Development Management

Weitian Zang

**** **** ****** ****** *****: 773-***-****

Chicago, IL, 60612 Email: ******@*********.***

QUALIFICATION

• Trading Strategies Research: Long Short Equity, Volatility Arbitrage, Term Structure Rich-Cheap

Analysis, Currency Carry Trade, Trend Following, High Frequency Trading, Risk Arbitrage.

• Derivative Pricing and Hedging: Stochastic Volatility, Local Volatility, Jump Model.

• Extensive Quantitative Skills: Principle Component Analysis, Bayesian Methods, Time Series,

Stochastic Search Model, Data Visualization, Numerical Methods, Optimization, Multivariate

Analysis, Partial Differential Equation, Stochastic Differential Equation.

• Good Communication Skills, Strong Team-Sprit, Multi-Task Attitude, Outstanding Self-Starter.

WORK EXPERIENCE AND SELECTED PROJECTS

Summer Internship in Excelsior Capital Management (Chicago Hedge Fund), (May - August 2008)

• FOREX high frequency trading strategies research, coding with VBA and C++.

• Trading strategy back-testing and optimization Excel spreadsheet development.

• Exotic derivative pricing and hedging of currency market (digital options and basket options),

coding with Excel and MATLAB.

• Vanilla options volatility surface calibration by robust regression in VBA and MATLAB.

• Cross market volatility (equity index) arbitrage research and Excel spreadsheet development.

• Trading models/paper search and recommendation.

Selected Projects

• Random number generation, Markov chain Monte Carlo simulation and numerical stochastic

differential equation simulation, including implementation codes in C++.

• Term structure modeling and estimation using various models, including: spline-based model,

Nelson-Siegel class model and macroeconomic factor model, with codes in VBA and MATLAB.

• Portfolio construction and optimization based on mean-variance framework with different

numerical optimization algorithms and closed form formulas, with codes in MATLAB.

SKILLS AND COURSES

C++, VBA, Excel(GUI), MATLAB, UNIX, SQL, JAVA

Computer:

Financial Courses: Equity Trading, Fixed Income Trading, Options Trading, Financial Market

Modeling

EDUCATION

Except July 2009

Ph.D. in Mathematics (Algebraic Geometry)

University of Illinois at Chicago, Chicago, IL

May 2005

Master of Science in Mathematics

University of Illinois at Chicago, Chicago, IL

August 2003

Bachelor of Science in Mathematics and Computational Science

Nanjing University of Science and Technology, Nanjing, China

PUBLICATIONS

• Luk, Hing Sun; Yau, Stephen; Zang, Weitian ”Complete invariant of a family of strongly

pseudoconvex domains in A1 -singularity: Bergman function” Contemporary Math 400

American Mathematical Society, 2006.

• Zang, Weitian; Yau, Stephen ”Weighed dual graphs of complete intersection weakly elliptic

singularities with Z 2 = 4”, Submitted.

HONORS AND AWARDS

• Informatics Olympic Programming Contest Golden Medal in Jiangsu, China 1998

• Summer School Funds from Mathematical Sciences Research Institute at Berkeley, CA, 2005

• Travel Funds from Mathematics Department of University of Illinois at Chicago, 2004-2006

• Bloomberg Platform Certification, 2009

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