Beichen Zhao

Daniels Hall 0258A 1010 W. Green St. Urbana, IL 61801

bzhao15@illinois.edu ~ 626-497-2049

Qualifications and Capabilities

 Rigorously trained in quantitative analysis field during graduate study, covers but not limited to Derivatives
Pricing, Portfolio Management, Risk Management, Programmatic Trading, Statistical Arbitrage
 Specialized in computational methods, including Mathematical Modelling, Time Series Analysis, Frequency
Domain Analysis, Neural Network, Analytic Hierarchy Process, Self-Adaptive System
 Experienced in Programmatic Trading, independently developed executable algorithm with a sharp ratio over 2
 Advanced programmer, proficient in MATLAB, over 50,000 lines of MATLAB code written
 Familiar with C++, C, R, Multisim, Fluent, AutoCAD, SPSS, and Microsoft Office

Education
University of Illinois at Urbana-Champaign | Champaign, Illonois 2013-Present
Master of Science in Financial Engineering anticipated December 2014
 GPA 3.83/4
Zhejiang University | Hangzhou, China 2007-2011
Bachelor of Information & Communication Engineering
 GPA 3.7/4, member of Chu Kochen Honors College

Selected Finance Courses and Concepts

Risk Management Spring 2014
 Covers the main ideas and tools for financial risk measurement, as currently practiced at leading financial
institutions. The techniques covered include, among others, value-at-risk, credit value-at-risk, and stress testing.
Stochastic Calculus in Finance Spring 2014
 A stochastic calculus approach to the pricing and risk management of financial derivatives
Numerical Methods in Finance Spring 2014
 Numerical methods for the modeling, pricing, and risk management of various financial instruments including
derivatives

Work Experience
Harbin Lianmeijiahe Thermal Technology Co., Ltd. | Harbin, China 2011-2013
CFD Engineer
 Focused on Energy-saving heating network research and CFD simulation.
 Built up system models on Fluent and simulated fluid flow and heat exchange. Reduced huge cost on prototype
construction, and greatly shortened R&D cycle.
 Involved in book keeping and possible cost-reducing measures. Decreased finance costs and increased annual net
profit by 6 percent through Maturity Mismatch and Money Market Fund.

Publications and Projects

Design Strategy of Low Carbon Building in Cold Region. Journal of Harbin Institute of Technology. 2011
Strategies of Promoting Application of Renewable Energy Technologies in Rural Housing of China. World Renewable
Energy Congress XI-Abu Dhabi. 2010
 The project aimed at integrating renewable energy into rural housing in chill regions of China in most economical,
operable, and suitable approaches
 Responsible for CFD simulation, GUI development, field survey and statistical processing

Activities and Leadership

Team Leader, CME Group Trading Challenge March 2014
 Through quantitative methods including neural network, binary tree and Monte Carlo, achieved 22.4% return in
fifteen trading days during Preliminary Round, ranked 41/390
Team Leader, PRMIA Risk Management case competition February 2014
 Responsibilities include decomposition of tasks, interdisciplinary integration and mathematical model construction
 Independently built up a complete valuation model for Long Term Care Insurance, resulted in regional top 6