Developer Management

HE (Hull) ZHU

Quantitative Analyst Java/C++ Developer MSc – Financial Mathematics (Risk Management) 1450 Washington Blvd, Apt. 510S, Stamford, CT Email: **.***@*****.*** Tel: 860-***-**** EDUCATION

THE UNIVERSITY OF CONNECTICUT Stamford, CT

Master of Science in Financial Risk Management (S.T.E.M) Sep 2018 - Dec 2019

• GPA: 4.1/4.0

• Award: GPA Overflowed; Ranked 1

st

among 150 students

• Courses: Financial Statistics,Fixed Income, Derivatives, Equity Market, Portfolio Management, Time Series Analysis, Programming (MATLAB, Python, VBA and C#), Data Structure CHONGQING TECHNOLOGY AND BUSINESS UNIVERSITY Chongqing, China Bachelor of Science in Finance Sep 2014 - Jun 2018

• Overall GPA: 3.6/4.0 (Top 5%) Major GPA: 3.9/4.0

• Award: Scholarship for Academic Excellence (Top 5%)

• Courses: Adv. Calculus, Linear Algebra, Probability Theory, Statistics, Econometrics, SQL, Differential Equations

Certificate in Quantitative Finance – Fitch In Progress

• Courses: Credit Risk Modeling, Advanced C++ Programming in Finance, Monte Carlo Method for Finance, Multivariate Statistics,

FRM Level I -- Passed Nov 2016

ACADEMIC AND INTERNSHIP EXPERIENCE

ROTMAN INTERNATIONAL TRADING COMPETITION Toronto, Canada Citadel Securities’ High Frequency Algorithm Trading Project Feb 2019

Independently developed a profitable spread arbitrage trading algorithm based on the mean-reversion property of ETF-Stocks spread via MATLAB

Developed a flexible real-time analysis system to monitor the tender’s private offers and hedge the price volatility/liquidity risk caused by unexpected dynamics of the market CHINA MERCHANTS SECURITIES Chongqing, China

Quantitative Analyst (Full time internship) Jan 2018 – April 2018

Options Pricing in Monte Carlo Methods

-Combined autocorrelation model and Monte Carlo simulation to create an index prediction model for ETF50 options and analyzed the its possible probability distribution

-Priced ETF50 options based on the probability distribution and designed an arbitrage method by trading ETF50 index and relevant options

RICEQUANT ALGORITHM COMPETITION Online

Quantitative Research – Statistical Arbitrage strategy Nov 2017 –Dec 2017

-Researched the difference of stock price recovery rates between the paired large cap stock and small cap stock when there is an extreme event in financial market

-Developed a high winning-probability trading algorithm based on the statistical properties of the rates and designed an effective position management strategy to minimize the possible loss. PROGRAMMING SKILLS

C++ (Proficient Level) deep understand in C++ 11 features; proficient in derivatives analysis in C++

Java (Proficient Level); be able to process backend development. Familiar with Multithreading programming, JDBC, JavaFX GUI development, and web programming

SQL (Proficient Level) Have experience of MySQL Database deployment, able to connect database to multiple programming languages. Be able to process data analysis based on SQL.

MATLAB, R and Python: Advanced level in using these 3 languages to implement or develop quantitative models. Proficient in the frequently-encountered modules such as NumPy, Pandas, etc.

Linux: 2 years’ experience of C++/Java programming on Linux OS platform; familiar with frequently-used commands of Linux; able to use GNU Make to accelerate the deployment of large-scale C++ projects;

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