Xicheng Jiang (Bill)

Quantitative Developer at Security Benefit

Xicheng (Bill) Jiang has a strong background in quantitative finance and risk analysis. In 2019, they worked as a Practicum Student at Washington University Investment Management Company, where they designed a hedging strategy for an equity portfolio using methods such as shorting market indexes and constructing option spreads. Xicheng(Bill) also utilized Python for backtesting and generating future forecasts.

After that, Jiang joined Reinsurance Group of America, Incorporated as a Market Risk Analyst. In this role, they automated attribution reports and internal control processes using VBA and the Bloomberg Excel API. Xicheng(Bill) also conducted research on the long-term target of the US Treasury yield curve and the mean reversion speed of the US 30-year yield.

Currently, Jiang is a Quantitative Developer at Security Benefit. Xicheng(Bill)'sresponsibilities include developing report automation processes using Python for derivatives valuation and maintaining the Python derivatives valuation system. Xicheng(Bill) has implemented changes to the valuation system based on new trade types and model assumptions.

Overall, Jiang's work experience showcases their expertise in quantitative development, risk analysis, and financial research.

Xicheng (Bill) Jiang's education history includes a Master of Science degree in Computer Science from the University of Pennsylvania, which they pursued from 2021 to 2023. Prior to that, they completed a Master of Science degree in Quantitative Finance at Washington University in St. Louis from 2018 to 2019. Xicheng(Bill) obtained a Bachelor's degree in International Finance from the Central University of Finance and Economics from 2014 to 2018, with a specialization at the China Academy of Finance and Development.

Additionally, Bill has obtained various certifications. In 2020, they completed the "Interest Rate Models" course from Coursera. In the same year, they also obtained certifications in the "Mathematics for Machine Learning" specialization, specifically in Linear Algebra, Multivariate Calculus, and PCA. In 2019, they completed several Coursera courses, including "SQL for Data Science," "Applied Data Science with Python Specialization," "Applied Social Network Analysis in Python," "Applied Text Mining in Python," "Guided Tour of Machine Learning in Finance," "Applied Machine Learning in Python," "Applied Plotting, Charting & Data Representation in Python," and "Introduction to Data Science in Python." Bill is also a CFA level 3 candidate, recognized by the CFA Institute since February 2019.

Bill has also participated in a summer program called "Quantitative Methods of Social Research" at the University of Michigan, although the exact start and end years are not specified.

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