I work at the intersection of quantitative research, trading systems, and AI infrastructure. I received my MSc in Complex Systems Modelling from the Department of Mathematics at King's College London, following undergraduate studies in mathematics at the University of Reading and NUIST.
My background in mathematics and complex systems shapes how I think about uncertainty, feedback, and decision-making. I am interested in the complete path from a research question to a working system: data, modelling, evaluation, implementation, and review.
I am currently a management trainee at Ping An Bank's Shenzhen Branch. Alongside my work, I develop quantitative research tools and AI-native software, and contribute fixes and tests to open-source projects.
I welcome conversations about quantitative research, AI engineering, research collaboration, and PhD opportunities.
Jul 2025 – Present
Management Trainee
Rotations across corporate finance, retail finance, and operations. Work includes company and industry research, business material preparation, data verification, and cross-team coordination.
2022 – 2024
MSc Complex Systems Modelling
Department of Mathematics. Mathematical modelling, statistical analysis, and complex systems.
2018 – 2022
BSc Mathematics and Applied Mathematics
Undergraduate training in mathematics and analytical problem-solving.
Research and engineering
Quantitative Research
A structured review of 166 submitted Alpha studies from my 2024 WorldQuant IQC and MAPC research. The work spans price-volume, fundamental, news, and sentiment data, combining time-series transformations, cross-sectional ranking, neutralization, and conditional trading.
Focus: Understanding the economic hypothesis, data dependencies, turnover, robustness, and failure modes of each study. Historical platform results are not independently reproduced or live-trading performance.
AI Agents & Research Tools
A DeepSeek Harness plugin for agent-native quantitative research workflows. It brings quantitative tasks into a tool-based engineering workflow with explicit scope and review boundaries.
Focus: Connecting research intent to usable tools, repeatable analysis, and inspectable outputs.
Fixed Income & Risk
An interactive fixed-income research laboratory for exploring duration, convexity, DV01, and yield-curve behaviour.
Focus: Making the relationship between bond pricing, rate changes, and risk sensitivities easier to inspect and explain.
Full-Stack Systems
A full-stack web platform built with React, TypeScript, Hono, Cloudflare Workers, and D1. It connects learning and project records with test and deployment evidence.
Focus: Typed APIs, validation, persistence, automated tests, and the full path from implementation to deployment.
Selected merged contributions
Surface token-limit truncation and fail on empty truncated responses, making an otherwise ambiguous failure explicit.
Merged PR #3607Remove redundant fixed waits from Coinbase request tests.
Merged PR #4637Exclude archived Wiki pages from active statistics queries so reported counts reflect active content.
Merged PR #2549I enjoy discussing research questions, building useful tools, and learning from people working on related problems. Please get in touch for research, engineering, or collaboration conversations.
pengpengyi92@gmail.comBased in Shenzhen, China.