Summary
Rong Huang is a software engineer and quantitative researcher with a decade of experience applying machine learning and statistical methods to finance. Armed with an MS in Financial Engineering and a BS in Computer Science from NYU, Rong builds and optimizes trading models using Python, C++, R, and ML frameworks like TensorFlow and PyTorch. Past roles include developing spline-interpolated implied volatility surfaces, backtesting pairs-trading strategies that improved simulated returns by 35%, and extracting microstructure signals for trading recommendations. Comfortable moving models from analysis to production, Rong has led API and synthetic-data projects and thrives in collaborative, agile teams. Based in New York, he seeks roles that combine quantitative research and software engineering to turn data-driven insights into deployable trading systems.
10 years of coding experience
Master of Science - MS, Financial Engineering, 3.9, Master of Science - MS, Financial Engineering, 3.9 at New York University
Chinese, English