Eric Zhu

Quantitative Research Intern at Boothbay Fund Management LLC
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Location
New York, New York, United States, US

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Experience

    • United States
    • Financial Services
    • 1 - 100 Employee
    • Quantitative Research Intern
      • Jun 2023 - Sep 2023

      New York Quantitative Research Intern for the Risk Team @ Boothbay Fund Management LLC • Quantitative analyst intern at a $2 billion multi-strategy hedge fund. • Part of a 5-person Risk Management Team for which I developed and implemented advanced performance metrics for investment strategies, enhancing the evaluation process of over 140 portfolio managers' performance. • Leveraged Python and SQL to create efficient functions capable of analyzing daily returns data and generating critical… Show more Quantitative Research Intern for the Risk Team @ Boothbay Fund Management LLC • Quantitative analyst intern at a $2 billion multi-strategy hedge fund. • Part of a 5-person Risk Management Team for which I developed and implemented advanced performance metrics for investment strategies, enhancing the evaluation process of over 140 portfolio managers' performance. • Leveraged Python and SQL to create efficient functions capable of analyzing daily returns data and generating critical metrics for assessing investment strategy performance, aiding in the manager selection process. • Developed innovative techniques to derive positive semi-definite covariance matrices from incomplete daily returns data. • Implemented convex optimization algorithms to optimize portfolio allocation based on the Sortino Ratio, effectively determining theoretical optimal weights for manager allocation with respect to risk-adjusted returns. Show less

    • United States
    • Higher Education
    • 700 & Above Employee
    • Research Intern (Immigration Policy Lab)
      • Jun 2022 - Jun 2023

      Stanford, California, United States • Analyzed and verified data on various state-level immigration policies to determine their correlation with the outcomes of immigrant populations such as their participation in societal institutions like public education and healthcare. • Collected, organized, and coded 20+ large data sets (2000+ multidimensional datapoints) with SQL and R and created visualizations using R. • Conducted literature reviews and external research to determine independent and control variables to be used in… Show more • Analyzed and verified data on various state-level immigration policies to determine their correlation with the outcomes of immigrant populations such as their participation in societal institutions like public education and healthcare. • Collected, organized, and coded 20+ large data sets (2000+ multidimensional datapoints) with SQL and R and created visualizations using R. • Conducted literature reviews and external research to determine independent and control variables to be used in the lab's models. Show less

    • Medical Device
    • Marketing Intern
      • Jan 2022 - Sep 2022

      Palo Alto, California, United States • Served as the head of content creation for company social media pages and monthly newsletter. • Created advertising content for company use with Canva and other graphic editors. • Ran marketing experiments which involved creating and tracking marketing campaigns to measure their effectiveness and ROI. Then compiled reports based on analysis of results which led to large-scale changes in company marketing. • Wrote monthly blog articles to be published in the newsletter.

    • United States
    • Education Administration Programs
    • 1 - 100 Employee
    • Camp Counselor
      • Jun 2021 - Aug 2021

      New York, United States

    • United States
    • Higher Education
    • 700 & Above Employee
    • Research Intern
      • Jul 2020 - Sep 2020

      Boston, Massachusetts, United States • Used Python to conduct a computational research project modeling the effects of epilepsy and seizures on the dentate gyrus neural network • Produced a scientific poster board and website which I presented at an end of summer symposium to an audience of 100+ • Analyzed and visualized complex data sets using NumPy and Pandas packages.

Education

  • Stanford University
    Bachelor's degree, Mathematical and Computational Science Major (GPA: 4.0)
    2021 - 2025
  • Hunter College High School
    12th
    2015 - 2021
  • Hunter College
    2020 - 2021

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