J(Jiayin (Alan) Kang
Greater Toronto Area, Canada · investorJiayin (Alan) Kang is a quantitative finance professional based in the Greater Toronto Area, Canada. He competed for the People's Republic of China at the 2005 International Mathematical Olympiad, winning a gold medal (35 points, rank 35). He holds a Master's in Financial Engineering from Columbia University (2010-2011), a Master's in Mathematical Finance from the University of Alberta (2013-2015), and a Bachelor's in Mathematics and Economics from HKUST (2006-2010). His professional experience includes a Trading Strategist role at China Merchants Securities in Shenzhen (2011-2013), where he developed quantitative 'black box' trading strategies, and a part-time Researcher internship at AIMCo in Alberta (2014-2015) in tactical asset allocation and risk management. He is an FRM charter holder. His most recent professional activity listed on his public profile dates to 2015; no current employer is confirmed.
- Quant employment verification: CONFIRMED. Two actual quant-finance roles are supported. (1) Trading Strategist, China Merchants Securities Co., Ltd. (Shenzhen), Aug 2011-Aug 2013 - described as research/development of quantitative 'black box' trading strategies (high-frequency and trend-following models) for program/algorithmic and prop trading; a securities brokerage whose program-trading desk is a genuine quant/systematic trading operation. (2) Researcher (part-time internship), Alberta Investment Management Corporation (AIMCo), May 2014-May 2015 - a Canadian institutional asset manager; work was tactical asset allocation, portfolio rebalancing and risk management (quantitative, systematic). Identity is supported by a coherent single LinkedIn profile and IMO record. Classification: CMS is a Chinese brokerage (quant trading desk, actual employment, not a student program); AIMCo is an institutional asset manager (actual paid internship). Neither is a standalone hedge fund; both are legitimate quant-finance employers, so CONFIRMED.Sep 17, 2026
- IMO 2005 identity confirmed: imo-official.org participant record (id=8341) lists Jiayin Kang for People's Republic of China, IMO 2005 (Merida, Mexico), gold medal, 35 points, rank 35 (93.4%). Marks P1=0, P2-P6=7 each.Jul 1, 2005
- Index/aggregator caveat: the role details above originate from LinkedIn-profile enrichment (index-derived); they are not independent primary-source confirmation. Employment is corroborated only by a same-content aggregator (RocketReach), not by an employer-side page.Sep 17, 2026
- Education: Master's Mathematical Finance (Tactical Asset Allocation), University of Alberta 2013-2015; Master's Financial Engineering (High Frequency Trading), Columbia University 2010-2011; Bachelor's double major Mathematics (Statistics) and Economics (Financial Economics), HKUST 2006-2010.Sep 17, 2026
- AIMCo internship duties (LinkedIn description): Tactical Asset Allocation project developing automated rebalancing systems in Matlab/VBA against real AIMCo market data (5 of 31 asset classes, 5 of 27 client funds); Risk Management project building automated systems to cut portfolio tracking-error exposure; and research on interest-rate/yield-curve models for hedging.Sep 17, 2026
- China Merchants Securities duties (LinkedIn description): development of quant trading strategies via data mining on level-2 tick order-book data; converted strategies to C++ for prop trading and TradeBlazer for client accounts; managed a RMB 30M demonstration portfolio with 15.3% return and 6.9% max drawdown in 2012 under Dr. Luo (described as a former Winton Capital strategist); company junior lecturer for investor education.Sep 17, 2026
- Name variant 'Jiayin (Alan) Kang, FRM' on LinkedIn; headline 'Quantitative Trading & Asset Allocation Professional'; location Greater Toronto Area, Canada.Sep 17, 2026
- Professional certifications: FRM (Financial Risk Manager); CMT Level 2 candidate; CAIA Level 2 candidate; Bloomberg Essentials (Commodity/FX/Equity).Sep 17, 2026
- Additional roles: Graduate Research and Teaching Assistant, University of Alberta (2013-2015); Student Trainee (part-time), Thomson Reuters Financial Analytic Program via HKUST Business School (2009-2010); Summer Research Assistant (full-time, paid), HKUST Business School (2009). RocketReach independently corroborates the AIMCo Researcher internship and a Toronto location (aggregator, not primary-source confirmation).Sep 17, 2026
1. Tactical Asset Allocation Project: After summarizing ideas from literature and doing empirical research (data analysis) to find out the optimal method, developed several automat
Research paper 1: Developed new portfolio rebalancing methods to improve equity curve under the fixed risk exposure level by adding the idea of automated benchmark adjustment (base
1. Carried out researches for quantitative trading strategies (black box trading) by data mining & empirical analysis with order book data (level-2 tick-by-tick data) in our Matlab
1. Did a project about Equity-Linked Note (a derivative) pricing, hedging, and risk management 2. Trained with Thomson Reuters Terminal and Excel with Reuters Add-in
1. Did data mining & empirical studies for financial outcome for political donation project 2. Did data mining & empirical studies for insider trading profits project 3. Searched,
Competition record
China · IMO