Researcher & Builder

Hi, I'm Pengyi.

🔬 Researcher

Quantitative finance, AI-driven signal research, financial time series modelling. HKU PhD applicant. KCL Mathematics & Data Science.

⚡ Builder

AI infrastructure, FICC research pipelines, mobile-command agent delivery systems. WorldQuant UK #1. PM2.0 system architect.

See My Work Get in Touch

About

Researcher × Builder

🔬

Research Side

KCL Mathematics & Data Science graduate
WorldQuant IQC — ranked #1 in the United Kingdom
Research focus: FICC signals, AI for finance, time series
HKU PhD applicant (2026 entry target)
Interest: reproducible quant research infrastructure

⚡

Builder Side

FICC AI Infra MVP — research pipeline from scratch
PM2.0 — mobile-command AI agent delivery system
GitHub-centred production workflow architect
Claude Code + GPT API integration specialist
Delivery-first: task orders, outputs, audit trails

Highlights

Key Achievements

UK Ranking

WorldQuant International Quant Championship

KCL

Mathematics & Data Science

King's College London — graduated 2025

HKU

PhD Target

Quantitative Finance / AI — 2026 entry

Projects

Selected Work

🏦

FICC AI Research Agent MVP

AI-augmented pipeline for Fixed Income, FX & Commodities signal discovery. LLM hypothesis generation → Python validation → reproducible backtesting → mentor-ready delivery cards.

FICCPythonClaude APIBacktesting

Research + Build

🏆

WorldQuant Alpha Portfolio — UK #1

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

Alpha ResearchFactor ModelsCross-Asset

Research

⚙️

PM2.0 — Mobile-Command AI Delivery System

A GitHub-centred AI agent production loop: mobile task orders → GPT frontend → GitHub backend → Claude execution → mobile review & approval. A personal operating system for research delivery.

GitHub APIClaudeGPTWorkflow

Build

Journey

Timeline

2026 — present

HKU PhD Application & B-Side Engineering

University of Hong Kong / Self-directed

Building FICC AI Infra MVP, PM2.0 delivery system, and preparing PhD research proposal. Bridging quant research and AI engineering.

2024 – 2025

Alpha Researcher — WorldQuant IQC

WorldQuant

Developed systematic cross-asset alpha signals. Ranked #1 in the United Kingdom in the International Quant Championship.

2022 – 2025

BSc Mathematics & Data Science

King's College London

Foundation in statistical learning, financial mathematics, stochastic calculus, and applied machine learning.