Engineer Mechanical Engineering

PDF version(click here)

Jie Zhu

** **** ******, ***. *, Jersey City, NJ 07306

585-***-****, *****@***.***

EDUCATION

New York University

New York, NY

The Courant Institute of Mathematical Sciences GPA: 3.9/4.0

MS in Mathematics in Finance (expected January 2008)

Mathematics: Ito calculus, martingale, Brownian motion, PDE and optimal control, numerical methods

Finance: pricing and hedging of derivative securities, Black-Scholes, CAPM, mean-variance analysis, risk management, interest rate and credit models, financial econometrics and statistical arbitrage

Computing: derivatives pricing in C++ and VBA, trading strategies in Java, statistical analysis in Matlab

Projects: applied Gaussian copula, importance sampling and likelihood ratio methods to compute the prices and Greeks for Nth to Default Credit Swaps; implemented binomial trees, Monte Carlo and finite difference methods to price interest rate swaps, variance swaps, exotic options and convertibles (C++)

University of Rochester (Sep 2003 Jun 2006)

Rochester, NY

MS in Mechanical Engineering / Ph.D. Candidate / Research Assistant

GPA: 4.0/4.0

Relevant coursework: PDE, finite element methods, and tensor calculus for mechanics analysis Recipient of Robert L. and Mary L. Sproull University Fellowship

Shanghai Jiao Tong University (Sep 2000 Mar 2003)

Shanghai, China

MS in Mechatronics Engineering with specialization in Robotics

GPA: 3.7/4.0

Relevant coursework: matrix theory, statistics, control theory, object-oriented programming Patent: "Micro Hexapod Robot Driven by Shape Memory Alloy"; No.: CN02112256.3

Zhejiang Institute of Science and Technology (Sep 1996 Jul 2000) Hangzhou, China

BS in Mechatronics Engineering (Graduated with highest honors) GPA:91.7/100.0

EXPERIENCE

BlackRock New York, NY

Intern Term Structure Modeling Group (May 2007 Aug 2007 )

Researched and implemented a new interest rate model calibration method by shocking swaption volatility surfaces with respect to model parameters, reduced the calibration time by 80% (C++)

Improved the volatility exposure hedging of mortgage-backed securities by designing four intuitive buckets of swaption volatility surfaces and applying partial vega measure (C++)

Wrote a swaption pricer for both one-factor and two-factor interest rate models (C++)

Participated in BlackRock Summer Intern Portfolio Challenge, teamed up with 7 interns to construct and manage an equity growth fund with the goal of beating Russell 1000

Intel Products Ltd. Shanghai, China

Technical Supervisor CPU Manufacturing (Jan 2003 Jul 2003 )

Set up the technician team, performed troubleshooting and equipment maintenance

Conducted statistical design of experiments to improve product quality

Schlumberger Company

Marmul, Oman

Field Engineer Trainee Well Completions & Productivity (Jul 2002 Aug 2002)

Installed and maintained electric submergible pumps, conducted well data analysis

SKILLS / AWARDS

C++, Java, Matlab, Excel, VBA, Bloomberg, EclipseLanguage: English (fluent), Chinese (mother tongue) Ranked 1st at the competitive master entrance exam of Shanghai Jiao Tong University 2nd Prize of China National Physics Olympiad (Hubei Province) 2nd Prize of China National Mathematics Olympiad (Hubei Province)

Contact this candidate