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