Lynn Zhang

Boston, MA ***** 617-***-**** adjk3b@r.postjobfree.com www.linkedIn.com/in/lynnzh

EDUCATION

Boston University, Questrom School of Business Boston, MA M.S. Mathematical Finance Expected January 2021

• Coursework: Data Analysis, Machine Learning, Programming (R, Python, Julia), Algorithms, Statistics, Stochastic Nankai University, College of Mathematics Tianjin, CN B.A. Applied Mathematics September 2015 - June 2019

• Merit Award: Honorable Mention of COMAP 's Interdisciplinary Contest in Modeling (ICM)

• Exchange Experience: University of California, Berkeley (Statistics Concentration) [GPA 3.7] EXPERIENCE

Haitou Global, Investment Team New York, NY

Investment Analyst Intern July 2020 - November 2020

• Sourcing: Researched, identified, and recommended move than 30 companies across SaaS, Fintech, and E-commerce industries

• Market Research: Supported senior management and investment teams through market research, competitive intelligence, and business analyses to achieve business goals

• Portfolio Management: Built and managed high net worth clients’ equity portfolio for which yield 12% in 3 months; Conducted monthly/quarterly investor reports

Ping An Insurance, Pension Department Beijing, CN

Strategy Advisor Intern November 2018 - March 2019

• Generated, analyzed, and tailored risk and performance attribution reports across 55 pension plans

• Played a visible role participating in client communications on standard processes and reporting

• Identified underperforming fund managers and proposed new investment strategies to management team Guotai Junan Securities, Research Institute Shanghai, CN Research Analyst Intern June 2018 - November 2018

• Conducted a study to identify a potential fifth factor replacement in the Fama-French Five Factor Model

• Filtered data to support modeling and further research using Pandas and Scipy packages PROJECT

QiShi Career Path Club Leader of 5th Machine Learning Study Group May 2020 - August 2020

• Predicted the influence of Oil price to financial market with decision tree, Lasso, PCA in Python Industry Sponsor Machine Learning Project May 2020 - August 2020

• Led a team of 3 and conducted machine learning techniques utilizing decision tree and random forest in python

• Identified loan prepayment pattern to generate effective forecasts using FNMA cross-sectional and time-series data Replicating the VXX ETN and Developing a Volatility Trading Strategy January 2020 - May 2020

• Led a team of 6 and priced VXX with Heston Model and Ito’s Lemma using calibration in R

• Constructed 2 winning VXX strategies by minimizing roll-yield (19.21% low-risk return) versus hedging beta (87.08% higher-risk return) from March 2018 to March 2020 in Python

Bachelor Thesis: The Practical Use of VIX in A-share Market March 2019 - June 2019

• Forecasted A-share market Volatility Index (VIX) with CBOE methodology in Python

• Constructed a portfolio combining the A-share VIX with Black Swan Index to optimize a timing strategy during the 2015 - 2016 Chinese stock market turbulence. Achieved annualized return of 44.5% SKILLS

Programming: Python, R, MySQL, Julia, VBA, Mathematica Certificates: CFA Level I Candidate, Bloomberg Market Concepts Certificate, Coursera Programming Certificates ADDITIONAL INFORMATION

Leadership: Minister of Public Welfare of Young Volunteers Association (Organized volunteer and bonding events) Volunteer: Excellent Volunteer for tutoring veterans in Tianjin, CN

Contact this candidate