C++/C/Java/Shell Script/Python/SQL/XML/HTML

Chong(Bob) Zhai

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OBJECTIVE

To find a quantitative developer position to leverage my quantitative and analytical skills.

EDUCATION

COLUMBIA UNIVERSITY New York, NY

Master of Science, Computer Science (Machine Learning) October 2009

MICHIGAN STATE UNIVERSITY East Lansing, MI

Master of Science, Physics (Quantum Computation) August 2008

UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA Hefei, China

THE SPECIAL CLASS FOR GIFTED YOUNG June 2004

Bachelor of Science, Physics (Condensed Matter Physics)

SKILLS

• Operating Systems: Linux, Unix , Solaris, Windows

• Programming: C++, C, Python, Shell Script(Bash), SQL, Java, PHP

• Software: Matlab, Mathematica, Oracle, Microsoft Office, CVS, Subversion

EXPERIENCE

COLUMBIA UNIVERSITY New York, NY

• Option pricing with design pattern (C++): implemented pricing of various exotic options with different models, design pattern; implemented various random numbers and low- discrepancy sequences generation for Monte Carlo and Quasi-Monte Carlo method.

• Quasi-Monte Carlo Simulation on Portfolio evaluation (C++): used different algorithms to generate quasi-random number-low discrepancy sequences to simulate Portfolio. Difference types of sequences were tested and compared. Compared the performance with Conventional Monte Carlo.

• Monte Carlo Simulation Language (Objective Caml): Used Objective Caml to develop a language and its compiler which simplified the programming of Monte Carlo Simulation. Algorithms such as Pollard Monte Carlo factorization were implemented.

• Monte Carlo artificial intelligence for card game – heart (Python): used Monte Carlo searching and multi-player pruning to implement an AI comparable to the strongest AI in gnome-heart program.

• Studied various machine learning algorithm; implemented (C++, Matlab) support vector machine, various boosting algorithm, regression and classification algorithms.

• Developed a Web-front database (Oracle, PHP) for digital cameras which complex search queries supported ; Implemented an optimized aprior Algorithm for association rules (Java); Implemented several query expansion, classification and metasearching algorithms (Java) to analyze and improve the Yahoo! BOSS search.

MICHIGAN STATE UNIVERSITY East Lansing, MI

• Simulation of Helium Atom with Quantum Monte Carlo variation Method (C++): Simulated the optimum microcavity via distributed Bragg reflector mirrors.

• Simulation of many-particle localization (Matlab): Simulated a 6-particle-on-12-site Quantum Computer with the hopping between neighboring sites; Maximized localization by constructed disorder; Developed a way of precise quantum measurement by Landau-Zeno Tunneling.

ACTIVITIES, HONORS

• Member: Association for Computing Machinery (ACM), Columbia University

• Championship of Starcraft Tournament, ACM, Columbia University

• Treasurer, International Student Science Innovation group (ISSI), Columbia University

• Scholarship for Outstanding students and Commissary in charge of study, USTC

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