Ziming Fang Email & Phone Number

Beijing, China

- Algorithmic and quantitative trading of China A-share stocks, Index ETF, block trading;- Assist QDII and QFII trading

New York, New York, United States

Fixed Income Trading- Simulated interest rate paths using the PCA framework to enhance risk measures in the light of interest rate and monetary policy regime changes- Developed a python framework for risk measures, leading to the integration with transfer pricing methodology- Constructed an optimized hedging portfolio using rate instruments to decrease exposure to interest rate fluctuations

Beijing City, China

• Rotated throughout the derivative securities department including trading, data research, risk management, quant development, client and product management, and legal and control groups• Performed data research and analytics on market data including bonds, brokers’ return certificates (options replicated), ETF funds, M&S brokerage amounts, and equity pledge and repo using Excel• Assisted with the backtesting and performance analytics of a trading strategy using Python and R

Beijing City, China

• Analyzed company information and monitored the market index warning system in options trading • Participated in hedge fund management, including trading China A stocks and China Shanghai Composite 50ETF index options• Researched, communicated, and monitored the management of a structured portfolio

Beijing City, China

Participated in Forecasting and Early Warning System for A-Share Market Investment Risk. The system is assessed and applied by state-owned top securities companies (the annual yield rate is above 30%). Further modifying and revising the model to predict the risk via programming

Beijing City, China

Participated in the research on the price early warning model in Emergency Technology and Equipment for Early Warning and Monitoring of Grain Prices. Duties included determining the source of the index data adopted by the Spiral Function Analysis System; using historical data and selecting an index to calibrate a grain price index spiral model; analyzing the model’s fitting level with the grain market and its applicability; analyzing the relationship between the grain price index and supply and demand to quantify the price fluctuation range; selecting one type of grain to verify the model with futures data from the CBOT; collecting data on the factors that affect grain prices to establish a global grain information data warehouse, completing a statistical model of the data warehouse and an outlier recognition model, and constructing a global technology system that monitors grain supply and demand; and tracking the CropWatch notification.

Beijing City, China

Assisting the tasks of management and sales strategies planning.

Master Of Engineering - Meng, Financial Engineering, Gpa 3.38 Out Of 4.30

Bachelor Of Accountancy, Major In Accountancy & Minor In Computer Science, Gpa 3.62 Out Of 4.00

Summer Study Session, Political Science And Government, Gpa 4.00