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Wenxuan Yang
Quants Researcher
Minato
Summary
Results-driven Quantitative Researcher specializing in alpha-driven, market-neutral trading strategies using Python. Designed and optimized arbitrage and statistical models, delivering consistent returns across multiple strategies. Strong background in econometrics and cross-country data analysis, coupled with expertise in large-scale data processing and model validation.
Overview
12
12
years of professional experience
3
3
Certifications
Work History
Quants Researcher
OKCoin Japan
04.2024 - Current
- Developed and optimized high- to mid-frequency market-neutral arbitrage strategies (FX, cash & carry, funding rate) using Python (pandas, numpy, statsmodels), achieving ~20%, ~7%, and ~8% annualized returns respectively
- Executed large-scale OTC cryptocurrency trades for institutional clients (up to 100M+ JPY per transaction), managing end-to-end pricing and execution while optimizing slippage and efficiency
- Researched and implemented alpha strategies, including trend-following and statistical arbitrage (cointegration / pairs trading), with backtesting and robustness validation on historical data
- Managed trading operations and risk exposure, including real-time monitoring of exchange balances, cross-platform capital allocation, and system stability optimization
- Led automation and system improvement initiatives, including index calculation workflow automation and AI-assisted development, improving efficiency by ~50%; managed ~$1.5M capital with 10%+ annualized portfolio returns
Postdoctoral Researcher
Nagoya University
10.2023 - 03.2024
- Conducted cross-country empirical research on fiscal discipline using government fiscal data from 85 emerging market economies
- Collected, cleaned, and structured large-scale macroeconomic datasets using Python and Stata
- Built and validated regression models to analyze determinants of fiscal budget discipline
- Performed statistical analysis and robustness checks to ensure model reliability and consistency
- Generated insights on fiscal policy patterns across countries, supporting academic research outcomes
Intern
United Nations Centre for Regional Development (UNCRD)
07.2021 - 08.2021
- Involved in the "smart city" project, in charge of collecting information about experts and training courses.
- Prepared manual and slides for the presentation about "SDG Monitoring and Evaluation Tools for Local Governments".
CSR Intern
KPMG
11.2014 - 05.2015
- Be responsible for the International Dignity Day (GDD) activity. The main task was to liaise with the elementary school counterparts and to collect feedback on the activities.
- Be responsible for CSR department daily affairs, event preparation and material management.
Education
Ph.D. - Economics
Nagoya University
Nagoya, Aichi09-2023
Master of Applied Economics - undefined
Australian National University
Canberra, Australia07-2020
Bachelor of Economics - undefined
Shanghai University of Electric Power
Shanghai06-2017
Skills
- Python
- Quantitative Modeling
- Trading Strategies
- Backtesting & Data Analysis
Accomplishments
- Nagoya University Interdisciplinary Frontier Next Generation Yearly Outstanding Researcher, 2022‑2023.
- Nagoya University Interdisciplinary Frontier Next Generation Researcher Scholarship, 2021‑2023.
- Excellent Graduate in Shanghai University of Electric Power, 2017.
Certification
JLPT N2 (Japanese- Language Proficiency Test), 2022/12.
Interests
Timeline
Quants Researcher
OKCoin Japan
04.2024 - Current
Postdoctoral Researcher
Nagoya University
10.2023 - 03.2024
Intern
United Nations Centre for Regional Development (UNCRD)
07.2021 - 08.2021
CSR Intern
KPMG
11.2014 - 05.2015
Master of Applied Economics - undefined
Australian National University
Bachelor of Economics - undefined
Shanghai University of Electric Power
Ph.D. - Economics
Nagoya University