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He Jingang
Quantitative Researcher at Balyasny Asset Management L.P.
Professional Background
He Jingang is a highly motivated Financial Mathematics student with a deep passion for machine learning, quantitative strategy, and sports analytics. He has been actively seeking opportunities to leverage his knowledge and skills in these domains as he aims for a career as a quantitative and machine learning researcher. His professional journey has equipped him with valuable experience in supervised learning, statistical hypothesis testing, and numerical methods, including Markov Chain Monte Carlo (MCMC), which has honed his analytical skills and technical proficiency.
Currently, He Jingang serves as a Quantitative Researcher at Balyasny Asset Management L.P., where he is actively involved in research and application of quantitative strategies in financial markets. His tenure in finance began with his role as a Data Engineer at Clear Street and was preceded by key positions, including machine learning roles at quantPort and Jefferies. During his time at Jefferies, he worked as a ML/AI Engineer Summer Intern, where he contributed significantly to various machine learning projects. His varied experience also includes working as a Teaching Assistant at New York University, where he supported the delivery of courses in mathematics and finance, and as a Software Engineer at VoxelCloud.
His robust experience as a Research Assistant at the University of California, Los Angeles, and as a Lab Assistant at Fudan University demonstrates his commitment to academic excellence and research, which complemented his academic studies and practical applications in finance and technological innovations.
Education and Achievements
He Jingang's educational journey has been nothing short of impressive. He is currently pursuing a Master of Science (M.S.) in Mathematics in Finance at New York University, a program renowned for its rigorous curriculum that integrates finance theory with quantitative analysis and advanced mathematics. His studies there enable him to engage deeply with topics related to probabilistic models, financial analytics, and portfolio theory, all critical aspects of quantitative finance.
Prior to this achievement, he pursued studies in Physics and Computational Mathematics at the University of California, Los Angeles, where he gained a solid grounding in mathematical concepts and scientific computing, which further bolstered his analytical thinking. This combination of coursework and practical experience positions him well to understand and navigate complex financial models as well as high-performance computational systems.
Achievements
He Jingang has developed a range of technical skills and proficiencies throughout his academic and professional journey. He is a seasoned coder, proficient in Python, Java, and C++, which are critical programming languages in the fields of machine learning and quantitative analysis. His coding experience allows him to elaborate advanced algorithms and models used in sports analytics and finance. Moreover, his enthusiasm for application in sports analytics reflects his diverse interests and innovative thinking—enabling him to explore intersections between statistical learning and performance analytics in sports.
He actively seeks opportunities for coffee talks and networking engagements to discuss the applications of machine learning in finance and sports, demonstrating his proactive approach to personal and professional growth. He understands the importance of community and collaboration in the field, which can further enhance his knowledge and support his career ambitions.