Listed below are the projects I have finished during my Ph.D study: 1. Quantum Scattering theory (high dimension PDE) 2. Stochastic Processes of Protein Folding(Markov chain Monte Carlo) 3. Parameterization of charge model and energy calibration(non_linear/linear optimization. such as 2-D least square fit) 4. Option price(graduate course project, Priced European options(call/put) with Monte Carlo path generation method. Implemented Least squares Monte Carlo method to price an American Option) Specialties: Computer: C/C++, Fortran77 , MPI, Latex, Group Linux administrator, Windows/Microsoft Office Language: English, Mandarin

Software Engineer @ R&D CMDT Futures & Options From April 2014 to Present (1 year 9 months) Quant Intern (Pricing Model) @ Propose and implement the pricing model for convertible bonds with credit risk. Keywords: C++, QuantLib, multi-factor model, stochastic process calibration From June 2011 to Present (4 years 7 months) PhD Student @ From September 2005 to Present (10 years 4 months) Software Engineer @ Bloomberg Internal System From June 2012 to April 2014 (1 year 11 months)

New York University From 2005 to 2011 Master of Science, Physics @ Shandong Normal University ShandongBachelor of Science, Physics @ Shandong Normal University From 1998 to 2002 Ph.D, Computational Chemical Physics @ New York University New Zack Zhang is skilled in: Monte Carlo Simulation