PhD Applicant ยท Quantitative Research

Pengyi
Researcher in
Quantitative Finance & AI

Mathematics & Data Science graduate with a focus on AI-driven financial modelling, signal research, and applied machine learning in quantitative systems.

KCL Mathematics & Data Science WorldQuant โ€” UK #1 HKU PhD Applicant
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About
Background

I am a quantitative researcher and mathematician with a strong foundation in statistical modelling, machine learning, and financial time series analysis. My academic journey at King's College London gave me rigorous training in both pure mathematics and applied data science.

My research interest sits at the intersection of AI infrastructure and financial markets โ€” specifically how intelligent agent systems can accelerate research iteration and decision-making in institutional settings like FICC and alpha research.

I am currently applying to the PhD programme at the University of Hong Kong, where I aim to develop reproducible, AI-augmented frameworks for financial signal discovery and portfolio construction.

#1
WorldQuant IQC
United Kingdom Ranking
KCL
Mathematics &
Data Science
HKU
PhD Programme
Target 2026
Research
Research Interests
๐Ÿ“Š
Quantitative Signal Research
Alpha discovery in FICC and equity markets using statistical and ML-driven approaches. Cross-asset signal construction and factor modelling.
๐Ÿค–
AI Infrastructure for Finance
Agent-based systems for accelerating research workflows. LLM integration in quantitative research pipelines and automated hypothesis generation.
๐Ÿ“ˆ
Financial Time Series
Deep learning architectures for financial forecasting. Non-stationary modelling, regime detection, and robust backtesting methodology.
๐Ÿ”ฌ
Reproducible Research Systems
Building audit-trail-first research pipelines that bridge academic rigour and production deployment in institutional settings.
๐Ÿฆ
FICC Market Structure
Fixed income, FX, and commodities market microstructure. Yield curve dynamics, credit signals, and macro factor decomposition.
๐Ÿงฎ
Statistical Learning Theory
Theoretical foundations of high-dimensional statistics and their application to noisy, non-IID financial data environments.
Education
Academic Background
PhD in Finance / Quantitative Methods (Applicant)
The University of Hong Kong (HKU)
Target Entry: 2026
Research focus: AI-augmented signal research, FICC market modelling, and reproducible quantitative research infrastructure.
BSc Mathematics & Data Science
King's College London (KCL)
Graduated 2025
Core modules: Statistical Modelling, Machine Learning, Stochastic Calculus, Financial Mathematics, Optimisation.
WorldQuant IQC โ€” Alpha Research
WorldQuant (International Quant Championship)
2024 โ€“ 2025
Ranked #1 in the United Kingdom. Developed systematic alpha signals across equity, futures, and cross-asset universes.
Projects
Research & Engineering
FICC AI Research Agent MVP
An AI-augmented research pipeline for Fixed Income, FX, and Commodities signal discovery. Integrates LLM-based hypothesis generation with systematic backtesting and audit trail infrastructure.
PythonLLMFICCAgentBacktesting
Active
WorldQuant Alpha Portfolio โ€” UK #1
Developed and submitted systematic alpha signals in the WorldQuant IQC, achieving the top ranking in the United Kingdom. Signals span equity, futures, and cross-asset factors.
Alpha ResearchFactor ModelsWebSim
Completed
PM2.0 Mobile-Command AI Delivery System
A GitHub-centred AI agent delivery loop allowing mobile task ordering, agent execution, and mobile review-approval. Designed as a scalable personal research production system.
GitHub APIClaudeGPTWorkflow
Active
Contact
Get in Touch
โœ‰๏ธ
Email
pengpengyi92@gmail.com
๐Ÿ™
GitHub
github.com/pengpengyi92