Hello, I am Shengyao!
About Me
I am an incoming Financial Engineering graduate student at NYU with a deep interest in machine learning, quantitative finance, and full-stack development.
I am incredibly passionate about solving complex problems by building elegant, reliable, and intelligent software. I have experience building AI chatbots, RAG pipelines, time series forecasting models, and data-driven applications.
When I am not coding, you can find me running in the city, visiting different museums, reading books, or travelling with friends.
Experience
Infrastructure Masons
Feb 2026 – May 2026
AI Engineer Intern
- Engineered a persona AI chatbot by finetuning Qwen 2.5 with LoRA to provide expert knowledge on digital infrastructure
- Collaborated with a team of 9 people to deliver the project demo, presenting at DCD Connect | New York
- Architected a RAG pipeline using Pinecone and Together AI, using k-nearest neighbor retrieval to reduce hallucinations
- Designed a frontend using TypeScript, featuring real-time Q&A, chat history storage, and customizable persona configurations
China Baowu Steel Group
Jun 2025 – Aug 2025
Financial Data Analyst Intern
- Developed a SARIMAX model to forecast monthly corporate deposit with 12.56% MAD, enhancing liquidity management
- Identified "planned investment" as an exogenous variable through hypothesis test, reducing MAD from 18.03% to 12.56%
- Built an end-to-end data analysis pipeline encompassing preprocessing, stationarity tests, and residual diagnostics
- Delivered monthly forecast reports to stakeholders, informing strategic decisions for the corporate deposit portfolio
Guosheng Securities
Jun 2024 – Aug 2024
Private Wealth Management Analyst Intern
- Authored and distributed daily newsletter, analyzing trends, performance, and developments in Chinese and U.S. markets
- Researched fixed income products and recommended a product to a client, securing a ¥100k+ investment for the fund
- Guided elderly clients to open trading accounts, ensuring compliance with regulatory and risk management requirements
Education
M.S. Financial Engineering
New York University • Sep 2026 - Dec 2027
Cumulative GPA: N/A
Relevant Courses: Quantitative Methods in Finance, Machine Learning for Finance, Introduction to Financial Derivatives
B.S. Mathematics
New York University • Sep 2022 - May 2026
Cumulative GPA: 3.74/4.0
Relevant Courses: Linear Algebra, Applied Statistics, Probability, Object Oriented Programming, Math Modeling, Data Structures and Algorithms, Introduction to Database, Introduction to Machine Learning
Skills
Programming Languages
Python, C++, MATLAB, TypeScript, JavaScript, HTML, CSS
ML & Data Science
Pandas, PySpark, NumPy, Scikit-learn, PyTorch, TensorFlow
Tools & Platforms
MySQL, Apache Airflow, Github CI/CD, Claude, Excel
Languages
Mandarin (Native), English (Professional), Japanese (Elementary)
Projects
A showcase of my work in machine learning, finance, and software development
Get In Touch
Let's connect!