Nan Zhou

Research Engineer at Applied Academics LLC
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Contact Information
us****@****om
(386) 825-5501
Location
New York, New York, United States, US
Skills

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Experience

  • Applied Academics LLC
    • Financial Services
    • 1 - 100 Employee
    • Research Engineer
      • Jan 2018 - Present

      Empirical analysis of financial markets.Research and develop rule-based strategy and index designs.Develop and implement rigorous statistical methodologies to analyze and predict investment management performance.

    • Quant Research Intern
      • Sep 2017 - Dec 2017

      Microstructure of JGB futures options traded at the Osaka ExchangeDeveloped intraday calculation for JGBVIXMarket timing strategies based on implied volatility indicesPerformance of newly issued US investment grade corporate bonds

  • Columbia University Graduate School of Arts and Sciences
    • New York
    • Teaching Assistant
      • Sep 2017 - Dec 2017

      TA in Stochastic Processs TA in Stochastic Processs

  • Bank of China
    • Banking
    • 700 & Above Employee
    • commodity business intern
      • Aug 2017 - Aug 2017

      Developed tools to manage structured letter of credit and process financial data. Conducted commodity research in energy and agriculture industry with SRD. Developed tools to manage structured letter of credit and process financial data. Conducted commodity research in energy and agriculture industry with SRD.

  • Numerical Method Incorporation Limited
    • New York
    • Quantitative Analyst Summer Intern
      • May 2017 - Aug 2017

      Research and design/code software related to mathematics, statistics, optimization and trading strategy, such as nonlinear shrinkage method for high dimensional covariance matrix and sequential quadratic programming. Research and design/code software related to mathematics, statistics, optimization and trading strategy, such as nonlinear shrinkage method for high dimensional covariance matrix and sequential quadratic programming.

  • QianHe Capital Management Co.Ltd.
    • Beijing City, China
    • Quant research
      • Mar 2016 - Jul 2016

      Alpha strategy on Chinese stock market Alpha strategy on Chinese stock market

  • YinHua Fund Management Co.Ltd.
    • Beijing City, China
    • Strategy Development
      • Sep 2015 - Dec 2015

      FOF product and python crawler FOF product and python crawler

  • PingAn Bank
    • Beijing City, China
    • Intern
      • Jul 2014 - Sep 2014

      Credit risk management Credit risk management

Education

  • Georgia Institute of Technology
    Master of Science - MS, Computer Science
    2019 - 2021
  • Columbia University in the City of New York
    Master of Arts (M.A.), Mathematics in Finance
    2016 - 2018
  • 北京大学
    MA, Economy
    2013 - 2015
  • Peking University
    MS, Physics
    2011 - 2015
  • 人大附中
    高中
    2008 - 2011

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