Financial Engineer

ZT Luan

*** * *** ***** **. Unit **** Chicago IL 60607 508-***-**** ***********@*****.***

Executive Summary

Experienced and motivated quant analyst/developer professional seeking a more challenging opportunity in a fast-pace,

team-playing environments to leverage analytical skills, engineering expertise, and financial knowledge

EDUCATION

The University of Chicago IL

Sep. 2011 – June 2012

Master of Science in Financial Mathematics

Yale University CT

Sep. 2010 – May 2011

Master of Science in Computer Science

Clark University MA

Bachelor of Arts in Mathematics and Bachelor of Arts in Computer Science Aug. 2006 - May. 2010

PROFESSIONAL BACKGROUND

FactSet Research Systems Inc. Chicago, IL

Jul. 16th 2012 – Dec. 10th 2014

Financial Engineer

Calibrate and implement stochastic interest rate models and other fixed income related models such as Prepay/Loss

models. Implement numerical tools such as Monte Carlo and Trinomial Trees

Maintain and extend existing fixed income analytical products in C++ and in VB6.0 that help clients with investment

decisions and/or trading practices

Participate, as a major contributor, in the development of a new major calculation engine in C++

Buttonwood Group Trading, LLC Chicago, IL

Intern Apr. 2012 - Jun. 2012

Defined trading strategies associated with various loading curves on non-negative tradable processes and developed

proper metrics to analyze and evaluate those strategies.

Implemented, in C++, automated loading curve generator, trade simulator, performance analyzer and strategy optimizer

Conducted automated optimization on Amazon Elastic Compute Cloud (EC2) using the above implemented modules

China-Africa Development Fund Beijing, Beijing

Intern, Investment Department Jul. 2009-Aug. 2009

Participated in a major mining and infrastructure investment project in Congo (Brazzaville)

Conducted an industrial research and a feasibility study of the above mentioned project

Analyzed four African companies in the mining industry and evaluated their financial wellbeing

Clarified the unclearness and inconsistencies in the data provided and co-authored the final report of the project

Sybase China Beijing, Beijing

Intern, Marketing Department May. 2009-Jun. 2009

Maintained and managed customer data on Eloqua and worked with marketing professionals in identifying customer

interests, in defining price range, and in developing advertisement strategies using statistical tools and methodologies

Supported sales professionals in customer relationships and advertising

CS/Math Dept., Clark University Worcester, MA

Linux PC Laboratory Proctor and Teaching Assistant Aug. 2007 - May. 2010

Maintained 30 Linux terminals, worked with faculty to plan timely checking/configuration, and assisted lab users.

Gave lectures, held office hours and graded assignments

EXTRACURRICULAR

Hobby: US Equity & Option Trading

Managed a personal portfolio of, on average, $60,000 during a 4 year period with positive annual returns and developed

a taste of the market

Association of Chinese Students and Scholars at Yale Aug. 2010- May. 2011

Core Member & Head of Public Relations

Managed and conducted fundraising for various events and other purposes

Co-organized the first China-US Forum at Yale, a grand success http://uschinayale.org/

Global Scholar Student Leader Program Aug. 2006- May. 2010

Organized academic panels; planned and hosted meetings; presented in panels, seminars, socials and other events

Worked with professionals in the related fields to improve performance, and develop marketing strategies for the events

PROGRAMMING LANGUAGES

C/C++, Java, VB and MatLab

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