About me

I'm Tianyi, employed as a risk quantitative analyst at Citibank since July 2020. My primary role involves the development and upkeep of models, conducting data analysis and research, and projecting portfolio loss across different economic scenarios.

I earned both my bachelor's and master's degrees from the University of Michigan. My focus during my studies was on data science and quantitative finance, which exposed me to a wide range of topics in computer science and statistics. This included learning about data structures, database management, random processes, and time series analysis.

In addition to my academic studies, I engage in independent learning in finance. I obtained FRM and CFA certifications in 2022 and 2024, respectively. My focus revolves around harnessing the computational power of computers to automate financial market predictions.