Weiye Yang

Weiye Yang is a quantitative analyst currently serving as a Desk Strat at Rothesay since July 2018, specializing in portfolio-level effects including regulatory capital, XVA, and counterparty credit risk. Prior to this role, Weiye was a Graduate Teaching Assistant at Balliol College, University of Oxford from October 2015 to May 2017, where responsibilities involved grading and hosting tutorials in probability and statistics. Additionally, Weiye worked as a Mathematical Consultant at Cambridge Judge Business School in July 2014, focusing on probabilistic urn models, and completed a summer internship at Blackdot Solutions Ltd. in July 2013, developing anomaly detection algorithms. Weiye holds a Doctor of Philosophy in Mathematics from the University of Oxford (2014-2018), a Master of Mathematics from the University of Cambridge (2013-2014), and a Bachelor of Arts in Mathematics from the University of Cambridge (2010-2013).