Manager Sales

ZHEN ZHANG

****.*****@*****.***, 917-***-****

**2-

** **** ***, ********, ******* USA

SKILLS AND QUALIFICATIONSUMMARY

Outstanding financial modeling skills, strong mathematical and financial

problem solving skills

Specialized at quantitative risk measure calculation, stochastic interest

modeling, term structure modeling, and numerical evaluation for different

types financial assets/derivatives

Ability to work independently and as a member of a project team

Computer skills: VBA, Matlab, R, C++, SQL; MS Word, Excel, PowerPoint

Language skills: Fluent in Mandarin

Society of actuaries' exam: Financial Mathematics and Probability, VEE

credit for corporate finance and statistics

PROFESSIONAL EXPERIENCE

SS&C Technologies, Inc. - University of Connecticut Financial Accelerator

Hartford, Connecticut, US

Quantitative Analyst (Team leader)

2009-2010

? Calibrated three-factor (short-term mean, long-term mean, and volatility)

stochastic models of interest rate, inflation rate, S&P 500 and other

economic indicators by AR model, GARCH model and MLE method; enhanced the

model function by stress testing

? Implemented Monte-Carlo simulation to forecast different economic

indicators

? Conducted numerical methods and mathematic models to price US and

Canadian fixed-income instruments; validated pricing functionality by

statistical analysis

? Used sensitivity and stress test on multi-class portfolios including

Treasury bonds, TIPs, and Options to manage risk exposures

?Designed daily comprehensive risk report system for long/short strategy

hedge fund (including major risk measures e.g. VaR, stress test and

performance measures)

Guotai Junan Securities Co. ltd (Qingdao branch)

Qingdao, Shandong, China

Account Associate

2008

?Communicated with our clients and make weekly presentations for our

clients

?Assisted Manager for general office business

?Awarded Best business progress for Sales over 1million CNY

Barrie &Hibbert Limited

Edinburgh, UK

Junior Quantitative Analyst

2007

? Participated in research & development projects

? Analyzed large data sets and built expert systems

?Implemented a stochastic, non-parametric model for implied volatility

surface

?Reviewed advanced stochastic financial models and implemented them into

system

Industrial and Commercial Bank of China (Changsha branch)

Changsha, Hunan, China

Office Assistant

2005

?Data Entry for the ICBC client database

?Understanding the specific business procedures in ICBC

EDUCATION

University of Connecticut

Storrs, Connecticut, US

M.S. in Mathematics with Concentration in Actuarial Science

Awarded Graduate Assistantship 2010

University of Edinburgh

Edinburgh, UK

M.S. in Financial Mathematics Dissertation: Non-parametric method of

implied volatility surface modeling 2007

Central South University

Changsha, China

B.S. in Mathematics and Applied Mathematics Awarded

First Class Scholarship 2006

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