WEIYI ZHANG

Department of Computational Biology, University of Pittsburgh

**** ***** ***. ****, ***** 3064, Pittsburgh, PA

412-***-****, abk8yl@r.postjobfree.com

Highlights

Seeking a Quantitative Financial Analyst/Developer position to leverage my

modeling, simulation and developing skills:

. Excellent research capability in computational biophysics field, self

motivated and eager to learn

. Hands-on experience with statistical analysis, numerical algorithm and

Monte Carlo simulation

. Senior level C/C++, Python programming and solid understanding of Object-

Oriented Design Pattern and Multithreading, 8 years experience of

software and website system development

. Proficiency in MatLab, Microsoft VBA/Excel, Perl, JavaScript, MySQL and

HTML/XML programming

. Comprehensive knowledge of pricing models of fixed income products and

equity derivatives

. Passed Chartered Financial Analyst (CFA) Level 1 exam and current a

Level 2 candidate

Selected Curriculums and SKIlls

Quantitative Financial Modeling:

Monte Carlo Stochastic Calculus Probability and

Simulation Statistics

Interest Rate Model Libor Market Model

Black-Scholes-Merton

Model

CFA Curriculum:

Equity Investment Fixed Income Valuation Financial Reporting and

and Valuation Models and Structured Analysis

Securities

Portfolio Derivative Investments Alternative Asset

Management and Capital Valuation

Market Theory

Development Skills:

. Programming language: C/C++, Python, Perl, JavaScript, Bash

. Software development: Microsoft VBA/Excel, QT, MPI, MySQL,

Multithreading

. Web site development: Python, Javascript, Django Framework, CSS, HTML,

XML

Financial Books I Have Read:

. "CFA Program Curriculum Level 1 & Level 2", by CFA Institute

. "Options, Futures, and Other Derivatives" Sixth Edition, by John Hull

. "Stochastic Calculus for Finance II Continuous Time Models" by Steven E.

Shreve

. "The Concepts and Practice of Mathematical Finance" by Mark S. Joshi

. "C++ Design Patterns and Derivatives Pricing" by Mark S. Joshi

. "Monte Carlo Methods in Financial Engineering" by Paul Glasserman

Project Experience

Design and develop a simple equity derivative pricing system, primary

developer, 2009 - 2010:

. Price European, American and Asian options by binomial Monte Carlo

simulation method

. Calculate European options and implied volatility by BSM model and

numerical method

. Implemented by C++, Python, Multithreading and QuantLib

Designed and developed a stock screening software, primary developer, 2009-

2010:

. Extract real time stock quote data and financial statement data from

google.com/yahoo.com

. Implement fundamental and technique analysis functions, e.g. accrual

ratio, 180 days low

. Implemented by Python, Django Framework and MySQL

Designed and implemented a novel computational methodology to predict

protein-peptide interactions, primary researcher and developer, University

of Pittsburgh, 2007 - 2010:

. Sample interaction pathways by using Dynamics and Monte Carlo simulation

methods

. Calculate interaction free energy and search the most optimal pathway in

the sampling space

. Implemented by C++, Python and OpenMPI (parallel computing)

Designed and implemented "PepDock" website

(http://smoothdock.ccbb.pitt.edu/pepdock/), primary designer and developer,

University of Pittsburgh, 2009 - 2010:

. Provide online computing service of protein-peptide interaction

prediction

. Implemented by Python, Django Framework and MySQL techniques

Designed and implemented "ATLAS-VP1" software for LHC experiment

(http://atlas-vp1.web.cern.ch/), researcher and developer, European

Organization for Nuclear Research (CERN), 2006 - 2007:

. Designed the module to analyze and visualize simulation and experimental

data

. Implemented by C/C++, Python and QT (GUI)

Education

Doctor of Philosophy in Physics (Computational Biophysics)

Oct. 2010

University of Pittsburgh, Pittsburgh, PA, USA

GPA: 3.8/4.0

Master of Science in Computer Engineering

Jul. 2004

Chinese Academy of Science, Beijing, China

GPA: 87/100

Bachelor of Science in Physics

Jul. 2001

Nankai University, Tianjin, China

GPA: 87/100

Conference and Publication

. "Predicting the Interactions between PDZ Adapter Domain and Disordered

Peptides," presentation talk, Biophysical Society 54th Annual

Conference, San Francisco, CA, Feb. 2010.

. "Screening the Interactions between PDZ Adapter Domains and Disordered

Peptides," presentation talk, Symposium of Computational Biology,

University of Pittsburgh, Apr. 2009.

. "Screening Interactions between PDZ and Disordered Peptides Reveals a

Downhill induced Folding Binding Mechanism," to be published.

. "PepDock: Predicting Interactions between Proteins and Disordered

Peptides," to be published.

Activities

Captain and Manager, Pittsburgh United Chinese Soccer Team

2007-2009

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