Developer Software Engineer

Xiaofei Zhang

Phone: 530-***-**** Email: **********@*****.***

OBJECTIVE

Quant Developer Quantitative Trading Strategy, Quant Model Validation, Portfolio Management, Data Analyst, Software Developer

Education

Rutgers Business School (GPA 3.63) Newark and New Brunswick, NJ Master of Quantitative Finance August 2016 – May 2018 University of California Davis (GPA: 3.47) Davis, CA B.S. in Computer Science October 2010 – June 2015

B.S. in Managerial Economics October 2010 – June 2015 Experience

Quantitative Developer Jan 2017 – June 2017

Constellation Capital Management LLC New York City

Developing predictive models by statistical analysis and machine learning, such as OLS, AR(I)MA, RNN and LSTM;

Developed a web-based automatic system in Python, interpreting trades from Bloomberg or Interactive Broker into the middle-office database, and reflecting open positions, cash flow and P/L on the front end;

Designed and deployed an SQL-Server database for the middle office independently;

Relevant Technology: Python, Flask Framework, SQL, JavaScript, HTML, SQL-Server Database, Linux, machine learning

Graduate Teaching Assistant Oct 2016 – May 2018

Rutgers Business School Newark, NJ

Teaching Assistant for the courses Object-Oriented Programming (C++ and Python) at the Rutgers MQF program.

Held office hours and recitation classes to review class material and taught students programming logic.

2017 CME GROUP TRADING CHALLENGE Feb 2017 – Mar 2017 CME Group Greater Chicago Area

Participated in 2017 CME Trading Challenge, performed day trading in crude oil using designed trading strategies and was ranked 12 out of more than 600 teams. Our portfolio made 30% profit in one week with good understanding on commodity market.

Conducted research on historical volume and volatility, technical analysis with indices and fundamental analysis;

Core Skills

Proficient programing in C/C++, Python, MATLAB,R

SQL experience in SQL-Server Database, Microsoft SQL Server, Oracle Database

Front-End: HTML/CSS Back-End: Python, PHP

Machine Learning in simulating Artificial Neural Network

Financial modeling, Trading Strategies, Corporate Finance, Market and Investment Analysis, Portfolio management and asset allocation, Numerical Analysis, Time Series Analysis, Econometric Modeling, Machine Learning

Research Projects

Mechanism for USA Housing Price Change based on Stochastic Time Series Model

Launching CRYPTO CURRENCY 30 Index

Research on Router Buffer Drop Rate by C++ simulating processes

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