Zhengran Zhao (Clark)

aca3fs@r.postjobfree.com 919-***-**** 3121A Kings Ct, Raleigh, NC, 27606

EDUCATION

North Carolina State University 08/2011-08/2013

Master of Mathematics Major in Financial Mathematics

Shandong University of Finance 09/2007-07/2011

Bachelor of Science in Economics Major in Insurance (Actuarial Science)

PROFESSIONAL EXPERIENCE

Place Trade Financial Inc. Raleigh, NC 05/2012-10/2012

Research Assistant

●Provide optimization of portfolios (stocks and options) and risk analysis for clients through VAR

calculation with Monte Carlo method. Improved accuracy by 30%-40% compared with the

method learned in the class.

● Processed data for time series use (Difference). Forecasted result of stock with ARIMA and

Garch model.

●Searched and screened data of stocks, bonds for clients based on their requirements to guarantee

the certain level of avenue with lower risk.

China Life Insurance Company. Zhengzhou, China 06/2009-09/2009

Research Assistant

●Life insurance product premium, reserve actuarial pricing

●Training program: Analysis focused on ANOVA, Linear Regression, Logistic Regression and

Predictive model

●Data analysis for insurance sales trend

●Underwrote: checked and calculated 1000 bills from the claims submitted and managed receipts

●Claim settled: assistant work for 2 on-site inspections and accident record

REASERCH EXPERIENCE

Project: Valuing Mortgage insurance, RMBS 05/2013-08/2013

●Using bivariate binomial trees option pricing technique to evaluate (a technique to eliminate

correlation between house price and interest rate two stochastic processes)

Teaching Assistant in NCSU mathematics department 05/2013-06/2013

●Responded for calculus II and differential equation

Project: Convertible bond pricing for Intel Corporation 04/2012

● Conducted Monte Carlo method based on CIR interest model to price bond.

Actuarial professional courses/exams:

● Passed P and FM (Probability and Financial Mathematics) held by SOA (Society of

Actuaries)

● Passed courses in NCSU equivalent to VEE of corporate finance and statistic

COMPUTER SKILL

SAS certified Statistical Business Analyst: Regression and modeling (with certificate)

SAS certified Base programmer for SAS 9 (with certificate)

SAS Advance

Matlab (used two years in NCSU) proficient in Excel (including pivot table, vlookup, VBA)

Word Access R language SQL

HONORS AND AWARDS

Second prize of Shandong Province in CUMCM (Contemporary Undergraduate Mathematical

Contest in Modeling) in China

(Mainly be responsible for data processing and coming up with ideas) 07/2010

PUBLICATION

Investment Channels of Insurance in China, Market Modernization, ISSN 1006-3102

EXTRACURRICULAR ACTIVITIES

Volunteer for the 11th National Games of the People's Republic of China 2009

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