Data Software Developer

James Jun Zhu, Ph.D. CFA

San Francisco Bay Area

925-***-**** (C) ********@*****.***

SUMMARY

I have a Ph.D. and MPA from a top university with 14 + years experience developing and calibrating quantitative trading models in prominent quantitative equity investment firms and banks, strong programming skills in R, C++, C# and SAS, expert knowledge in risk management analysis, systematic trading on global equity and has experience on managing quantitative equity and global macro investment strategies.

EDUCATION AND CERTIFICATION

Ph.D, PRINCETON UNIVERSITY, Princeton, New Jersey

Ph.D. Thesis: “Focus on Mathematical Modeling of Demographic Process”

MPA - Economics and Public Policy, PRINCETON UNIVERSITY, Princeton, New Jersey

B.S. - Mechanical Engineering XIAN JIAOTONG UNIV., P.R. China, School of Engineering

Honor: Commencement Speaker, Best Graduate Award in Engineering

CFA - Chartered Financial Analyst granted by CFA Institute since 2000

TCFA - Advisor for TCFA-CA Chapter

PROFESSIONAL EXPERIENCE

Sr. Quantitative Analyst 2015 - NOW

Bank of The West at San Ramon

Analyze consumer loan data and forecasting loan loss which include atuo, RV, Marine, Home Equity, Mortgage and Credit Card,

Portfolio Manger (Quantitative Global Macro) 2012 – 2015

Fund Architects LLC

Using R and C#, developed a dynamic asset allocation strategies for multi-assets using factors including macro economic indiciators, fundamental variables and techincal analysis. Using the mdoel on managing the strategies for individual accounts. As a member of investment committee, evaluating fund manager for each asset class, attending weekly investment committee meeting discussing market and economics and investment risks.

Sr. Quantitative Analyst and Modeler 2010 – 2012

Revere Data LLC ( Acquired by FactSet )

Developed trading strategies using Revere company relationship data and Revere industry classification systems. Review literature and write research paper to help customers and sales team understand Revere data products and their application in generating trading signals and controlling risks for their portfolios. Visit and present research results to clients which include many top quantitative hedge funds in US.

AXA ROSENBERG, Orinda, CA 1998 - 2010

Senior Research Associate

AXA Rosenberg is one of the largest quantitative equity management firms in the world, analyzing financial data and developing equity investment models as one of core contributors, the firm AUM increased from 8 Billion USD in 1998 to 140 Billion USD in 2007

Researched large financial datasets, including Bloomberg, IDSI, IBES and CRSP, to identify new alpha signals using object oriented programming languages.

Coordinated group of researchers in studying the influence of analysts’ opinion on company’s future earnings and stock prices.

Built a group of time-series forecasting variables using IBES data.

Built global Deposit Receipt monitoring system, based on the prices of Deposit Receipt and the prices of their parent companies in different countries, the system automatically located arbitrage opportunities.

Designed and built research data platform by integrating global equity related databases including: financial data, market data, economic data and analysts’ opinion data.

Using research platform, created monthly time-series variables that measure company’s financial conditions, future earnings, stock price momentum, and analysts’ opinions.

Built simulation system which is used to test how each variable performs historically by simulating trades using historical data. The methodology indicates how each investment strategy performs in different historical periods and their relationship with economic cycles.

Monitoring changes in economic situations and performances of various investment strategies adjusting forecasting models and risk controls accordingly to improve investment returns.

CENTRAL FINANCE UNIVERSITY, Beijing China 2002 - 2004

Lecturer, CFA Training Program

Taught CFA preparation courses to 50+ CFA students/candidates.

CITADEL INVESTMENT GROUP, LLC., Chicago, Illinois 1997 - 1998

Software Developer

Developed front office systems for convertible bond and risk management for successful hedge fund.

On-the-job use and training on derivatives valuation models including Black-Sholes option pricing model and arbitrage pricing model.

Expert on OOD in C++ on Unix and VC++ / MFC on NT.

JACKSON NATIONAL LIFE INSURANCE COMPANY, MI 1996 - 1997

Software Developer

Developed a system to demonstrate and calculate a new variable annuity product. The selling of the product contributed to fast growth in revenue for the firm.

CONSORTIUM FOR INTERNATIONAL

EARTH SCIENCE INFORMATION NETWORK, MI 1993 - 1996

Information Scientist

Partnered on development of CIESIN (Data Center for NASA) on projects to promote model visualization and on-line data processing using Internet.

Key leader for designing, developing and maintaining user feedback database using Oracle, SQL, HTML, and C++.

Developed C++ Class library using Object Oriented Design for processing Census raw data.

Managed data quality check, analysis, and development using C/C++, ORACLE, SQL and Perl in UNIX environment.

UNIVERSITY OF MICHIGAN BUSINESS SCHOOL, Ann Arbor, MI 1995 -1996 Teaching Assistant – Finance

Assisted Professor of Finance instructing Finance course on: Options, Futures and other Derivatives.

Graded all assignments / homework and exams for 110+ MBA students.

Designed and developed algorithms and collaborated in building model for pricing American put options using C++ programming.

PUBLICATION AND PRESENTATIONS

“A Model of the Age Patterns of Births by Parity in Natural Fertility Populations”

Mathematical Population Studies, 1993, 4(3): 1-21

"Alpha Generation along the Supply Chain using Revere Relationship Data"

2011 Working Paper of Revere Data, LLC. (Submited for publication by Journal of Investing)

FINANCE INDSUTRY FORCASTING AWARD

1st Place Winner - 2008 Annual (Financial Market) Forecasting Contest

Sponsored by CFA Society of San Francisco. Membership of 3000+ financial professionals.

See: http://www.cfasanfrancisco.org/attachments/Newsletters/CFASFNewsSpring09.pdf

TECHNICAL EXPERTISE

FINANCE AND QUANTITIVE:

Analysis of Equity and Fixed Income

Times Series Analysis

Monte Carlo simulation technique and stochastic modeling

Global Equity Investment

Mathematical and Statiscitcal Modeling

LANGUAGES, OS & SOFTWARE :

R, Visual C++, C#, Object Oriented Design and Object Oriented Programming in C++, C / C++,

FORTRAN, S-Plus, SAS, SQL and Perl

TOOLS & UTILITIES:

Relational Database Management in SQL

Contact this candidate