Engineering Assistant
Resume:
Jianfei, Zhang
Hoboken, NJ 07030
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EDUCATION: Stevens Institute of Technology, Hoboken, NJ, US Master of Science in Financial Engineering, Expected May 2016 GPA: 3.86 University of Electronic Science and Technology of China, Chengdu, China Bachelor of Engineering in Electronic Engineering, June 2014 GPA: 3.32 Bachelor of Economics in Finance, June 2014 GPA: 3.30 COURSE WORK: Market Risk Analysis, Energy Commodities Modeling, Derivatives, Portfolio Optimization SKILLS: Programming Languages: C++, C#, Java, MS Visual Basic Software: MS Office, Latex, STATA, Bloomberg Terminal, MATLAB, R Certification: FRM Part I Passed
EXPERIENCE: UESTC, Chengdu, Sichuan, China
Teaching Assistant 9/13 1/14
Instructed Excel macro and VBA programming
HUAXIA BANK, Hohhot, Inner Mongolia, China
Summer Intern 7/12 8/12
Reviewed bank’s counter party financial condition
Analyzed collaterals and borrowers’ financial statements PROJECTs: Forward Risk Premium Analysis on PJM market Spring 2016
Analyzed the PJM market zone-relationship on electricity forward risk premium
Implemented the BL model on zone level using MATLAB
Estimated the coefficient of influence factor and relationship factor of each zone Portfolio Management and Optimization Based on Graph Theory Fall 2015
Measured portfolio under Graph Theory to make the portfolio as a system
Modeled systemic risk impact on equity portfolio by constructing minimum spanning tree
Designed optimization algorithm to get the portfolio with least exposure to systemic risk Market Reaction of CCAR and Its Impact on Systemic Risk Spring 2015
Constructed the correlation matrix to measure the systemic risk
Built banks relationship distance maps with MATLAB to visualize the systemic risk
Developed Bank Distance Index to measure the influence of CCAR on financial system Risk Reducing Product Developing of Define Benefit Pension Plans Fall 2014
Measured the risk condition of define benefit pension plan with continuance time
Developed the liability continuance model and cash flow model of define benefit pension plan
Designed the Pension Continuance Option to make the fund cash flow match up their liability AFFILIATIONS: International Association of Quantitative Finance, Stevens Society of Financial Engineering
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