Yumeng Zhang Frm

Yumeng Zhang, FRM, has a diverse work experience in the finance industry. Most recently, Yumeng worked at AQR Capital Management as a GSS Research Engineer. Prior to that, they served as a Quantitative Modeling Associate at Prudential Financial, where they built and tested an optimization system for asset allocation. Yumeng also implemented an adjusted neural network for PruSmartTrack product.

Yumeng's previous roles include being a Quantitative Fixed Income Researcher at MSCI Inc., a Quantitative Strategy Researcher at Ace Capital, and an Asset Management Quantitative Developer at CICC. During their time at CICC, Yumeng generated quantitative factor analysis, modified B3612 using ANN, and constructed a trading strategy with promising returns.

Additionally, Yumeng worked as a Research Assistant at Harvard Medical School and as a Quantitative Analyst at FuTang Capital. Overall, Yumeng has gained valuable experience in financial quantitative analysis, modeling, optimization, and research throughout their career.

Yumeng Zhang, FRM, has a strong education background in finance and mathematics. YUMENG completed their Master's degree in Finance, specifically in the field of MSCF, from Carnegie Mellon University - Tepper School of Business from 2017 to 2019. Prior to that, Yumeng Zhang attended Renmin University of China from 2013 to 2017, where they earned a Bachelor of Arts in Mathematics and Finance and a Bachelor of Science. During their undergraduate studies, they also had the opportunity to study abroad as an exchange student at Hong Kong University in 2016, focusing on Statistics and Finance.

In addition to their academic achievements, Yumeng Zhang has obtained a certification as a Financial Risk Manager (FRM®) from the GARP FRM Program in March 2018. This certification further enhances their expertise in the field of risk management.