ZHENG L.
Quantitative Developer at Ping An Securities Company, Ltd.- Claim this Profile
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Chinese Native or bilingual proficiency
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English Professional working proficiency
Topline Score
Bio
Credentials
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Certified FRM
GARP FRM ProgramMay, 2021- Nov, 2024 -
Certificate in Quantitative Finance
CQF InstituteApr, 2020- Nov, 2024 -
Passed Level II of the CFA Program
CFA InstituteAug, 2019- Nov, 2024
Experience
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Ping An Securities Company, Ltd.
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China
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Investment Banking
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100 - 200 Employee
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Quantitative Developer
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Jun 2020 - Present
• Participating in developing and maintaining algorithmic trading service based on C++ and Java, including seizing arbitrage opportunities, market making, risk management, etc. • Working closely with quants, and trading desk, and providing support for algorithmic trading service, including the process of trading decisions, and checking the problems in algorithmic trading service. • Adding new functions in Excel add-in tools based on ExcelDna and C#, which are used to support trading requirements and maintain interface on the parameter of algorithmic trading. Show less
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Nanhua Futures Co
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Financial Services
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1 - 100 Employee
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Stock Index Futures and Options Analyst
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Dec 2018 - Mar 2020
• Supporting investment of stock index futures and options research, included CSI 300 index futures, CSI 500 index futures, SSE 50 index futures, CSI 300 Index options, etc. • Writing stock index futures and options research reports including trading strategies based on quantitative analysis, macroeconomic analysis, technical analysis, etc. • Responsible for investor education and company roadshows, providing investment advice and trading strategy of index futures and options. • Constructing options trading strategies based on market data and condition of underlying assets, including covered call, protected put, bull call spread, call butterfly spread, etc. Show less
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中广核工程有限公司
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Shenzhen, Guangdong, China
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Senior Commissioning Engineer
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Jul 2013 - May 2016
• Independently debug the potential program problems of the distributed control system using the mathematical skill. • Independently debug the potential program problems of the distributed control system using the mathematical skill.
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Education
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University of Reading
Master's degree, MSc Financial Engineering -
Changsha University of Science and Technology
Bachelor's degree, Automation -
Changsha University of Science and Technology
Bachelor's degree, Law(minor)