Zhiyu Zhang

Quantitative consultant

Zhiyu has studied Biomedical Engineering and Electrical Engineering in Bachelor of Science program at Washington University in St. Louis, Missouri USA. She continued to pursue studies at master level in Biomedical Engineering (Massachusetts, USA) and Computational Science (joint UvA and VU). Before joining Probability & Partners, Zhiyu has worked for Shanghai Science & Technology VC Group.

Zhiyu has developed extensive problem-solving skills during engineering studies and worked with many programming languages such as MATLAB and Python. In MSc Computational Science program, she followed the track Computational Finance. Zhiyu has in-depth knowledge on option pricing, such as Black-Scholes model and Heston model, in addition to hand-on experience in Monte-Carlo simulation.

While at Vrije University, Zhiyu took courses in Quantitative Risk Management and gained experience on VaR and ES, as well as GARCH model. Besides market risk, she also used machine learning models to evaluate credit risks associated with home loan.

At Probability & Partners, Zhiyu has been working on her thesis regarding corporate bond investment. She explored the value of news sentiment and ESG and implemented trading strategies to demonstrate their economic significance.

Zhiyu enjoys solving complex problems and presenting results in an audience-friendly manner. She has a strong technical background in mathematics and programming. Zhiyu is a good team player who can work with teams from diversified backgrounds.