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Zhang Naifu

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About Me

Machine learning and CS graduate student.

Maths and statistics hobbyist. Dilettante in hardware and systems engineering.

I work in quantitative finance.

Experience

Squarepoint

Quantitative Analyst

Barclays Investment Bank

Analyst, Macro Structuring

Developed python and padla (in-house language) scripts to price, risk and backtest exotic, path-dependent option strategies.

Applied quantitative methods and conducted statistical and econometrical analysis to address business needs of clients, e.g. making inference and uncovering relationship between CMS spread and FX forward points.

Structured derivative strategies in the FX and Fixed Income asset classes as investment or hedging solutions for corporates, fintech, pension funds and asset managers.

Singapore Armed Forces

Second Sergeant

Education

Tsinghua University

August 2018 - August 2020

MSc in Computer Science

Emphasis on machine learning and control.

Courses include:

Beijing Scholarship 2019 - awarded to 3 out of ~30 students in the class.

University of Cambridge

October 2013 - June 2016

BA in Economics

Focus on econometrics, theory and analysis.

Elective courses include:

Final year dissertation applies the theory of Markov-switching GARCH model on USDCNH option volatility.

St Edmund’s Tutorial Prize 2014 & 2015.

Projects

Locally Enforced Optimal Control (LEOC)

There have been attempts in reinforcement learning to exploit a priori knowledge about the structure of the system. We propose a hybrid RL controller which dynamically interpolates a model-based linear controller and an arbitrary differentiable policy. The linear controller is designed based on local linearised model knowledge, and stabilizes the system about a target state. Learning has been done on both model-based (PILCO) and model-free (DDPG) frameworks. The overall hybrid controller is proven to maintain the desirable properties of both the linear and arbitrary non-linear policies.

View Paper PMLR Volume 144          View Project Code

MQA: Answering Questions via Robotic Manipulation

We propose a novel task of Manipulation Question Answering (MQA), where the robot is required to find the answer to the question by actively interacting with the environment via manipulation. Considering the tabletop scenario, a heatmap of the scene is generated to facilitate the robot to have a semantic understanding of the scene and an imitation learning approach with semantic understanding metric is used to generate manipulation actions. Extensive experiments have been conducted to validate the effectiveness of the proposed framework.

View Paper on arxiv          View Project Code

Raft Protocol Implementation

A distributed key/value service based on the Raft protocol is implemented in Golang as part of MIT 6.824/THU Distributed Systems course work.

View Project Code

Property Guru scraper

This is a tool to subvert real estate agents' incessant refreshing of their old property listings to make them look new. The scraper filters out old listings from relevant searchers, and extracts the genuine new listings.

         View Project Code

Skills

Get in Touch

Email: naifuzhang at gmail dot com

Alternative email: nz248 at cantab dot net