ZENG BO

Email: ac1ezu@r.postjobfree.com Mobile:(+**) **07 6525

EDUCATION

Singapore Management University and Cass Business School, City University of London Singapore

Master of Science in Quantitative finance August 2016 – July 2017

Nanyang Technological University Singapore

Bachelor of Engineering in Electrical and Electronic Engineering August 2012 – June 2016

•Academic recognition: Second Upper honors, Specialized in Computer Engineering

MOE Senior Middle School 2 full undergraduate scholarship

University of California, Berkeley San Francisco, United States

Exchange program in Academic Research and Professional Writing May 2013 –August 2013

PROFESSIONAL EXPERIENCE

Dymon Asia Capital Singapore

Research & Strategy Department Intern October 2016 – December 2016

•Developed Trend Trading strategy in Python, implemented the technical analysis to track the price with

Bloomberg Trender and generated trender value across short term and middle term for 14 currency pairs, 4 index futures and 2 commodities. Back-tested the strategy using daily and intra-day OHLC prices.

•Automated the trades by using trade rules in the Trend Trading strategy, and found the combination of short-term trender paired with mid-term trender as indicators which generate buy and sell signals that maximize sharp ratio.

Woodsford Capital Management Pte Ltd Singapore

Research Intern July 2016 – September 2016

•Analyzed the portfolio of an UK family with US$100 million in net worth, produced screening lists of Corporate Bond and Government ETFs, and distilled findings from macro research on Sovereign Bond to support investment decisions.

•Enhanced and automated work processes via Excel VBA and Bloomberg excel add-in to prepare daily trade reconciliations and daily portfolio reports. Audited the daily financial statements of the 8 accounts with the reports from Pictet Private bank.

•Managed company database containing trading records and analytical data.

Bank of America Merrill Lynch Singapore

Global Wholesale Banking Intern January 2015 –June 2015

•Determined causes of high telecom expense by analyzing thousands of invoices to find potential cost reduction opportunities, and assisted team in managing monthly $1.5M P&L to control cost, forecast and funding within 1% variance.

•Developed organization charts, headcount reports, financial reports and 2015 forecasts.

•Led team to synthesize large amount of data to develop Black Book, a 30+ page report including business growth, funding, cost, headcount and risk for department director.

Accenture Pte Ltd Singapore

Software Engineer Intern June 2015 –August 2015

•Team member of People Data Exchange project which contribute to SingPass MyInfo web portal.

•Designed and implemented Web UI (HTML, Javascript, JSP) and implemented Java Spring MVC for the web portal.

•Drafted test scripts and detailed design document based on clients’ requests.

Siemens Ltd. China Hunan, China

Assistant Engineering Intern December 2013 –January 2014

•Assisted product Engineers to test SIBAS system and recorded the related data generated.

• Supported the core Engineers to construct the center control unit of SIBAS system provided for Ankara, Turkey.

ADDITIONAL INFORMATION

IT Skills: Matlab, Java, Java EE, C, C++, Javascript, HTML,SQL, AngularJS, Python, Excel VBA, Weka, Bloomberg, Interactive Broker

Extra-curricular activities: Incoming Exchange department leader in AIESEC Singapore NTU local Committee,

Publicity department best sub-committee member in NTU Electrical and Electronic School Club.

Projects: JPM Asset Management Case 2015, Champion in the Smart Electronics in 2014 Design and Innovation Project competition

Languages skills: English, Mandarin, German

Professional Certificates: CFA Level 1 candidate

Contact this candidate