quant_engineer --mode=build

Pengyi Quant Engineer & AI Infra Builder

I build AI-powered research infrastructure for financial markets. From alpha signal pipelines to mobile-command delivery systems — engineering meets quantitative finance.

FICC AI Infra MVP — signal research pipeline
WorldQuant IQC — UK #1 ranking
PM2.0 — mobile-command agent delivery system

View Projects GitHub

skills

Technical Stack

🐍

Python

pandas · numpy · sklearn · torch · FastAPI

📊

Quant Research

Alpha signals · Factor models · Backtesting · Risk

🤖

AI / LLM

Claude API · GPT-4 · Agent workflows · RAG

🏦

FICC Markets

Fixed Income · FX · Rates · Credit signals

🗄️

Infrastructure

GitHub API · CI/CD · Docker · YAML configs

📐

Mathematics

Stochastic calculus · Stats · Optimisation

🔄

Workflow Design

Agent pipelines · PM2.0 · Review loops

🌐

Frontend

HTML · CSS · Markdown · GitHub Pages

projects

What I've Built

PROJECT_001

FICC AI Research Agent MVP

AI-augmented pipeline for FICC signal discovery. LLM generates hypotheses, Python validates signals, audit trail auto-generated. Built for reproducibility and mentor review.

PythonClaude APIFICCBacktesting

PROJECT_002

WorldQuant Alpha Portfolio

Systematic alpha signal research across equity, futures, and cross-asset universes in the WorldQuant IQC. Ranked #1 in the United Kingdom.

Alpha ResearchWebSimFactor Models

PROJECT_003

PM2.0 Mobile-Command Delivery

GitHub-centred AI agent delivery loop. Mobile issues task orders via GPT → GitHub backend stores state → Claude executes on computer → mobile reviews and approves.

GitHub APIClaudeGPTAutomation

PROJECT_004

Quant Research Infrastructure

End-to-end reproducible research system for quantitative finance. Task-order-driven, agent-executed, mobile-reviewed. Designed to scale from solo research to team delivery.

CI/CDMarkdownGitHubWorkflow

experience

Track Record

Alpha Researcher — IQC

WorldQuant

2024 – 2025

Ranked #1 in the United Kingdom in the International Quant Championship
Developed cross-asset alpha signals using equity, futures, and FX data
Built systematic backtesting workflows with full audit trails

UK #1

BSc Mathematics & Data Science

King's College London

2022 – 2025

Specialised in statistical learning, financial mathematics, and optimisation
Applied ML methods to financial time series modelling