Sales Project

YIGE ZOU

* ********** ****** ******* ***. *C, New York, NY, 10012

Mobile: 718-***-**** Email: ****.***@***.***

EDUCATION

NEW YORK UNIVERSITY New York, NY

The Courant Institute of Mathematical Sciences

MS in Mathematics in Finance (Expected January 2014)

Fall coursework: Black-Scholes, Greeks, exotic options, Ito calculus, diffusion processes,

backward/forward equation, basic forecasting, portfolio optimization

Spring coursework: Optimal betting and execution strategies, simulation and backtesting, interest-

based derivatives, FX models, volatility models, risk measure

RENMIN UNIVERSITY OF CHINA Beijing, China

B.Econ in Statistics(September 2008 July 2012)

Honors: National scholarship (Top 1%), National Statistics Contest in Modeling (Top 5%)

Coursework: Mathematical statistics, statistical computing, nonparametric statistics, finance,

investing, microeconomics and macroeconomics

PROJECTS

Volatility Estimation with High Frequency Data (May 2012 June 2012) Beijing, China

Measured estimation error by constructing daily delta-hedged positions of stocks

Compared realized volatility and two-scale realized volatility based on high frequency data

Conducted sensitivity analysis of estimation error on strike prices

Empirical Research on Delta Hedging (August 2011 September 2011) Los Angeles, CA

Backtested delta hedging strategy on 40 European options in American and Chinese markets

Optimal Asset Allocation (May 2011 June 2011) Beijing, China

Researched methods to eliminate bias in optimal portfolio caused by estimation error

Summarized previous research on robust asset allocation strategies

EXPERIENCE

GUOTAI JUAN SECURITIES Co., Ltd. Shenzhen, China

Research Intern in Sales and trading division (February 2011 - March 2011)

Wrote reviews of morning meetings and internal researcher training

Designed spreadsheets to track industrial reports and collect external contacts for clients

Shenzhen, China

DELOITTE TOUCHE TOHMATSU CPA LTD.

Winter Intern, Audit (January 2011 February 2011)

Conducted testing on client s internal inventory system and developed excel functions to merge

accounting statements of subsidiaries

Interacted with clients daily to seek feedbacks and assistance for managers

OTHERS

Programming: JAVA (.5 year), R (2 years), Matlab (2 years)

Qualifications: Society of Actuaries ( Passed: Probability & Financial Mathematics)

Language: Chinese (native), English (fluent)

Activities: Harvard Project For Asian And International Relations Conference (Chinese Delegate),

AIESEC (Team leader of External Relations), Member of College Debate team

Contact this candidate