Fang (Ruby) Zhu Email & Phone Number

Toronto, On, Ca

Toronto, Ontario, Canada

Toronto, Canada

Hong Kong

• Wrote cases on Leveraged and Inverse ETFs and Robo Advisors under the guidance of professors from Faculty of Business and Economics• Compared merits and risks of L&I ETFs with alternative products like Warrants or CBBCs from the perspectives of a financial advisor• Reviewed the origin and development of robo advisors in the globe and China and analyzed the characteristics of Chinese financial markets• Analyzed the advantages and challenges for a Chinese fund management company of establishing independent robo advisory services

Stamford, Connecticut

• Reviewed front office pricing models for OTC derivatives, conducted stress testing and scenario analysis• Validated Monte Carlo/American Monte Carlo as well as PDE models with Local Volatility• Benchmarked analytical models for vanilla options – Black Scholes and American PDE• Constructed tests on products including swaps, range accruals, cliquets, etc., involved in trade approvals of exotics

Shanghai, China

• Validated regression-based survival models on US and UK non-agency RMBS, and Accrual model on US CMBS• Tested on the Cox and Logistic regression methodology, benchmarked loan-level cash flows and risk profiles for samples deals

Stamford, Ct

• Validated a newly implemented function for valuing Brazilian IDI Futures option by Modified Hagan model• Validated Brazilian interest rate swaps, FX OTC products, debentures and short-term futures in Murex/MX

Master Of Science - Ms, Financial Engineering

Bachelor Of Science - Bs, Mathematics