Guangchao(Anthony) Zheng's Email Addresses & Phone Numbers

📖 Summary

Solid "quant" background with Computer Science bachelor and master degree and Operation Research in Financial Engineering master degree. Most recent internship included development of a synthetic spread trade engine in a start-up hedge fund. Two years of full-time work experience as a Business Analyst in the equity market clearing house. I am now aiming for jobs relating to algorithm trading, high frequency trading, any front desk trading platform development, and quantitative trading analysis. Specialties: 10 years of C++/C, 7 years of C# programming experience. Also have extensive Python, Java, SQL, R, MatLab experience. CFA All level passedInterest rate derivatives developer @ From September 2015 to Present (2 months) Greater New York City AreaQuantitative Analyst @ Fixed income index and portfolio management. 1. Developed processes to produce Citi Fixed Income Indices and their analytics. Projects include: manipulating large price data set and database loading for new indexes; calculation of index value and analytics (YTM, duration and spread); index weight capping and rebalance; parsing file and web page for bond prices; continuously improving various index daily production processes. 2. Designed and developed index daily and monthly reports. Projects include: designed report templates for new indexes; implemented new framework to deliver reports to Bloomberg and Citi Velocity; implemented automatic report posting module. 3. Maintained and improved Citi Fixed Income Index reports website. Projects include: implemented new user permission module; usability and functionality enhancement; ac-hoc website usage statistic and analysis. From January 2013 to August 2015 (2 years 8 months) New YorkGraduate Student in Financial Engineering Concentration @ Courses include:Stochastic Calculus, Derivatives Securities, Monte Carlo Simulation, Statistics, Time Series Analysis, Portfolio Management, Optimization Modeling,Credit Risk,Financial Spreadsheet Modeling From August 2011 to December 2012 (1 year 5 months) Ithaca, New York AreaIntern Front Desk Quant Developer @ 1. Designed the algorithm and structure of the in-house trading engine for executing synthetic spread from scratch. 2. Developed, implemented and tested the execution of two-leg spread alone in C#. 3. Implemented R functions to retrieve and analyze data, such as daily reporting of Libor, Euribor fixing and validating the seasonality of Australian bank bill rate, to generate macroeconomic reports. From May 2012 to August 2012 (4 months) Jersey City,NJProduct Analyst @ The company is affiliated to Shenzhen Stock Exchange I designed features and flows according to requirements in the core business system: Business Process Management System, which is used to register all financial products into the mainframe. I mainly worked on requirement analysis, features design, communication with customers and quality controls, ans successfully tripled customer’s processing capacity from 5/day to 15/day after delivery. From August 2009 to July 2011 (2 years) Shenzhen, ChinaManagerial trainee @ Was one of 12 selected among 2000+ applicants from top universities in China, to join this third largest conglomerate in South Korea. Participated in two weeks of new hire training, worked on a hypothetic business expansion project with a team of 18, and successfully presented final result to 400+ other new colleagues on behalf of the whole team. From January 2009 to July 2009 (7 months) Seoul, KoreaIntern Program Manager @ From June 2008 to September 2008 (4 months) ShanghaiMENG, Financial Engineering @ Cornell University From 2011 to 2012 MS, Computer Science @ Shanghai Jiao Tong University From 2006 to 2009 Bachelor, Software Engineering @ Shanghai Jiao Tong University From 2002 to 2006 Guangchao(Anthony) Zheng is skilled in: C++, Java, SQL, Programming, C, Excel, C#, Microsoft Office, Analysis, English, Databases, JavaScript, Python, Software Development