Simon Zhao
Sr. Associate Software Developer at SAS | NCSU MFM Alumni | FRM Candidate
- Role
- Sr Associate Software Developer at SAS
- Location
- New York, NY, US
- LinkedIn followers
- 500 followers
About Simon Zhao
I work at the intersection of risk systems, financial modeling, and agentic AI. …
Experience
Sr Associate Software Developer
Apr 2022 — Present
CDS Pricing in Python (With and Without QuantLib): Developed credit default swap (CDS) pricing models using both QuantLib and custom Python implementations, optimizing accuracy and computational efficiency-Asset Liability Management (ALM) Software Development: Collaborated with a team to design and implement a robust ALM solution, contributing to both backend logic and user interface (UI) for improved financial decision-making-Solutions Integration for ETL Process Enhancement(Cross-functional Coordination): As a main contributor to deliver and coordinate the integration of two solutions to streamline the user’s ETL process, ensuring seamless data flow.
Education
North Carolina State University
Master's degree, fianancial math
Stanford University
NDO, Management Science and Engineering
North Carolina State University
Bachelor's degree, Mathematics
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