Yanzhong(Eric) Huang

  • Current Master of Quantitative Finance at Rutgers Business School
  • Master’s degree in Banking and Finance from Monash University
  • three years of experience as a quantitative analyst and developer in the Fund of Funds (FoF) industry in China

Contact me:
Email: [email protected]
Github: https://github.com/bagelquant
Linkedin: https://www.linkedin.com/in/eric-huang-506185181/
X: https://x.com/EricYanzhongH

Education

RUTGERS, THE STATE UNIVERSITY OF NEW JERSEY

Rutgers Business School, Newark, NJ - May 2026
Master of Quantitative Finance

MONASH UNIVERSITY

Melbourne, Australia - Jan 2021
Master of Banking and Finance

CAPITAL UNIVERSITY OF ECONOMICS AND BUSINESS

Beijing, China - Jun 2018
Bachelor of Business Administration with a major in Accounting

Experience

Sincere Digits Co., Ltd- Beijing, China

Quantitative Developer, 2022 - 2024

  • led development of Python-based backend APIs for the fund evaluation website at https://quant.sincere-dg.com as 4member backend team leader, covering fund risk-adjusted return analysis, portfolio stimulation, portfolio optimization.
  • Constructed an event-driven backtesting system allows clients to test fund portfolios and offers strategies based on signal generation. It also supports single-factor evaluation, contributing 15 active risk factors since its completion.
  • Built portfolio risk evaluation APIs, including VaR, factor analysis, expected shortfall, and maximum drawdown.created a risk management interface to generate reports then automatically sent to 162 customers.
  • Collaborated with the marketing team to oversee a series of internal seminars on the principles of the Multi-Factor Model. Enhanced the sales team’s marketing materials for four marketing events and eight internal panels.

HongChou Investment Co., Beijing, China

Quant Analyst, 2021 - 2022

  • Devised algorithms to screen all private secondary market funds in China. Used risk metrics to conduct a negative screen. Selected top 300 funds based on a comprehensive score combines several risk-adjusted returns
  • Conducted due diligence on 100+ private quantitative funds, reporting on investment strategies, portfolio managers’ backgrounds, company governance policies, asset allocation, and other key fund information
  • Provided comprehensive analysis report to support asset allocation, portfolio optimization, and fund pool management decisions, assisted the investment committee in constructing a pool of 50 investment-ready funds
  • Maintained 6 fund indexes, each index including top private funds with same strategy categories. It supported Macro analysis team, asset allocation team, and marketing team
  • Constructed quantitative solutions for asset allocation using a rolling mean-variance optimization to establish the asset allocation boundary based on customer utility preferences curve.
  • Developed a Microsoft Excel VBA-based program to manage all outstanding funds. The program automatically fetches data provided by brokers and visualizes key information.

Skills

  • Programming: Python (scikit-learn, Tensorflow, Keras, PyTorch, tkinter, PySide/PyQT), C++, R, SQL, VBA, Linux, Lua
  • Other: MySQL, PostgreSQL, SQLite, Git, GitHub, Vim, PyCharm, MS Office, Latex
  • Knowledge Areas: Multi-factor Models, Portfolio Optimization, Machine Learning, Web Scraping, Data Analysis