Shirley Zhang
**** *. ********* ***. *** ***
Chicago, IL 60615
Permanent resident of USA
************@*******.***
EDUCATION
September 2009- June 2010 UNIVERSITY OF CHICAGO, Chicago, Illinois.
Master of Science in Financial Mathematics GPA: 3.8
Coursework includes: Option Pricing, Portfolio Theory and Risk
Management, Foreign Exchange, Fixed Income Derivatives, Numerical
Methods, Stochastic Calculus
January 2006 – March 2009 UNIVERSITY OF WASHINGTON, Seattle, Washington.
B.S., Applied and Computational Math Sciences GPA: 3.7
Minors: Mathematics, Applied Mathematics
EXPERIENCE
Academic Projects
Jan – Mar 2010 University of Chicago, Chicago, Illinois
Factor Model and Trading Strategy
• Broke down the trend of an asset using factors
• Built a model to maximize the information ratio and alpha
• Backtested the predictive power
Mar – June 2007 University of Washington, Seattle, Washington
Diffusion Models for the Process of Entry into Marriage
• Derived a differential equation for a social diffusion process
• Examined Hernes’ diffusion models and hazard rate models
Jan – Mar 2008 University of Washington, Seattle, Washington
The Zero-memory Strategy in Blackjack
• Used Monte Carlo simulation to evaluate the success rate
• Designed the strategy table for a game of multiple decks
Experience
Current Brown&Joseph Ltd., Rolling Meadows, IL
• Assistant to the sales and marketing team
• Generate and research leads
March – Augest 2009 Great Life Insurance Co., Ltd., Beijing, China
• Studied the structure of an insurance company
• Calculated the expected earnings and tested the risks of the product
LANGUAGES AND SKILLS
Languages Native Chinese, proficiency in English
Computer skills Microsoft Office: Word, Excel, PPT,Outlook
Programming : Java, MATLAB, R, C#, SAS