix/Linux environment. Proficiency with C++, R, MATLAB and Monte Carlo Simulation. • Demonstrated independent research ability and presentation skills (17 peer-reviewed journal publications including Science, PNAS, Nature Commun., PRL, etc with 800+ citations; 12 presentations in International Conference).

Financial Engineer @ Securitized Products (ABS, CMBS, RMBS, CDO), Structured Finance Models Credit Rating From June 2015 to Present (7 months) Greater New York City AreaSenior - Quantitative Advisory Services @ Financial Time Series factor Models From August 2014 to June 2015 (11 months) Greater New York City AreaProject Lab Researcher @ Developed and implemented efficient intraday delta hedging strategy based on market-microstructure. From April 2014 to June 2014 (3 months) Greater Chicago AreaQuantitative Analyst Intern @ Implied volatility prediction using Machine Learning. From January 2014 to March 2014 (3 months) Greater Chicago AreaPostdoctoral Research Associate @ Performed numerical simulations, data acquisition and analysis on Linux clusters to discover desirable materials for future photovoltaic applications. From July 2012 to July 2013 (1 year 1 month) Richland/Kennewick/Pasco, Washington Area

Master of Science (MS), Financial Mathematics @ The University of ChicagoPhD, Computational Physics @ University of Nebraska-LincolnBS, Physics @ Wuhan University Yong Wang is skilled in: Numerical Analysis, Mathematical Modeling, Fortran, C++, Python, Matlab, Linux, Quantitative Finance, Algorithms, Statistics, Option Pricing, Risk Management, Fixed Income, R, Monte Carlo Simulation