YUYAO ZHANG

ac9vd1@r.postjobfree.com 347-***-**** https:/ / www.li nked i n.c o m/in/ yu yao zha ng

EDUCATION

NEW YORK UNIVERSITY, TANDON SCHOOL OF ENGINEERING Brooklyn, NY Master of Science in Financial Engineering, GPA: 3.9/4.0 05/19 UNIVERSITY OF SCIENCE AND TECHNOLOGY BEIJING Beijing, China Bachelor of Science in Financial Engineering, GPA: 3.9/4.0 08/17 SKILLS

• R, Python, C++, SQL, MATLAB, EViews, SAS, SPSS

• CFA Level II candidate

COURSEWORK HIGHLIGHTS

• Programming: Financial Computing (C++), Machine Learning (Python), Algorithmic Portfolio Management (R)

• Finance: Economics Foundation in Finance, The Pricing of Options, Insurance Pricing, Fixed Income

• Quantitative: Stochastic Calculus, Quantitative Methods in Finance, Financial Risk Management &Asset Pricing ACADEMIC PROJECTS

NEW YORK UNIVERSITY, TANDON SCHOOL OF ENGINEERING Brooklyn, NY Predicting Loan Repayment with Machine Learning in R 01/19-05/19

• Implemented features engineering, data visualization and PCA to reduce dimensions, performed loan default prediction in R using machine learning techniques such as Random Forest, Neural Network and Gradient Boosting Machine (GBM).

• Used version control in Git to keep track of the project progress and managed source code. NEW YORK UNIVERSITY, TANDON SCHOOL OF ENGINEERING Brooklyn, NY Evaluate the impact of earning report on stock price using C++ 04/18-05/18

• Utilized libcurl package in C++ to retrieve historical prices of S&P 500 stocks before and after the announcement date of earning report from Yahoo, stored price information into STL map.

• Implemented bootstrap algorithm to calculate AAR/CAAR for each stock group and visualized the effect of publishing earning reports to stock price under different scenarios. NEW YORK UNIVERSITY, TANDON SCHOOL OF ENGINEERING Brooklyn, NY Machine Learning: Prediction of stock returns and portfolio selection using fundamental analysis with Python 04/18-05/18

• Explored and researched on fundamental-oriented equity trading strategies, retrieved fundamental information of companies from Bloomberg.

• Optimized portfolio using Neural Network, Support Vector Machine and Linear Regression models, validated the models via back testing.

QUANTITATIVE ANALYSIS, RISK MANGEMENT AND RELATED EXPERIENCE CHINA EVERBRIGHT BANK CO., LTD Taiyuan, China

Quantitative Assistant Intern 02/17-05/17

• Executed market risk assessment and return budget for Shanxi Investments Group capital increase project, compared different plans and drafted project report.

• Reviewed demolition plan and created budget for City-Village of Taiyuan renewal project, assessed the profit model using scenario analysis.

BOHAI INDUSTRIAL INVESTMENT FUND MANAGEMENT CO., LTD Beijing, China Quantitative Analyst Intern 09/16-01/17

• Researched market occupation and business revenue pattern through due diligence for medicine e-commerce and wine e- commerce businesses, assessed the regulatory risk components and implemented competitor analysis, drafted investment suggestions report for target client.

• Conducted liquidity risk management for the IAT company via financial statements and improved project related to up-to-date technology, evaluated market feasibility and substitutes competitiveness. CITIC TRUST Beijing, China

Innovation Business Department Intern 07/16-08/16

• Participated in Taiyuan Evergrand project, executed due diligence, evaluated the project feasibility based on market research and historical data analysis, implemented profit and benefit allocation analysis via real estate valuation model, participated the project tracking process and drafted project report. AWARDS / COMPETITIONS

• National Academic Scholarship (Ministry of Education of PRC), 2014

• 2nd People’s Scholarship (University of Science and Technology Beijing), 2015

• Excellent Volunteer of 2nd National Management Case Elite Trophy, 2014

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