Yuliang Zhang
Equity Derivative @JPMorganChase
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WORK HISTORY
Equity Derivative @JPMorganChase
New York, NY, US
Advise trading desk on pricing and risk of equity derivatives including forwards/futures, vanilla options, variance/volatility swaps, call spreads, structured notes, autocallables, converts- Evaluate impacts on trading P&L from significant transactions and new products through multiple aspects such as risk limits, hedging strategies and stress testing- Conduct deep dives using quantitative models based on big dataset sourced from Bloomberg, facilitating the process of identifying key factors and capturing market dynamics- Implement pricing and risk models in Python and establish automation tools
EDUCATION
UC Irvine
Sponsored exchange program, Economics
Columbia University
Master of Science (M.S.), Operations Research
Fudan University
Bachelor of Management, FInancial Management
ABOUT YULIANG ZHANG
Self motivated, fast learning and easily communicated with professional experience in quantitative modelling and risk analytics for a wide range of derivatives products.Gained master degree in Operations Research at Columbia University. Currently working in JPMorgan Chase.
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