Research Analyst @ Quantitative investment research with focus on non-traditional datasets From August 2014 to Present (1 year 5 months) Greater New York City AreaPh.D Candidate @ Advisor: Gregory Wornell
Research Group: Signals, Information and Algorithms From September 2010 to June 2014 (3 years 10 months) Quantitative Research Intern @ From June 2013 to August 2013 (3 months) Greater New York City AreaQuantitative Analyst @ - Researched high frequency currency data at OANDA, a global forex market marker.
- Analyzed currency transactions with OANDA’s counterparties and developed algorithms to reduce the cost of transaction rejections.
- Investigated dynamic exposure hedging strategies for currency risk management. From May 2012 to August 2012 (4 months) Intern Engineer @ - Developed a statistical inference algorithm to identify merchants from highly noisy and heterogeneous credit/debit card transaction records with significant accuracy improvement over existing system.
- Made extensive use of hadoop (Elastic MapReduce on Amazon EC2) for large scale data analysis. From May 2011 to August 2011 (4 months) Providence, Rhode Island AreaIntern Analyst @ Mentor: Dr. Emin Martinian
Developed an entire subsystem to enable large scale option data collection & cleanup and option pricing analysis, which has been integrated into the existing quantitative research software at ARC. From June 2010 to August 2010 (3 months) Greater Boston AreaIntern Researcher @ Mentor: Dr. Jonathan Yedidia
Researched and implemented a constraint satisfaction algorithm called "divide and concur", and applied it to infer 3D human motion from 2D video segments. From June 2009 to June 2009 (1 month) Greater Boston AreaIntern Engineer @ - Development of Chip Planner module in Quartus II CAD software
- Development for Altera University Program From May 2006 to May 2007 (1 year 1 month)
Ph.D, Electrical Engineering, 5 @ Massachusetts Institute of Technology From 2010 to 2014 M.S, Electrical Engineering, 5 @ Massachusetts Institute of Technology From 2008 to 2010 B.Asc, Electrical Engineering, 3.94 @ University of Toronto From 2004 to 2008 BEng., Electronics Engineering @ Tsinghua University From 2002 to 2004 High School Diploma @ Jiangmen No.1 Middle School From 1996 to 2002 Da Wang is skilled in: Information Theory, Statistical Inference, Python, Hadoop, Wireless Communication, Machine Learning, Graph Theory, Coding Theory, Optimization, Statistics, Data Mining, MapReduce, HBase, Algorithms, C++
Websites:
http://web.mit.edu/dawang/www/