Frank Jiang is a programmer at an 8-billion Quantitative Hedge Fund at downtown LA. With an MS in Computer Science and a concentration in Database Architecture, Frank is responsible for the investment data warehouse that is tightly integrated with research quantitative model, performance, attribution and operations. He provides programming support for daily activity of portfolio management, trading and operations using SAS, SQL and Microsoft .net. At ASAM, Frank works on the reconstruction of TAA strategy as a student portfolio manager.
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