Data Assistant

JUN ZHANG

Address: ***-** ** **., ** t *D Phone number: 646-***-****

Kew Garden s, N Y, 11415 Email: ***********@*****.** m

Skills

Statistica l and analyt ical Skills

• 3 years Exper iences in d ata min ing and d ata an alysis in larg e datasets.

• Strong statistical modeling skills with probability theory, lin ear regr ession, logistic regression, categorical data

analysis, surviv al analysis, time series analysis and multi-factor an alysis.

• Stochastic calculus, Monte Car lo simu lation, optimization techniques.

Financial Kno wledge

• Portfolio analysis and risk manag emen t: market and cr edit risk (Option str ategies, Greek letters, VaR, GA RCH),

inter est rate an alysis, scenario analysis, stress testing and back testing.

• In-depth knowledge in financial products (equity, fixed in come and derivativ es) and pricing models.

• CFA level 2 candidate. Extensiv e understanding in accounting and economics.

Computer Skills

• 5 years of programming experien ce and proficiency in SAS, MATLAB, Python, C, C++, Access and SQL.

• Operating Systems: Unix/Linux, Windows.

• SAS Advanced cer tif ied programmer .

Education

Ph.D. in Physics City College of New York, NewYo rk, NY Expected: Su mmer 2009

Bachelo r of Science in Physics Fudan University, Sh anghai, China Ju n e 2 0 0 2

Experience

Pro ject Experience

Hedging strategy o f Pensio n Pla n under interest rate risk Fall 2007

• Calculated the cash flo w, duration and convexity o f b onds with different coupon rates and time to

maturity fro m a pool of 200 bonds including treasu re bon d, municip al bond and corporate bond.

• Constructed an immunized pension plan hedged by selected bond portfolio via cash flow matching,

duration matching and convexity optimization using SAS.

• Analyzed the risk facto rs for the p ension plan includin g interest rate risk, credit sp read risk and yield

curve risk. Report and elaborate the assu mptions, advantages and disadvantag es of the mod el.

Risk Management Strategies in Sto ck Portfolio Op timiza tio n Fall 2007

• Constructed and op timized a 30-stock portfo lio d iversified in 7 industries based on 10 y ears historical r eturns.

• Optimize portfolio w ith mean v ariance, CAPM, industry exp osure and multip le risk factors model using Matlab.

• Compar ed optimized portfolio from differ ent models and an alyzed th eir V AR and CVA R.

Resea rch Assistant, City College of New York 2003 Present

Statistics study of Heme pro tein survey using SAS

• Created data war ehouse including 3,200 cofactors from 1,50 0 proteins. Made subset data and d eveloped quer ies of

data according to the sequen ce similar ity. Selected 11 deter minant variables for energy analysis of proteins.

• Constructed appropriate linear mu lti-factor model to predict protein en ergy poten tial using d etermin ant factors via

stepw ise forward selection method.

• Studied multi- collin ear ity between predictors. D etermin ed th e key var iables. Identified th e inf luential observ ations.

Predicted and v alidate the CXX CH motif in heme c proteins using th e dev eloped pattern recognition models.

Extra-curriculum Activity

Student representative of Ex ecu tive Committee in Physics department of CCNY 2 0 0 4 2 0 0 6

• Investig ated and reported th e insurance problems for graduate student, su ccessfully so lved the issue in Un iversity.

Presid ent of Ch inese Studen t and Scholar association of City Co llege of New York 2 0 0 5 2 0 0 7

• Initiated and regularly organized the outdoor activity in th e Chin ese community of the college.

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