NING ZHAO

Email: abqexo@r.postjobfree.com

Address: **** ****** **

City: La Jolla

State: CA

Zip: 92092

Country: USA

Phone: 858-***-****

Skill Level: Assistant

Salary Range: $52,000

Willing to Relocate

Primary Skills/Experience:

See Resume

Educational Background:

See Resume

Job History / Details:

Ning Zhao

9450 Gilman Dr #80324, La Jolla, CA 92092.

858-***-**** (cell). abqexo@r.postjobfree.com

Personal Website: http://www.math.ucsd.edu/~nizhao/

EDUCATION

UNIVERSITY OF CALIFORNIA SAN DIEGO (La Jolla, CA)

Department of Mathematics (Expected:April, 2013)

MS in Statistics, My adviser, Dimitris N. Politis

*Statistics: Applied Statistics, Mathematical Statistics, Survival Analysis, Probability;

*Applied Mathematics: Numerical Linear Algebra, Nonlinear Equations and Optimization, Approximation

Theory;

*Software Engineering: Algorithm Design and Analysis, Software Testing & Analysis, Software Engineering,

Web Application Design, IOS programming;

CENTRAL UNIVERSITY OF FINANCE AND ECONOMICS (Beijing, China)

BS in Financial Engineering, GPA: 3.7/4.0 (June, 2011)

*Honor: -Meritorious Winner- in -Mathematical Contest in Modeling- held by -Consortium for

Mathematics and Its Applications-;(link)

CUFE Bogao Scholar;

*Quantitative Finance: Black-Scholes, CAPM, Monte Carlo Simulation, Risk Management, VaR Calculation

Methods, Derivatives Pricing, Linear Regression, Programming in Finance

*Mathematics: Mathematical Analysis, Real Analysis, Markov Chains, Brownian Motion, Ito Calculus,

Stochastic Differential Equations,, Statistics and Probability

*Volunteer work: Communication coordinator, Beijing Olympic Games 2008

RESEARCH EXPERIENCE

DEPARTMENT OF MATHEMATICS, UCSD (Jan2012-Present2012)

Research Project with Professor Dimitris N. Politis

*tested Gaussianity and linearity in 3rd order stationary time series under the procedure of bootstrap

algorithm.

*Proof referring to -h-step-ahead Best Linear Predictor" (link)

Research Project with Professor Ery Arias-Castro

*derived MP test under Neyman-Pearson lemma to find mixture distribution in 2D on the problem of

pattern detection in point clouds. (link)

Research Project with Professor Jelena Bradic

*Regression Shrinkage and Selection via the Lasso. (link)

Independent Research with Professor Ian Abramson

*Markov Chain Monte Carlo and Gibbs Sampling. (link)

DIVISION OF FINANCIAL ENGINEERING, CUFE (May2009-May2010)

China National Creative Researcher (link)

*China Creative Research Program, from May 2009 to May 2010; Sponsored by Ministry of Education of

China to encourage college students to incorporate theoretical models into solving actual problems

*received CNY 20,000, Formed a team of 6 graduate and undergraduate students to study precautionary

savings in rural areas of Shanxi and Zhejiang Provinces;

*Programmed in R to solve dynamic stochastic general equilibrium model.

WORKING EXPERIENCE

Individual IOS Software Developer (Sep2009-present)

*archive link: https://github.com/JAX2013

UNIVERSITY OF CALIFORNIA SAN DIEGO

Teaching Assistant(Jun2012-Sep2012)

*Linear Algebra, MATH 20

ZHEJIANG YONG`AN FUTURES BROKERAGE, CO., LTD. (Beijing, China)

Software Engineer (Sep2010-Feb2011)

*Programmed in C++ and debugged for the Yong`an online trading software

*Developed differently specialized algorithmic trading patterns on the demand by group boss.

*Researched futures trading strategies associated CAPM model.

CCB PRINCIPAL ASSET MANAGEMENT CO., LTD. (Beijing, China)

Analytics Consultant (Mar2010-Aug2010)

*Received thorough training in using FactSet System developed by FactSet Research Systems Inc,IL

*Coded database interface on Visual Basic to access and export data to FactSet Systems

*Composed weekly syntheses on stock prices, portfolio returns, and transaction fees for 8 mutual funds

TECHNICAL SKILLS

*Languages: R, SAS, SQL, Matlab, Java, C++, HTML, CSS, XML, UML, VB

*Operating Systems: Linux, Mac, Win 8

*Tools: Proficient in Eclipse

Contact this candidate