Hongjing Zhang

Hongjing Zhang is an experienced Quant Researcher currently at Schonfeld since March 2018, with prior experience as a Quant Researcher Intern at Bloomberg LP. Zhang has conducted extensive statistical analysis on ESG data, developed long/short portfolios, and collaborated with data teams for enhanced analysis. Previous roles include Quant Trading Intern at Fair Value Partners Inc, where time series models were built, and Research Intern at the Volatility Institute, focusing on SRISK calibrations. Zhang has also served as a lab assistant at Stevens Institute of Technology and as a data analyst at Burkett Statistical Consulting. Education includes a Master’s Degree in Financial Engineering from Stevens Institute of Technology and a Bachelor's Degree in Statistics from the University of Toronto.