ZIYUN (KATHERINE) ZHOU
*** **** **, *** ***, New York, NY, 10044 917-***-**** *******@*******.*** www.linkedin.com/in/zzhou59
EDUCATION
**** – 2018 FORDHAM UNIVERSITY, GABELLI SCHOOL OF BUSINESS New York, NY
Master of Science in Business Analytics, GPA: 3.9
Relevant Courses: Database Management, Big Data Analytics, Data Mining, Web Analytics, Statistical Methods, Financial Programming, Artificial Intelligence
Honors: 3rd place team leader in March Data Crunch Madness Competition 2017
Member: Fordham Business Analytics Society, Fordham FinTech Society
2012 - 2016 SOUTHWESTERN UNIVERSITY OF FINANCE AND ECONOMICS Chengdu, China
Bachelor’s in Economics, Major in Finance, GPA: 3.7
Relevant Courses: Advanced Mathematics, Linear Algebra, Probability Theory, Financial Economics, Applied Statistics, Corporate Finance, Investment, Financial Derivatives, C++
Honors: Outstanding student award; 4 years first-class academic scholarships winner
EXPERIENCE
10/2017-12/2017 Department of Computer and Information Science, Fordham University: Research Assistant New York, NY
Developed OptionDataGleaner that acquires option data from web and provides mining and visualization
Conducted HFT volatility estimation using Python over 5/10/30/60-minute intervals, finding that section volatility predicts the fluctuation of the log returns much better than realized volatility
01/2017-05/2017 United Nations, ICT for Sustainable Development: Student Worker New York, NY
Created diabetes-related domains, based on which extracted tweets from Twitter on a weekly basis
Conducted bag-of -words and clustering analytics on 263,117 tweets to describe patterns of diabetes
Provided data visualization using Python and Tableau and reported to UN officers
02/2016-07/2016 China Life Insurance Company: Financial Data Analyst Intern Yantai, China
Analyzed insurance data and prepared data analysis report to senior mangers
Maintained customer database using SQL
06/2015-08/2015 Bank of China: Research Intern Yantai, China
Analyzed effects of RMB and USD interest rate changes on foreign exchange market from 2005 to 2015 by applying VAR, IRF and variance decomposition models; a research report was presented to senior management team
SELECTED PROJECTS
10/2017-12/2017 Selective Learning Analytics for Financial Option Data New York, NY
Designed selective learning (feature engineering) methods to improve accuracy of predictions for option volatility and implied volatility using support vector machines (SVM), gradient boosting (GB) and random forests (RF) models
Decreased MSEs by 30% - 60%, indicating large potential for increasing revenue of this method
10/2017-12/2017 Credit Risk Analytics New York, NY
Applied k-NN, logistic regression, extra-trees (ET) methods to classify credit risk, and improved F-1 score from 0.55 to 0.76
Employed SMOTE oversampling to conquer imbalanced label issue
03/2017-05/2017 Big Data Analytics for Reddit Comments Data New York, NY
Crawled submissions with over 1 million comments of top 20 TV shows from Reddit using Python
Detected seasonal hottest topics and made predictions for TV series companies by investigating regression, clustering and deep neural network models under Spark
02/2017-05/2017 County-level Crime Data Analytics New York, NY
Integrated county-level socioeconomic indicators with crime number data by Excel Vlookup
Established regression models in R to analyze impacts of socioeconomic factors on crime rate
02/2017-05/2017 Market Analytics for TripAdvisor US Airlines Reviews Data New York, NY
Crawled reviews for 21.2 MB of top 10 airline companies
Conducted bag-of-words, K-means and sentiment analysis using AWS to find what concerned customers most about a flight, helping airline companies win better reputation and attract customers
09/2016-12/2016 Database Design: Pharmacy Prescription Tracking Database New York, NY
Designed a database for pharmacy to track information of patients, drugs, and prescriptions
Accessed DB2 in the IBM Bluemix environment and implemented SQL queries for database operations
TECHNICAL
Skills • Programming: Python, SQL, NoSQL, Spark, Hadoop, R, SAS
Database: MongoDB, IBM DB2, MySQL
Analytics: MS Excel, AWS, Cloudera, Google BigQuery, SPSS, Google Analytics, Matlab
BI Tools: Tableau, Spotfire, Alteryx, QlikView, Cognos
Certifications Earned CFA Level I; CFA Level II Candidate