ZEKAI SUN

*** **** ***** ******, *** **, New York, NY 10027

917-***-**** acc953@r.postjobfree.com

EDUCATION Columbia University, Graduate School of Arts and Sciences New York, NY

MA in Statistics GPA: 3.7/4.0 February 2014

Relevant Courses: Linear Regression, Time Series, Advanced Data Analysis, Data Mining,

Mathematics of Finance, Corporate Finance, Statistical Methods in Finance

Wuhan University, School of Mathematics and Statistics Wuhan, China

BS in Statistics GPA: 3.6/4.0 June 2012

Honors: Wuhan University Second Class Scholarship

RELEVANT Everbright Securities Co., Ltd. Shanghai, China

EXPERIENCE Asset Management Division Summer 2013

Research Analyst/Intern

! Developed an auto-updating database of historical commodity futures contract extracted

from Bloomberg in Excel.

! Created an analytical report of inter-commodity spreads trading using cointegration

analysis (Augmented Dickey-Fuller test) and presented conclusion to senior analysts.

! Researched influential factors on abnormal return from IPOs using multiple linear

regression in SAS.

! Cooperated with colleagues in the preparation of reports and presentation materials of

investment products.

National Bureau of Statistics of China Beijing, China

Department of National Accounts Summer 2011

Research Assistant/Intern

! Maintained database of national accounts and performed data visualization.

! Collaborated with colleagues in other departments to facilitate project management.

PROJECT The Use of Time-Varying Volatility Models in Value at Risk New York, NY

EXPERIENCE Project Lead October 2013

! Analyzed main characteristics of S&P 500 Index by exploratory analysis.

! Quantified daily Value at Risk of S&P 500 Index with EWMA and GARCH models and

forecasted Value at Risk by one-step-ahead method.

! Assessed performance of Value at Risk Models by implementing back-testing under

Unconditional/Conditional Coverage Testing.

Capturing the Implied Volatility Smile by SABR Model New York, NY

Team Member April 2013

! Conducted research on patterns of implied volatilities in teamwork.

! Gathered essential research papers about SABR and cleared historical European option

data of Netflix with respect to expiration date using Bloomberg terminal.

! Solved SABR parameters calibration process in Matlab along with a good fit of market

volatility smile.

! Certification: SAS Certified Base Programmer for SAS 9 Credential

ADDITIONAL

! Computer: PYTHON, SQL, SAS, R, MATLAB, MS Office, VBA

SKILLS

! Language: Mandarin

ACTIVITIES Captain, School of Mathematics and Statistics Soccer Team Wuhan, China

! Won championship of Wuhan University FA Cup. April 2011

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