Quant researcher and incoming Operations Research PhD at the University of Toronto, working on multi-period portfolio optimization. By day, a full-stack software and ML engineer building recommendation systems at scale. Also a guqin player and calligraphy practitioner.

Ing Tian

Quant Researcher · Portfolio Optimization

Incoming PhD · University of Toronto  ·  Full-stack SDE / MLE

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A researcher by day, an artist by night, and a mathematician at heart.

The story so far

A quant who reasons in structure,
an engineer who makes the math run.

Research interests

Read the research →

Selected writing

q-fin.PM · Portfolio Management

Optimal Portfolio Construction — A Reinforcement-Learning-Embedded Bayesian Hierarchical Risk Parity (RL-BHRP) Approach.

Allocation that learns instead of assuming — diversified and investable, not a backtest curiosity.

~120%
wealth compounded · OOS ’20–’25
0.90
Sharpe · vs 0.85 / 0.76

Read the research →

D. Li, Z. Tian, Y. Duan (2022). Self-Attention on RNN-based Text Classification. CNSSE / SPIE, vol. 12290.

Selected experience

Full history → CV
  1. Fall 2027 —

    Incoming PhD, Operations Research · University of Toronto

    Multi-period portfolio optimization · advised by Roy H. Kwon

    Doctoral research in operations research — multi-period portfolio optimization, and the convex-optimization and duality structure beneath it.

  2. 2026 —

    Software Engineer · Electronic Arts

    Recommendation systems · dual-tower retrieval & ranking · Go · Kafka / NATS

    Recommendation systems for EA’s AI-driven products — dual-tower retrieval and ranking, end-to-end indexing & serving in Golang, training pipelines in Python over Elasticsearch / vector search, decoupled with Kafka & NATS.

  3. 2023 —

    Freelance Quantitative Researcher · Independent

    End-to-end quant trading system · authored the RL-BHRP paper

    Built an end-to-end quant trading system (Forex, commodities, indices via OANDA) with a collaborator — signal research in Python, execution engine in Golang, deployed on AWS (ECS, SageMaker). Authored the RL-BHRP portfolio-construction paper (arXiv:2508.11856).

  4. 2023 — 25

    Senior Software Engineer · TikTok

    $200M creative spend · 50k QPS · Exceptional review

    ML systems for ads (Exceptional review — top rating). Built a dual-tower vision pipeline with billion-scale vector search (Faiss) tracking $200M in creative spend, and a C++ / gRPC ad-signature service sustaining 50k QPS for real-time delivery.

    2021 · SDE Intern — Shanghai, China

  5. Elsewhere
    • 2022 — 23 SWE Co-op · Ericsson AI Lab (GAIA)
    • 2022 SDE Intern · Amazon
    • 2021 — 23 Research Assistant · McGill
    • 2019 — 23 B.Eng, Computer Engineering · McGill

Projects

witness

2026

A Claude Code / OpenCode plugin that keeps a person-centric archive of how you think and grow — not what your code did.

  • Go
  • MCP
  • SQLite
  • Local embeddings
  • Claude Code · OpenCode
GitHub
See all projects →

Recognition

  • 2021 IEEExtreme — Top 4 teams in Canada
  • '21–'22 Hatch Scholarships ($10k) · McGill
  • 2020 Rio Tinto–Richards Evans Exchange Award · McGill

Now

What I'm working on. Just ask.

ingtian@research — ask-me
>
IT
for those who understand