Yuming Zhu
Desk Quant Strategist @SMBC Group
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WORK HISTORY
Desk Quant Strategist @SMBC Group
New York, NY, US
Analyzed and reported daily P&L across tenor buckets using Python and SQL dashboards, leveraging four linear trading strategies and back-testing vanilla and exotic options as well as derivative curves.• Developed and tested quantitative trading strategies for OIS, caps/floors, commodity swaps, and credit default swaps with custom Python back-testing scripts and VBA automation, combining market insights with quantitative research to enhance desk performance and reducing fair-price valuation error from 1% to within 1.2 bps.• Supported the Polaris platform and executed ad-hoc trader requests within the Fixed Income Sales & Trading team, processing CD and XCCY calls via automated Excel/VBA tools to ensure seamless operational and analytical support for live trading activities
ABOUT YUMING ZHU
On-campus UCLA student. Academics: I am committed to both quantitative and…
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