Quant developer

Li Zou

* ****** ***** ** ****** Hoboken, NJ ***** 201-***-**** *****@*******.***

Education

Stevens Institute of Technology, Hoboken, NJ Expected Jun.2015

Master of Science in Financial Engineering

GPA: 4.0

George Mason University, Fairfax, VA Sep.2009 – Dec.2011

Bachelor of Science in Computer Science

GPA: 3.29

Nanjing Normal University,Nanjing, China Sep 2007 – Jun.2009

Bachelor of Science in Telecommunication Engineering

GPA: 3.13

Related Course Work: Stochastic Calculus, Derivatives and Pricing, Object-Oriented Programming, Data

Structure

Skills

Programming: C++, JAVA, C, Python, Linux, LISP, R, MATLAB, XML, IBM Streams Real Time

Languages: Chinese Mandarin (Native); English (Fluent)

Finance Skills:

Pricing of Instruments: use B/S model, binomial tree, and Monte Carlo to price options; compute bond price

based on term structure model.

Pairs-trading Algorithm: Connect API interface of C++ to exchange data; use pair-trading strategy to trade stocks

and ETF; record P&L and account information

Certifications

Complete CFA (Chartered Financial Analyst) Level I Exam, Dec .1, 2012

CFA Level I Program, Aug 2012

Work Experience:

Thomson Reuters, 3 Time Square, NY June 2014 – Dec 2014 (7 months)

Equities Assistance Intern

• Creating C++ and SPL programs in IBM InfoSphere Streams to deliver real time volatility surface model

to Eikon

• Using C++ library called “adfin” and “boost” to calculate volatility

• Using C++ in IBM InfoSphere Streams to convert Tuple data to JSON format delivering to Eikon

• Creating operator and native function to encode and decode data in Streams to Eikon

• Writing google test, unit test to test C++ Programs and IBM Streams Programs

MAP Technology Company, Suzhou, China

Technical Assistant Feb. 2013 – May2013

• Coding and Debug Android application software

• Desire and coding Socket program

Zhongmei Tongji Investment Corporation, LTD., Nanjing, China

Internship Officer Feb. 2012 – July 2012

• Analyzed and reported the business of the target company

Ping an Bank, Shenzhen Development Bank, Nanjing, China

Internship Officer Jul. 2011 – Aug. 2011

• Providing and dealing with specific investing products, and research the risk and return for the clients, as

well as offer better advice

• Served as consultant and client representative to handle the complaints and provide advices

Shuanqiang Technology Corporation, Nanjing, China

Computer Intern Jul. 2009 – Aug. 2009

• Recovered and repaired computer data using Disk Genius, Windows System Installation

• Detect the problems of hardware

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