HUA (CONNOR) ZHAO, M.S

New York, NY

781-***-**** ac8n8q@r.postjobfree.com

www.linkedin.com/in/huazhaoconnor

STATISTICAL ANALYSIS Quantitative Modeling

Highly motivated, detail-oriented, hard-working Quantitative Analyst with strong quantitative, statistical, programming skills and critical thinking mind obtained from academic and experience relevant to the industry. Excellent communicator and presenter adept at communicating and collaborating with individuals at all levels of a corporation. Decent interpersonal character and easy-going disposition to work with as described by most of ex-colleagues. Exceptional academic qualifications, including a M.S. in Finance from Brandeis University in Boston, and a B.S. in Computer Engineering from the Southwestern University of Finance and Economics. Currently enrolled in an on-line part-time school for advanced financial engineering studies. CORE COMPETENCIES

Data Analytics Python Risk Management

Quantitative methods Matlab MySQL

Monte-Carlo Simulation SAS Derivatives Pricing

Statistical Analysis R Excel/Macros

EDUCATION

Brandeis University, Boston, MA: 2018 M.S – Financial Mathematics, 3.5/4.0

Relevant Coursework: Financial Statement Analysis, Financial accounting, Financial Modeling, Advanced Corporate Finance, Computer Simulation & Risk Assessment, Forecasting in Finance & Economics WorldQuant University, Part-time Online, 2020 M.S.in Financial Engineering, 3.8/4.0

Relevant Coursework: Econometrics, Discrete-time Stochastic Processes, Continuous-time Stochastic Processes, Computational Finance, Portfolio Theory and Asset Pricing, Machine Learning in Finance Southwestern University of Finance and Economics, China: 2016 B.S – Computer Engineering, 3.7/4.0

Relevant Coursework: Linear Algebra, Arithmetical Analysis, Statistics, Probabilities, C++, JAVA EE Programming, Econometrics, Fixed Income, Accounting Principles

PROFESSIONAL EXPERIENCE

East Coast Power & Gas New York, NY 2018.09 – Present Quantitative Risk Analyst

Manage derivative/physical commodity trade risk, including MtM calculation, cash collateral and margin monitoring, to measure trade exposure and handle margin calls against counterparties, in Excel and VBA

Applied Monte-Carlo Simulation in Python to develop and maintain a VaR mode (normal distribution) to predict initial margin amounts for a specific derivative trade account day to day

Utilized Python to output various line charts, histograms for the risk and Electric pricing data

Data restoration and extraction in MS SQL.

PanAgora Asset Management Boston, MA 2018.02 – 2018.07 Quantitative Analyst Intern

Solved an alpha maximization for a portfolio of 1956 stocks with 30+ constraints (sector weight limits, total buy %<= 15%, etc.), using optmodel proc in SAS (5000 iterations in NLP Solver) and thus adjusted portfolio weights

Analyzed 156 large monthly stock datasets, with mapping, cleaning, aggregating in Python, visualized datasets like signal coverage ratio time series line charts to find pattern in both Python and Tableau

Wrote a function in Python that tested Spearman Correlation coefficients on factor/return and t-stats, to filter valuable factors to do back-testing

Back-tested various factors in Python, summarizing results to manager CONNOR ZHAO, M.S ac8n8q@r.postjobfree.com 781-***-**** PROJECTS & ACHIEVEMENTS

Brandeis University Boston, MA 2017.03-2017.05 Predictive Model Project – Japan CPI Forecasting

Utilized R to build quadratic trend model, exponential smoothing model, and ARIMAX model based on Japan CPI time series

Used Dicky-Fuller test and ACF function to analyze each model’s integration and autoregression.

Made one-step forward forecast and multi-interval forecast for each model, and used DB function to test accuracy Southwestern University of Finance and Economics Chengdu, China 2014.04-2014.05 Mathematical Modeling Project

Coded in Matlab to model a non-liner regression problem for a toy factory company, with near 10 constraints, and two objective equations

Output three-dimensional graphs in Matlab to find pattern ADDITIONAL CREDENTIALS

TECHNICAL SKILLS Programming: Python, SAS, R, VBA, SQL, Matlab Utilities: Microsoft Office Suite (Word, Outlook Power Point, Power Excel User), Microsoft Access, Microsoft SharePoint, Bloomberg

Databases: Microsoft SQL Server

Other: Lingo, Photoshop, google

LANGUAGES English, Chinese

PROFESSIONAL DEVELOPMENT CFA Level Two Candidate

Python Programmer Track Certificate by DataCamp

SAS Certified Advanced Programmer for SAS 9

ORGANIZATIONS The QUANTS Network – Institutional Trading Network

Hedge Fund Risk Management

VOLUNTEERING EXPERIENCE Roscommon Care Center / World Snooker Championship in Chengdu INTERESTS Basketball, Swimming, Traveling, Family casual activities, Foodie