Max Zhang, Frm work email
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Max Zhang, Frm personal email
Experienced quant guy with a demonstrated history of working in the financial services industry. Skilled in Python, C#, Microsoft Excel, VBA, and Quantitative Analytics. Strong research professional with a B.A. focused in Math and Economics from Cornell College.
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Avp, Investment RiskFortitude ReNew York, Ny, Us
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Avp, Asset ModelingFortitude Re Apr 2024 - PresentPembroke, Hm, Bm
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Avp, Investment RiskFortitude Re Oct 2022 - Mar 2024Pembroke, Hm, BmCredit risk, Counterparty exposure, SAA/model review, FX risk etc.
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Manager, ModelingTransamerica Jun 2021 - Oct 2022Baltimore, Maryland, Us• Maintain and develop in-house C#-based derivative valuation library that powers all of Transamerica's hedging trading operations, ranging from curve creation, day count conversion, vol surface construction to pricing a variety of derivative instruments.• Implement stochastic valuation solution for registered index linked annuity (RILA).• Implement SOFR transition for swaption models. • Create XLL-based addin that packages complex derivative computation into Excel. -
Intermediate Quantitative Research Analyst IAegon Asset Management Mar 2020 - Jun 2021The Hague, Nl• Support various fixed income PM team in improving returns and winning and retaining mandates through exploring new product designs, researching various investment strategies and refuting competitors’ external sales pitch. The asset classes include Core Agg, HY Corp, EMD, Leveraged Loan and CLO.• Support the firm’s LDI initiative by researching and publishing thought leadership articles on the strength of fixed income, with a focus on how corporate credit, EMD and leveraged loans help reduce funding ratio volatility.• Utilize advanced knowledge of credit risk and the Solvency II framework in the company’s evaluation of ALM solutions, sales pitch preparation targeted at insurance and pension clients, as well as continued assistance to AEGON Group and Transamerica with their credit risk modeling projects. • Perform methodological review of vendor risk solutions such as Aladdin PRT by BlackRock, as well as quantitative models developed by other front office teams, to ensure internal compliance with model validation guidelines and policies, and no misuse of the model results.• Build Python-based internal fixed income analytics infrastructure to support the credit research team. -
Intermediate Quantitative Research Analyst IiAegon Asset Management Mar 2017 - Mar 2020The Hague, Nl
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Quantitative Research AnalystAegon Asset Management Sep 2016 - Mar 2017The Hague, Nl
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Risk AnalystAegon Asset Management Jul 2015 - Sep 2016The Hague, Nl• Architected, designed and implemented the next-generation in-house C# stochastic credit risk model used by the entire AEGON Group for Solvency II capital calculations, delivering superior performance, extensibility and user-friendliness.• Provided crucial risk exposure information for both existing portfolios and potential deals by conducting stochastic economic, earnings and capital analysis for various local and global units.• Ensured credit risk model robustness by periodically calibrating spreads assumptions using data from Barclays POINT.• Researched and validated different volatility control strategies for the firm’s annuity balanced funds through model validations and brought senior management attentions to the critical findings identified in the process.
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Associate Risk AnalystAegon Asset Management May 2014 - Jul 2015The Hague, Nl
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Portfolio Risk Management InternAegon Asset Management May 2013 - May 2014The Hague, Nl• Provided crucial support to the model validation efforts on asset allocation and trading models, including methodology review, parallel testing, reporting and rectification review.• Increased efficiency by building comprehensive analysis tools for tactical investment strategy development and model validation and automating processes for asset allocation, stress analysis and compliance reporting.
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Index Investment InternHua An Fund Management Co. Ltd. Jul 2012 - Aug 2012Shanghai, Cn• Identified and evaluated underlying risks for the new Hua An S&P global oil enhanced indexing fund.• Built an ex-post VaR model for the fund.• Utilize a Bloomberg Terminal to collect and manipulate data and charts.• Create Bloomberg-compatible spreadsheets to conduct real-time analysis on the hundreds of different assets.• Track clients' investment patterns.
Max Zhang, Frm Skills
Max Zhang, Frm Education Details
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Cornell CollegeEconomics And Business -
Fudan UniversityComputer Science
Frequently Asked Questions about Max Zhang, Frm
What company does Max Zhang, Frm work for?
Max Zhang, Frm works for Fortitude Re
What is Max Zhang, Frm's role at the current company?
Max Zhang, Frm's current role is AVP, Investment Risk.
What is Max Zhang, Frm's email address?
Max Zhang, Frm's email address is ji****@****ica.com
What schools did Max Zhang, Frm attend?
Max Zhang, Frm attended Cornell College, Fudan University.
What are some of Max Zhang, Frm's interests?
Max Zhang, Frm has interest in Mathematics, Business Strategy, Personal Finance, Physics, Entrepreneurship, Investing, Technology, Computer Science, Science, International Economics.
What skills is Max Zhang, Frm known for?
Max Zhang, Frm has skills like Excel, C#, Vba, Blackrock Aladdin, Sql, Access, Statistics, Barclays Point, Quantitative Analytics, Financial Modeling, Fx Trading, Bloomberg Terminal.
Who are Max Zhang, Frm's colleagues?
Max Zhang, Frm's colleagues are Pamela Love, Jamie Schmerer Cpa, Luke Cechura, Fcas, Alexandra Helou, Jon Yoshihara, Qike Kyle Chen, Phd, Fsa, Cera, Mason Smith.
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