Lin Zhu
Quantitative Research at J.P. Morgan
- Role
- Quantitative Researcher at J.P. Morgan
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Lin Zhu
Has a strong background in financial mathematics and is experienced in option pricing and other equity derivatives using Black-Scholes Model, Lattice-Based Model and Monte Carlo Method- Proficient in programming languages including Python, R, Matlab, VBA, C, Tableau, SQL- Familiar with risk management techniques, including VaR, Greeks, Monte Carlo Simulation and Stress Testing- A CFA Level 3 candidate- Open to full-time job opportunity as quantitative researcher - Email: l••••••••@gmail.com - Phone: 91••••••22
Experience
Quantitative Researcher
Jul 2022 — Present · New York, NY, US
Market Risk Quantitative Research
Education
The Johns Hopkins University
Master of Science - MS, Finance, General, 3.8/4.0
2015 — 2016
Donghua University
Bachelor's degree, Finance, GPA:3.9，ranking 3/138
2011 — 2015
Hangzhou No.2 High School
High School Diploma
2008 — 2011
Columbia University in the City of New York
Master's degree, Mathematics, GPA: 3.8/4.0
2019 — 2023
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