ZENGHUI LIU
**** **** ******, ***. **, North Bergen, NJ, 07047 917-***-**** *******@*****.***
EDUCATION
Stevens Institute of Technology Hoboken, NJ
MS in Financial Engineering, GPA: 3.81/4.0 May 2017 Graduate Certificate: Financial Services Analytics Relevant Coursework:
Stochastic Calculus for Finance
Pricing and Hedging
Financial Data Science
Financial Database Design Lab
Computational Methods in Finance
Portfolio Theory and Applications
Data Visualization Application
Financial Systems Technology
Advanced Derivatives
Saint Louis University St. Louis, MO
BS in Aerospace Engineering, Minor in Engineering Mathematics Dec 2013 SKILLS
Programming Languages: MATLAB, R, Python, C++, SQL Applications: Tableau, D3, Bloomberg, Latax, SAP, AutoCAD, Pro-Engineer Finance: Big Data Analytics, CAPM, Portfolio Optimization, Monte Carlo Simulation, Binomial/Trinomial Tree, Value at Risk, Pairs Trading ACADEMIC PPROJECTS
Stevens Institute of Technology Hoboken, NJ
Visualize local volatility surface and monitor swaption market supported by Accenture PLC Jan 2017 – May 2017
• Estimated local volatility using option price and Dupire formula in Piterbarg framework
• Visualized local volatility surface and the difference from implied volatility surface when choosing a date
• Priced option using Black-Sholes model, assessed pricing errors on each methodology
• Built a shiny-dashboard to monitor swaption market, provided trading suggestions and visualized results and returns Pair Trading Project Aug 2015 - Dec 2015
• Discussed statistical arbitrage pairs trading strategy for the sectoral ETFs using co-integration
• Utilized machine learning algorithms to train data and predict ETF spread, analyzed returns for each combination EXPERIENCE
UnionPay International Jersey City, NJ
Business Development and Market Planning Intern Feb 2017 – Jun 2017
• Participated in business development projects, and assisted negotiation of issuing and acquiring deals
• Researched and analyzed information and data of regulatory rules, competitor moves and market momentum Finance Support and Office Administration Intern
• Reviewed and authorized projects, agreements and reimbursements for American and Canadian offices
• Implemented administrative systems, procedures, and policies, purchasing and facilities management BMW Group, MINI Department Beijing, China
Sales Planning Intern Oct 2014 - Jun 2015
• Assisted planning for annual vehicle production, as well as wholesale and retail budget size
• Forecasted monthly regional sales by analyzing seasonal market tendencies to establish dealers’ sales target
• Allocated production through vehicle data and analyzed quotas specific to regional dealers
• Set up and guided target demands of regional dealers and monitored their inventory to support lean practices Saint Louis University St. Louis, MO
Teaching Assistant Feb 2011 - Dec 2013
• Tutored students in learning and communicating in Mandarin at the college level Media Lab Assistant
• Operated, maintained, and repaired programmed A/V production equipment
• Processed inventory, ticket and billing, records/files and book-keeping for material management