Tao Yang

Manager, Quantitative Analytics at FINCAD

Tao Yang has a diverse work experience spanning various roles and responsibilities.

Tao most recently worked at FINCAD as a Manager in Quantitative Analytics, starting in April 2022. In this role, they managed a team of quantitative analysts and developers and was responsible for the analytics, infrastructure, and user experience of FINCAD's Python for Derivatives platform.

Prior to this, they held the position of Lead in Quantitative Analytics at FINCAD from October 2021 to April 2022. As a people manager, they oversaw the team's performance and contributed to the development of the Python for Derivatives platform.

Before joining FINCAD, Tao Yang worked as a Senior Quantitative Analyst, starting in April 2021 and ending in October 2021. In this role, they designed curve benchmarks and instrument diagnostics, implemented packages using Python, Plotly, and Sphinx, and automated nightly tasks for report building and hosting.

Their previous experience includes working as a Quantitative Analyst at FINCAD from July 2019 to April 2021. In this role, they contributed to curve building, Ibor transition, and the development of the FINCAD Python SDK. Tao also focused on modeling, valuation, risk reporting, and data visualization.

Prior to their time at FINCAD, Tao Yang worked at Citi as an AVP and Model Validation Senior Analyst from August 2017 to June 2019. In this role, they conducted model validation activities.

Tao also has experience in teaching mathematics at The Ohio State University. Tao served as a Lecturer in Mathematics from August 2015 to August 2017, where they taught college-level mathematics courses and provided real-world examples and applications to enhance student understanding.

Additionally, they worked as a Research Assistant and Teaching Associate in Mathematics at The Ohio State University from June 2008 to May 2015. Their research focused on noncommutative geometry and global analysis, and they taught undergraduate math courses including calculus, linear algebra, ODE, and PDE.

Tao Yang completed their high school education at Hengyang No.8 High School from 2001 to 2004, earning a High School Diploma with a focus on science. Tao then pursued their bachelor's degree in Mathematics at Zhejiang University from 2004 to 2008. After that, they furthered their studies at The Ohio State University, where they obtained their Doctor of Philosophy (Ph.D.) in Mathematics from 2008 to 2015. Additionally, in 2004, Tao had a brief period at Zhejiang University, focusing on physics, although no degree was mentioned for this particular period.

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Previous companies

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Timeline

  • Manager, Quantitative Analytics

    April, 2022 - present

  • Lead, Quantitative Analytics

    October, 2021

  • Senior Quantitative Analyst

    April, 2021

  • Quantitative Analyst

    July, 2019

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