I have studied in three different cities after secondary school. The experiences in Shanghai, Hong Kong, and Urbana-Champaign are all valuable assets to me. I walked away from universities with knowledge of engineering, statistics and finance. But most importantly, I met fantastic people, had a lot of fun, and became energetic and caring as I am right now.

Junior Quantitative Analyst @ Implemented and maintained market data parser with C++ (CME, BATS etc) which parses multicast market data, builds order book and stores organized quotes and trades data in hdf5 files. Implemented and maintained data interface that supports quick query of the hdf5 data with python for analysis and market microstructure study. Performed data analysis for the benefit of trading: trading engine performance analysis, risk and trading strategy analysis and backtesting, etc. Implemented margins report application with python, it reads position and pricing parameters in real time, and simulate margins according to SPAN and RBH. From September 2014 to Present (1 year 4 months) Math/Coding Intern @ Create a light calculator to compute SPAN margin requirement with Python. Develop hacking algorithm to minimize trading cost while reducing margin requirement for the given position. From June 2014 to August 2014 (3 months)

Master of Science (MS), Financial Engineering, 3.9 @ University of Illinois at Urbana-Champaign From 2012 to 2013 BEng, Engineering, 3.6 (First Class Honor) @ The University of Hong Kong From 2010 to 2012 Bachelor of Engineering (BEng), Mechanical Engineering, 87/100 @ Shanghai Jiao Tong University From 2008 to 2012 Xiaoxuan Zhang is skilled in: C++, Python, Git, Linux, Windows, Matlab, Data Analysis, Microsoft Excel, Financial Modeling, PowerPoint, Financial Analysis, Microsoft Word, Research, Valuation, Bloomberg, Mandarin