Python, Matlab, C++, Excel, LaTeX, Quantitative Analysis

Qitian (Joshua) Zeng

*** *. **** **. * Chicago, IL 60616 * 312-***-****

acwmjz@r.postjobfree.com

EDUCATION

Illinois Institute of Technology Chicago, IL

Master of Mathematical Finance May 2016

Recipient, Stuart Scholarship GPA: 3.1/4

Relevant Coursework: Futures/Options/OTC Derivatives, Credit Risk Modeling, C++ with Financial Markets, Computational Finance, Monte Carlo Methods in Finance, Fixed Income Modeling, Stochastic Processes, Mathematical Finance I & II, Mathematical Modelling Nankai University Tianjin, China

Bachelor of Economics June 2014

Minored in Mathematics GPA: 3.3/4

Recipient, Merit-Based Scholarship

Relevant Coursework: Intermediate Microeconomics, Statistics, Econometrics, Mathematical Analysis, Linear Algebra, Differential Equations, Financial Engineering, Operations Research, Theory of the Firm, Institutional Economics, Behavioral Economics, Game Theory PROFESSIONAL EXPERIENCE

IIT Graduate Academic Affairs Office Chicago, IL

Student Assistant October 2015 - December 2015

Updated both undergraduate and graduate bulletins with LATEX, which is about 700 pages in total and includes curriculum changes, program additions and removals, department splitting.

Assisted in filing during the last two weeks as I finished my bulletin job early. MoraQuest LLC Chicago, IL

Intern - Project Assistant January 2015 - May 2015

Made visual aids for American kids to understand Chinese culture.

Transcribed 2 hours of the interview of Art Paul.

Translated 2 chapters of the book The Children of Willesden Lane. Yong An Property Insurance Company Ltd Chengdu, China Intern - Associate July 2013 - August 2013

Manually copied and Filed more than 100 insurance contracts on a daily basis.

Traveled between different offices in the city weekly to keep cooperation and report to the headquarters.

Followed an experienced seller to study how he developed and followed up with customers. ACADEMIC PROJECTS

Pricing Under Credit Risk Model April 2016

Priced a preset claim with credit risk under Cox model with a partner.

Computed the solution for price and discretized it can be solved numerically by programming.

Programmed with MATLAB and later Python to get the numerical solution with both Arithmetic ap- proach and Monte Carlo approach.

Achieved same results within acceptable error range. Finite Difference Method Pricing May 2015

Used Excel to implement explicit finite difference method to calibrate the short rates of 24 monthly time steps under Hull-White model.

Implemented finite difference method to compute the 3-month LIBOR rates with the short rates and then used the rates to price a collar agreement on 3-month LIBOR rate, and compared the result with analytical solution. The error is less than 0.1

Implemented finite difference method to price a receiver swaption and compared the result with Jamshid- ian decomposition approach, and the error is about 3 Simulated Options Hedging April 2015 - May 2015

Simulated Hedging 50,000 put options on GM and 60,000 call options on F for 15 trading days with 2 other teammates on Interactive Brokers.

Used MATLAB to program the BSM pricing model and Heston model, together with API to accomplish auto-trading. The program trades every 30 minutes in trading days.

Achieved 0.19% relative error.

Binomial Options Pricing Modeling October 2014 - November 2014

Used Matlab to program binomial pricing models with Cox-Ross-Rubinstein equation: u = 1 d for Euro-

pean and Asian call options in a team of 4.

Calibrated the model with the stock and option price of JNJ. Trading Simulation with StockTrak September 2014 - December 2014

Opened an simulation account on StockTrack with the capital amount $10 million. Traded stocks and options underlying a variety of assets.

Competed with about 50 other students. Ranked about average eventually Study of Chinese State-Owned Companies Reformation February 2014 - May 2014

Collected data of Agriculture, Manufacture, Heavy Industry and Finance from China Statistical Year- book from their annual statistical report.

Compared the economical data of the companies and the industries throughout the history of the refor- mation.

Explained the result of the comparison from a perspective of Institutional Economics, pointed out the problems existed before the reformation and problems caused by the reformation.

Suggested some approaches that can be done in the future, while also pointed out they can hardly happen under the current governing system.

ACTIVITIES

Humanitarian Group of Nankai University Tianjin, China Member of Outreach Team September 2010 - August 2011

Helped the elders in senior’s home.

Raised donations and stationary for education in poor areas, including stationeries, books, dictionaries, DVDs.

Taught pupils in a poor area for one summer.

Bridges International Chicago Chicago, IL

Member of Student Servant Team April 2015 - Present

Assisted staff for events that help international students fit in American culture.

Gave a presentation in the fund-raising event for the organization. The whole event raised $15k in total. SKILLS

Computer: Proficient in Microsoft Excel, MATLAB, Python and LATEX, intermediate in C++. Languages: Fluent in Chinese and English.

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