Yujia Zhang

Quantitative Development & Research

Industrial
Mathematician

I build statistical and optimization models for capital and energy markets.

PythonSQLMATLABGitAWSTest ModulesETLAdvanced MathematicsOptimizationProbability TheoryStochastic ProcessesStatisticsTime-SeriesMathematical ModellingFinancial ModellingPower Market analysisAlgorithm developmentFeature EngineeringHarness EngineeringAI/MLRAG / FAISSLLM AppsMCPCFA Level IPythonSQLMATLABGitAWSTest ModulesETLAdvanced MathematicsOptimizationProbability TheoryStochastic ProcessesStatisticsTime-SeriesMathematical ModellingFinancial ModellingPower Market analysisAlgorithm developmentFeature EngineeringHarness EngineeringAI/MLRAG / FAISSLLM AppsMCPCFA Level I

About Me

Rigor in analysis. Clarity in decision-making.

I am passionate about applying quantitative methods and statistical modeling to capture the volatility of capital markets, with a strong intellectual curiosity to explore the mathematics behind data patterns. I have a PhD in engineering and subsequently worked as a postdoctoral research scientist at the University of Manchester.

PhD

Engineering

CFA

Level I Passed

5+

Years Research

Expertise

My expertise lies in optimization and prediction.

Optimization

I specialize in transforming intricate financial and regulatory constraints into structured, solvable frameworks. Whether ensuring compliance with evolving market regulations or optimizing resource allocation, I build solutions that balance efficiency and robustness.

Prediction

I analyze trends and anomalies within data series using both linear and nonlinear models. I help businesses anticipate market movements, optimize strategies, and make informed financial decisions.

Day-to-Day

What I Do

After transitioning from academia, I worked as an energy modeller before moving into a front-office quantitative role focused on market analysis and optimisation.

Aurora energy visualization
01

Developing software packages to analyze and process large-scale energy market datasets, including demand, supply, plant-level, time-resolution, and interconnection flow data.

02

Developing an optimization model of electricity distribution across multiple sources (gas, coal, solar, wind, etc), generating short- and long-term price forecasts.

03

Reliability check of new features through testing, including unit, integration, behavioural, and regression tests.

04

Building power forward curves and running cross-commodity scenario analyses across European and GB markets.

05

Continuously enhancing models and optimizing platform data structures: "There has to be a better way."

Founder Project

AtlasNotes AI

I am the founder of AtlasNotes AI, a knowledge platform for professionals who want their research and best thinking to compound. It turns everyday work into an organised, reusable knowledge base, helping users develop stronger insights and create original work from what they already know.

Let's exchange ideas.

Whether it's a question, a collaboration, or just an interesting thought — I'd love to hear from you 😊.