Huajuan Zhou
Quantitative Risk Management Consultant @CME Group
Signup · Get unlimited contacts
WORK HISTORY
Quantitative Risk Management Consultant @CME Group
New York, NY, US
This is a 6-month contract role. Researched about hybrid offset models across different asset classes and margin models. Related models are normalization, diagonalization, decorrelation, rescaling, moment generation, Principal Component Analysis, Exponential Weighted Moving Average, Exponential Weighted Moving Covariance, Historical VaR, Stress VaR and so on. Analyzed critical breaks for daily margin review.
EDUCATION
Central University of Finance and Economics
Bachelor's degree, Financial Engineering
Columbia University
Master's degree, Financial Engineering
ABOUT HUAJUAN ZHOU
I am an MFE students at Columbia University and seeking a full-time position as a software engineer or quant. I would like to highlight the following. • A big fan of programming and proficient in Python, MATLAB, C, C++, SAS, Java and so on • Rich experience in financial markets including industry research, the fixed income market research, option pricing, quantitative macroeconomics research, stock factor research and so on • Led a team to establish a national level project about the application of derivatives and contributor to a quantitative research on high-dividend stocks • Project experiences to predict Yelp user ratings with Neural Collaborative Filtering and to select funds based on ranking • Wide range of interests in running, basketball, orienteering and calligraphy
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.