Yuteng Feng 冯宇腾

I work across quantitative modeling, software engineering, and rule-heavy domains such as tax, legal processes, and finance. I studied Economics and Applied Statistics at the University of Michigan, and later worked in transfer pricing at PwC Shanghai. Much of my work has focused on turning manual, document-heavy workflows into tools that are easier to check, reproduce, and maintain.

This site is a small portfolio of things I have built or written: report QC tools, German tax filing automation, bank-statement parsers for intercompany lending, PE/VC transaction documents, and a research paper that formulates part of the Pillar Two tax regime as an optimization problem. Some projects are formal work products; others are experiments, notes, or public-facing demos.

I am interested in roles where code, quantitative reasoning, and domain structure matter — including asset management, fintech infrastructure, legal tech, and quantitative finance. I also have working knowledge of machine learning and time-series modeling; I have not built as many public projects in that area, but the methods are within my comfort zone. I am also open to work involving LLM application debugging or evaluation, with some time to ramp up on the specific stack and task context.

密歇根大学经济学和应用统计出身,后来在普华永道上海做转让定价。比较关注量化建模、软件工程,以及税务、法律、金融这类规则密集型领域之间的交叉。

这个页面先当个人作品集用:放我做过或写过的东西,包括报告质检工具、德国 CbCR 自动申报、银行对账单解析、PE/VC 交易文件,以及把 Pillar 2 税制写成优化问题的研究。以后一些 demo、笔记、视频主页也可以往这里放。

现在主要看资管、金融基础设施、法律科技、量化相关方向。机器学习和时间序列也可以做,只是目前公开项目没有放太多;方法本身不算陌生。大模型应用调试、评估相关的工作也可以做,但需要一定时间熟悉具体业务场景和工程栈。

Domain方向
Asset management · fintech infrastructure · legal tech · quantitative finance资管 · 金融基础设施 · 法律科技 · 量化
Methods方法
Optimization · machine learning · time series · Bayesian statistics优化 · 机器学习 · 时间序列 · 贝叶斯统计
Tools工具
Python · JavaScript · SQL · Word / Excel automation · XML pipelinesPython · JavaScript · SQL · Word/Excel 自动化 · XML 申报流程
Style风格
Small systems for messy workflows: reproducible, auditable, and easy to maintain.把复杂、手工、难复核的流程做成可复现、可检查、可维护的小系统。

Pillar 2 — income allocation as optimization Pillar 2 — 收入分配本身就是个优化问题

In the paper, the group's aggregate GloBE income is treated as fixed, and the decision variable is how that income is allocated across jurisdictions. The allocation is not assumed to move arbitrarily: related-party transaction pricing provides the adjustment channel, while arm's-length constraints limit how far income can be shifted. Under that framing, the Pillar Two top-up tax calculation becomes a constrained income-allocation problem rather than a static computation.
在论文里,我把集团整体 GloBE income 作为固定总量,真正的决策变量是这笔收入在不同法域之间如何分配。收入不是凭空移动的:关联交易及其定价提供了调整利润归属的机制,但这种调整必须受独立交易原则约束。这样一来,Pillar 2 的补足税测算就不只是静态计算,而变成了一个带约束的收入分配优化问题。
Allocation under TP constraints 在转让定价约束下分配收入
Each bar shows a jurisdiction's feasible income range implied by defensible related-party transaction pricing. 每个条表示一个法域在关联交易定价约束下的可行收入范围。

Selected work 作品 / 项目

German CbCR automation 德国 CbCR 自动申报

End-to-end pipeline for Country-by-Country Reporting to the German BZSt. Reconciles multi-entity, multi-currency financial data, generates XML Schema 2.0 compliant files, handles the ELMA5 → DIP portal migration, DocRefId formatting, Steuernummer validation. In production for live client filings. 给德国联邦税务局(BZSt)做的国别报告全流程自动化。多实体、多币种的财务数据勾稽,生成 XML Schema 2.0 的申报文件,ELMA5 到 DIP 的系统切换、DocRefId、税号校验这些坑全踩过。已经在客户实际申报里跑了。

Python · lxml · openpyxl

TP Fact Checker 转让定价报告 AI 审核工具

Desktop app that uses LLMs to review transfer pricing reports — catches factual errors, number mismatches, and language issues. Also batch-rewrites outdated paragraphs in annual updates (200+ per run), preserving Word formatting. 接了大模型的桌面工具,查转让定价报告里的事实错误、数据对不上和语言问题。也能批量改写年度更新的过期段落,一次跑 200 多段,Word 格式不会乱。

Python · Flask · pywebview · LLM API

Intercompany funding engine 融通资金表自动化引擎

Parses five bank-statement formats across three cash pools, computes related-party lending, occupied days, annualized interest. One-click output. 五种银行对账单格式自动解析,三个资金池的关联方借贷、占用天数、年化利息一把算完,点一下出表。

Python · Flask · pywebview · openpyxl

PE/VC transaction documents PE/VC 交易文件

Drafted full sets of Series A transaction agreements — capital increase, equity transfer, shareholders' agreement — with cross-referencing provisions, anti-dilution clauses, and OOXML tracked-changes markup for collaborative review. Comfortable working across the boundary between legal structure and financial modeling. 写过 Series A 全套文件——增资协议、股转协议、股东协议,反稀释、交叉引用都有,OOXML 修订标记走的协作审阅。


Background 背景

PwC Shanghai — Transfer Pricing2023 –
M.S. Applied Statistics, University of Michigan2023
B.S. Economics, University of Michigan2021
Python · JavaScript · React · R · SQL · VBA · MILP · machine learning · time-series modeling · Bayesian statistics
Mandarin (native) · English (fluent)