Tianhao Zhao
About Tianhao Zhao
Tianhao Zhao is a Quantitative Risk Modeler at UBS, where he has worked since 2020. He holds a Master of Science in Financial Engineering from the University of Illinois Urbana-Champaign and has experience in quantitative modeling and data analysis.
Work at UBS
Tianhao Zhao has been employed at UBS as a Quantitative Risk Modeler since 2020. He works in Weehawken, New Jersey, United States, where he applies his expertise in quantitative risk modeling. His role involves analyzing financial data and developing models to assess risk, contributing to the firm's risk management strategies.
Education and Expertise
Tianhao Zhao holds a Bachelor of Science in Engineering Mechanics from the University of Illinois Urbana-Champaign, where he studied from 2015 to 2018. He also earned a Master of Science in Financial Engineering from the same institution in 2019. Additionally, he studied Mechanical Engineering at Penn State University for one year. His educational background equips him with a strong foundation in both engineering and finance.
Background
Before joining UBS, Tianhao Zhao gained practical experience through various internships. He worked as a Mechanical Engineer Intern at Sany America in 2017 and at Delphi in 2015. He also served as a Quantitative Risk Practicum Student at CME Group in 2019. His experience includes conducting independent research at the Bio-inspired Adaptive Morphology Laboratory at the University of Illinois Urbana-Champaign.
Quantitative Modeling Achievements
Tianhao Zhao developed a quantitative model using XGBoost with GridSearchCV, achieving an Information Coefficient (IC) of 0.85 and an Information Ratio (IR) of 1.14. He performed back-testing of features' ICIR and average percentage return on a back-testing platform, identifying efficient features for stock selection. His work involved feature selection and data cleaning on a dataset containing 57 features and daily return data of 3659 stocks over a five-year period.