Xiao Wang

Xiao Wang is currently a Quantitative Analytics Associate at Mizuho since August 2024. Previously, Xiao held a position as a Quantitative Research Intern at BQuant from February to July 2022, where a Volatility-Timing strategy was developed using Python, enhancing the Sharpe ratio significantly. Earlier experience includes an Equity Research Internship at China Industrial Securities International Financial Group Limited, focusing on the Medical IT industry in China and conducting equity research through financial analysis and valuation methods, as well as maintaining relationships with institutional clients. Additionally, Xiao worked as a Quantitative Investment Intern at Shenwan Hongyuan Securities Co., Ltd., successfully developing machine learning models to predict financial outcomes. Xiao holds a Bachelor of Science in Finance from Zhejiang University of Finance & Economics and is pursuing further education at NYU Tandon School of Engineering from 2022 to 2024.