Minyan Zhu
Senior Financial Analyst at Purdue Federal Credit Union- Claim this Profile
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Bio
Roberto Croce, Ph.D.
Minyan is a detail-oriented researcher who thinks deeply about the implications of each assumption in a model. We were delighted to have her work for us part time during her final year of graduate school. Minyan added value from day one, helping the team design and implement a new computing and database infrastructure. She also helped develop the code base by which our quantitative models access and store data, generate trades, and simulate strategies across the 100+ liquid derivatives markets we trade. Minyan also did our preliminary analyses of new quantitative models and methods under consideration for further research and development. She has hands on experience with liquid alternative betas, risk parity, and managed futures strategies.
Roberto Croce, Ph.D.
Minyan is a detail-oriented researcher who thinks deeply about the implications of each assumption in a model. We were delighted to have her work for us part time during her final year of graduate school. Minyan added value from day one, helping the team design and implement a new computing and database infrastructure. She also helped develop the code base by which our quantitative models access and store data, generate trades, and simulate strategies across the 100+ liquid derivatives markets we trade. Minyan also did our preliminary analyses of new quantitative models and methods under consideration for further research and development. She has hands on experience with liquid alternative betas, risk parity, and managed futures strategies.
Roberto Croce, Ph.D.
Minyan is a detail-oriented researcher who thinks deeply about the implications of each assumption in a model. We were delighted to have her work for us part time during her final year of graduate school. Minyan added value from day one, helping the team design and implement a new computing and database infrastructure. She also helped develop the code base by which our quantitative models access and store data, generate trades, and simulate strategies across the 100+ liquid derivatives markets we trade. Minyan also did our preliminary analyses of new quantitative models and methods under consideration for further research and development. She has hands on experience with liquid alternative betas, risk parity, and managed futures strategies.
Roberto Croce, Ph.D.
Minyan is a detail-oriented researcher who thinks deeply about the implications of each assumption in a model. We were delighted to have her work for us part time during her final year of graduate school. Minyan added value from day one, helping the team design and implement a new computing and database infrastructure. She also helped develop the code base by which our quantitative models access and store data, generate trades, and simulate strategies across the 100+ liquid derivatives markets we trade. Minyan also did our preliminary analyses of new quantitative models and methods under consideration for further research and development. She has hands on experience with liquid alternative betas, risk parity, and managed futures strategies.
Credentials
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CFA
CFA InstituteOct, 2018- Nov, 2024
Experience
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Purdue Federal Credit Union
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United States
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Banking
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100 - 200 Employee
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Senior Financial Analyst
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Jan 2015 - Present
Perform asset liability management with quarterly balance sheet review and model validation for interest rate risks. Combine leverage strategy and multiple investment option to enhance earning while mitigating risks. Utilized Power BI to analyze customers' behaviors and recommend new promotions. Engage in annual external audit (NCUA exams), annual budget, and monthly ALCO meetings. Perform asset liability management with quarterly balance sheet review and model validation for interest rate risks. Combine leverage strategy and multiple investment option to enhance earning while mitigating risks. Utilized Power BI to analyze customers' behaviors and recommend new promotions. Engage in annual external audit (NCUA exams), annual budget, and monthly ALCO meetings.
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Salient
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Financial Services
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1 - 100 Employee
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Quantitative Research Analyst
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Jun 2013 - Apr 2014
Actively engaged in multiple quantitative researches in asset management area: analyzed the portfolio performance based on DCC-GARCH model and risk parity strategies; analyzed the cross-pair currency effect based on different momentum signals and risk parity strategies; and built computer and database infrastructure to support more than 100 derivatives for daily trade. Actively engaged in multiple quantitative researches in asset management area: analyzed the portfolio performance based on DCC-GARCH model and risk parity strategies; analyzed the cross-pair currency effect based on different momentum signals and risk parity strategies; and built computer and database infrastructure to support more than 100 derivatives for daily trade.
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Bank of Shanghai
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Banking
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200 - 300 Employee
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Data Analyst
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Jul 2006 - Jul 2008
Analyzed the trends of transactions and usage utility of system based on the data from online banking, call center, and mobile banking. Got involved in the design of new online banking system (user end). Analyzed the trends of transactions and usage utility of system based on the data from online banking, call center, and mobile banking. Got involved in the design of new online banking system (user end).
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Education
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2008 - 2015
Rice University
Doctor of Philosophy (Ph.D.), Economics -
2008 - 2013
Rice University
Master of Arts (M.A.), Economics -
2002 - 2006
Shanghai University of Finance and Economics
Bachelor of Science (B.S.), Applied Mathematics
Community
