Chang Ying, Frm
About Chang Ying, Frm
Chang Ying is a Quantitative Developer at Two Sigma, with extensive experience in quantitative finance and analytics. He has worked at notable firms including Qontigo and New York Community Bancorp, and holds a Master's Degree in Quantitative Finance from Rutgers University.
Current Role at Two Sigma
Chang Ying currently works at Two Sigma as a Quantitative Developer. This role has been held since 2021, and it is based in New York, United States. In this position, Chang applies advanced quantitative techniques to develop models and tools that enhance the firm's trading strategies and risk management processes.
Previous Experience at Qontigo
Prior to joining Two Sigma, Chang Ying held multiple positions at Qontigo. From 2020 to 2021, he worked as a Quantitative Pricing Analytics Associate for one year in the Greater New York City Area. He then transitioned to the role of Associate Principal in Quantitative Pricing Analytics for a six-month period in 2021, located in Great Neck, New York.
Educational Background in Quantitative Finance
Chang Ying earned a Master’s Degree in Quantitative Finance from Rutgers University, where he studied from 2016 to 2017. He also holds a Bachelor’s Degree in Finance from Huazhong University of Science and Technology, which he completed from 2012 to 2016. This educational foundation supports his expertise in quantitative analysis and financial modeling.
Skills and Expertise in Quantitative Analysis
Chang possesses advanced skills in numerical modeling and quantitative research. He is proficient in various programming languages and tools, including C++, C#, Python, Git, SAS, R, MATLAB, SQL, and VBA. His specialization includes derivative pricing, fixed income analysis, and he has a strong background in data analysis and machine learning.
Experience in Model Risk Management
Before his tenure at Qontigo, Chang Ying worked at New York Community Bancorp, Inc. (NYCB) as a Model Risk Management Validation Analyst from 2017 to 2018. He also served as a Quantitative Pricing and Risk Analytics Analyst at Axioma Inc. (now part of Qontigo) from 2018 to 2020. These roles contributed to his expertise in credit and market risk management.