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Huiyi Wang

Huiyi Wang

FX Analyst

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  • Timeline

  • About me

    Quant @ TMX | MQF, CFA, FRM

  • Education

    • Hangzhou Foreign Language School

      2004 - 2010
      High School

    • University of Toronto

      2010 - 2015
      Bachelor of Science (B.Sc.) Mathematics - Statistics Stream Co-op

      CGPA 3.9/4.0University of Toronto Scholar WinnerHonour List - Graduate With High DistinctionDean's List Honour

    • University of Waterloo

      2016 - 2018
      Master of Quantitative Finance (MQF) Quantitative Methods, Financial Engineering

      Research paper focusing on Bitcoin Pricing & Trading

  • Experience

    • CIBC Capital Markets

      Aug 2012 - Dec 2012
      FX Analyst

      Capital Market Trading FICDFixed income, foreign currency exchangeBI team Business intelligence

    • Caitong Securities Ltd

      Jun 2013 - Aug 2013
      Analyst

    • University of Toronto

      May 2014 - Apr 2015

      TA for Intro to Management, Financial Accounting, Managerial Accounting, Intro to Programming(Python), Intro to Calculus for MGT, Calculus for Bio and Chem, Intro to Linear Algebra, Intro to Stats for Science，Intro to Stats for Math&Stats Data Analysis/ Data Mining with R, Matlab, etc.

      • Teaching Assistant

        Sept 2011 - Apr 2015

      • Data Analyst

        May 2014 - Aug 2014

    • Ontario Teachers' Pension Plan

      Sept 2014 - Jan 2015
      Intern Analyst

      Asset Mix & Risk - Risk ModelingPrivate Holdings Risk Research

    • Scotiabank

      May 2017 - Aug 2017
      Intern Analyst

      Global risk management - market risk measurement - CCR (Counterparty Credit Risk)Focusing on PFE, also support the XVA desk

    • CPP Investment Board

      May 2018 - Apr 2020
      Contract

      Total Portfolio Management department - Portfolio Engineering - Model Development and AnalyticsMay 2018 - December 2018Total Portfolio Management department - Portfolio Design - Quantitative Research January 2019 - March 2020- Focused on factor models, intensive research on new beta factors and new asset classes- Developed algorithm for factor exposure attribution- Heavily involved in the research on EM hard currency- Proposed to improve the structured specific risk model Show less

    • ENJINE

      Apr 2020 - Jan 2024
      Quantitative Researcher/Developer

      Conducts research conducive to increasing the alpha of machine learning driven strategies from the following aspects:- Engineering new features that employ machine learning techniques- Researching dimensionality reduction techniques, to facilitate better signal extraction from features- Implementing novel portfolio optimization algorithms

    • TMX Group

      May 2024 - now
      Senior Specialist (Individual Contributor)

      Model Vetting

  • Licenses & Certifications