Zhiwei Chen
Westbury,NY
Summary
Self-driven and detail-focused graduate student and full stack trading strategies developer with 3 years of experience conducting on data-driven projects and researches. Tireless to learn and apply new methods to overcome problems detected from practical work. Successfully built automated quoting functionality based on credit card transaction and online order data for a SaaS firm, and 1 trading strategy with 95% win rate and 20% return in average over 5 years.
Overview
4
4
years of professional experience
4
4
years of post-secondary education
Work History
Full Stack Strategy Developer
Prop Trading
03.2020 - Current
- Generated and reproduced ideas from published researches.
- Conducted research on price action and risk-reversal premium of SPY, designed a trading system that systematically sells put credit spread on SPY and backtested different hedging plans and positions adjustment for risk control.
- Stress tested the strategy, optimized it based on Rachev Ratio and tried to solve fat tail problem with Minimum Absolute Deviation.
Data Project Intern
Abacus Business Computer Inc
New York
09.2021 - 12.2021
- Retrieved card transaction data for 5000 merchants using MySQL, and create Excel and MongoDB Dashboard for summary of descriptive statistics of dataset.
- Identified 1 marketing opportunities from credit card transaction data, recognized research direction of 2 business problems and conducted research on published papers.
- Built automated quoting functionality for website based on potential transaction volume predicted by transaction data and online order data, and used statistical testing to verify business plans, marketing strategies and cost analysis (written sample is available).
- Visualized and presented the results in plain English that intuitively helps management team to understand and make better decision.
Operational Data Analyst
People's Bank Of China
06.2016 - 08.2017
- Performed data gathering, cleansing and visualizing, maintained and renewed database of required reserves, and regularly generated reports for presentations.
- Managed more than 1000 of digital questionnaires about credits records, mortgage loans, economic status for every quarter, and extracted data and built database based on questionnaires.
- Supervised compliance of using funds with regards to government policies, bank policies and operating procedures.
Statistics Tutor
Hofstra University
New York
09.2019 - 12.2019
- Tutored course work in statistics modeling, corporate finance and business analytics.
Education
Master of Science - Statistics
SUNY Stony Brook
Stony Brook, NY 09.2020 - Current
Master of Science - Quantitative Finance
Hofstra University
Hempstead, NY 09.2017 - 12.2019
Skills
Statistical Programming in SAS/R
SQL/Excel
Statistical Algorithm
Python
Matlab
Communication
Quick Learning
Market Risk Management in Trading
Volunteer Experience
Taught Scratch programming in both 3rd and 4th grade at Progressive School in NY.
Timeline
Data Project Intern
Abacus Business Computer Inc
09.2021 - 12.2021
Master of Science - Statistics
SUNY Stony Brook
09.2020 - Current
Full Stack Strategy Developer
Prop Trading
03.2020 - Current
Statistics Tutor
Hofstra University
09.2019 - 12.2019
Master of Science - Quantitative Finance
Hofstra University
09.2017 - 12.2019
Operational Data Analyst
People's Bank Of China
06.2016 - 08.2017