Open to opportunities

Yihan Liao

@yihanliao

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Quantitative finance professional applying ML and analytics to investment strategies.

United States

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What I'm looking for

I seek a quantitative role applying ML and analytics to investment research, risk, or trading, in a collaborative, research-driven team with opportunities to deploy models and grow technical responsibility.

I am a quantitative finance professional with a strong foundation in machine learning, computational finance, and applied analytics. I combine hands-on experience building production-ready models and frameworks with formal graduate training in quantitative and computational finance.

My internships include delivering a scalable beta-modeling framework for a merger-arbitrage strategy and developing risk dashboards and PSI tests at Citibank that automated and improved exposure monitoring. I have built research projects using PyTorch, transformer models, and C++ for option pricing and delta hedging.

I focus on practical, data-driven solutions: from extracting and analyzing large financial datasets via Bloomberg APIs to fine-tuning LLMs for textual analysis of SEC filings and FOMC statements. I prioritize accuracy, reproducibility, and actionable insights that inform trading and risk decisions.

I am collaborative, quick to learn new methodologies, and motivated to apply advanced ML and quantitative techniques to portfolio construction, risk management, and strategy research roles.

Experience

Work history, roles, and key accomplishments

Quantitative Analytics Intern

Capstone Investment Advisors

Jun 2025 - Aug 2025 (2 months)

Delivered a scalable beta modeling framework in Python to assess Merger Arbitrage market dynamics and applied CAPM regressions on Bloomberg-extracted M&A data to estimate pre/post-announcement betas; stress-tested models against historical benchmarks including the COVID-19 shock to inform event-driven exposure decisions.

Python scikit learn Beta Regression Modeling Data Engineering

Risk Management Summer Analyst

Citibank

Jun 2023 - Aug 2023 (2 months)

Developed a Tableau dashboard to monitor Wealth Management default exposure and automated consolidation of 45+ Excel formulas; designed PSI test cases to detect material data shifts and presented findings to senior risk management.

Tableau Excel Data Automation Data Quality Population Stability Index SQL Risk & Analytics Reporting

Investment Research Intern

Lions Financial

Jun 2022 - Aug 2022 (2 months)

Implemented a Python framework to process Booking Holdings' financial statements and performed valuation, profitability, and volatility analyses to identify factors driving performance decline during COVID and long-term resilience.

Python Financial Statement Analysis Valuation Time Series Analysis Pandas Volatility

Education

Degrees, certifications, and relevant coursework

Georgia Institute of Technology, Scheller College of Business

Master of Science, Quantitative and Computational Finance

2024 - 2025

Grade: 3.4/4.0

Master of Science in Quantitative and Computational Finance with coursework in AI in Finance (Python), Computational Finance System Design (C++), Fixed Income Securities, and Derivatives; GPA 3.4/4.0.

University of California, Berkeley

Master of Analytics, Analytics

2023 - 2024

Grade: 3.8/4.0

Master of Analytics with coursework in Analysis and Design of Databases (SQL), Optimization Analytics (Python), and Risk Modeling & Simulation (Python); GPA 3.8/4.0.

University of California, San Diego

Bachelor of Science; Bachelor of Arts, Applied Mathematics & Economics

2019 - 2023

Grade: 3.4/4.0

Completed dual B.S. in Applied Mathematics and B.A. in Economics with coursework in Exploratory Data Analysis (Python), Probability and Statistics, Actuarial Mathematics, and Mathematics of Finance; GPA 3.4/4.0.