Quantitative Analyst, Risk Management, Programming
Resume:
Zexi ‘Jessy’ Zhang
****@********.*** 630-***-**** 1369 E Hyde Park Blvd, Chicago, IL 60615
EDUCATION
The University of Chicago Dec 2015
Master of Science in Financial Mathematics
GPA: 3.72/4.00
Coursework: Option Pricing, Stochastic Calculus, Numerical Methods, Regression Analysis, Fixed Income, Forex University of Illinois at Urbana-Champaign (UIUC) May 2014 Bachelor of Science in Actuarial Science
GPA: 3.65/4.00, Graduated with Distinction
TA: Calculus and Mathematica Class Assistant (2012-2013) Coursework: Data Structures (C Actuarial Modeling, Statistical Data Management, Financial Risks for Insurers Honor: Dean’s List (2011-2013), Member of the National Society of Collegiate Scholars EXPERIENCE
Quantitative Research Intern – Crabel Capital Management LLC Jun 2015-Aug 2015
• Studied technical and fundamental factors in equity market, statistically analyzed them using Python
• Calibrated variables to study closing price momentum and back-tested strategies with high profit potentials
• Acquired Thomson Reuters MarketQA script language and built queries to extract market data upon diverse requests Market Research Analyst Intern – Infiniti Research Jul 2014-Aug 2014
• Interviewed industry experts to conduct researches on Oil Well Tubes, Amino Acid and Smart Grid
• Identified industry top players and advised questionnaire enhancements with colleagues in India to achieve the best information collecting mechanism
Corporate Solutions Underwriting Intern – AIA Group Limited Jun 2013-Aug 2013
• Developed and implemented an advanced pricing model of group travel accident insurance plans in Excel
• Performed underwriting and risk control of a package plan’s annual renewal for 2000 clients
• Evaluated 180 tailor-made plan performances and conducted premium pricing for year 2014 using Pivot Table and SQL Valuation Service Intern – Deloitte Jun 2011-Jul 2011
• Supported in three bidding documents writing & graphing and one project data analyzing
• Translated from English to Chinese: Analyzing Banking Risk-A Framework for Assessing Corporate Governance and Risk Management by Hennie van Greuning and Sonja Brajovic Bratanovic (3rd Edition) ACTIVITIES
Regional Finalists - 2015 PRMIA Risk Management Challenge Jan 2015 Top Five Finalists - 2013 Golder Center Private Equity Case Competition March 2013 Project Lab Team Leader - Eurex Exchange Jan 2015-Jun 2015
• Carried out empirical study on cost and liquidity of ETFs vs Futures using Excel and Bloomberg Excel Add In
• Wrote code in MATLAB to clean data and extract historical monthly information from hundreds of csv files
• Coordinated on-site/call conferences and maintain email communication between the student team and Eurex Connection Chair - Trading Club at Financial Mathematics Program, UChicago Oct 2014-Dec 2015
• Organize biweekly events and hold group meetings to complete budgeting and events preparation
• Compile alumni information and invite selected ones to speak at panels and presentations Student Consultant - Illinois Business Consulting, UIUC Jan 2013-May 2014 Projects:
• Analyzed competitors, worked with team to simulate and detect potential arbitrage opportunities and up-sell strategies in Cryptocurrency using SAS and Excel for a start-up company in Silicon Valley
• Provided recommendations for positive messaging and process flow refinement based on focus group observation and benchmark research for a leading retailer’s innovative online service
• Conducted research for an insurance company on technology trends and identified potential opportunities in business partnerships
ADDITIONAL
Certifications/Other: SAS Certified Base Programmer for SAS 9, Certification of MATLAB for Financial Applications, Completed SOA Exam P/1, Exam FM/2
Languages: Chinese (Native)
Computer: Advanced user of MATLAB, SAS, C++, Python, Mathematica Intermediate at Java, SQL, R, Bloomberg, Crystal Ball, Excel VBA, Morningstar, Capital IQ Interests: Swimming, Skiing, Traveling, Zumba, Painting, Technology
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