Yichi Zhang

DPhil in Statistics student

About Me

I am a PhD student majoring in Statistics and a member of the Oxford-Man Institute of Quantitative Finance at the University of Oxford, supervised by Professors Mihai Cucuringu, Alex Shestopaloff, and Stefan Zohren. My primary focus is using machine learning and data-driven methods for extracting information from noisy financial datasets. Prior to starting my DPhil programme, I completed a bachelor’s degree in Mathematics and Statistics and a master’s degree in Industry Engineering and Operational Research from the University of Toronto, which was supervised by Professors John Hull and Chi-guhn Lee. I also worked as a researcher at the Rotman Finhub, Department of Statistics, Department of Economics, and RiskLab, all at the University of Toronto. Moreover, I also secured a position as a researcher at the Fields Institute for Research in Mathematical Sciences and Centre de recherches mathématiques established at the University of Montreal. In addition to my academic background, I worked as an intern associate of the TD Securities Global Credit Trading Team. Besides this, I also worked as a quantitative analyst on the Manulife Models and Analytics team. That said, I am available for next summer and off-cycle internships within the financial industry.

Research Interests

  • Quantitative finance
  • Machine learning
  • Data science
  • Optimization
  • High-dimensional statistics

Contact Details

Email: yichi.zhang@stats.ox.ac.uk

Office: 1.07

Pronouns: He/Him

Supervisor(s)

Prof Mihai Cucuringu

Alex Shestopaloff

Stefan Zohren