Quantitative researcher with substantial experience in fixed income and equity. Specialties: c/c++, Java, matlab, R, Q, VBA

Quantitative Associate @ XVA quantitative researcher - Counterparty Portfolio Management From June 2015 to Present (7 months) Greater New York City AreaQuantitative Associate @ Investigated the arbitrage opportunity in JW6(jump wing) volatility model, and examined fitting quality of JW6 in modeling the volatility surface Developed Forward Skew model, which is used in pricing forward start options, for example, Cliquet option. Analyzed fat-tail property of historic stock return with a variance gamma residual From June 2013 to June 2015 (2 years 1 month) Greater New York City AreaQuantitative Associate Intern @ Developed efficient algorithms to predict future arrival rate of the market orders and implemented this strategy to compute fill probability of the existing orders Analyzed inter-commodity spread between treasuries with different maturities, and estimated the existing implied liquidity and hidden liquidity From May 2012 to August 2012 (4 months) Greater New York City Area

Master of Science, Mathematics in Finance @ New York University From 2011 to 2012 Ph.D, Applied Mathematics @ The Ohio State University From 2004 to 2011 Master of Science, Computer Science and Engineering @ The Ohio State University From 2008 to 2010 Bachelor of Science, Mathematics @ University of Science and Technology of China From 2000 to 2004 Huaijian Zhang is skilled in: Quantitative Finance, Java, Matlab, VBA, R, Stochastic Calculus, Fixed Income, Options, Financial Modeling, Equities, Quantitative Analytics, Statistics, Python, Algorithms, C++, Derivatives, Time Series Analysis