Lun (Stephen) Zha, FRM

Business Analyst

Pudong, Shanghai, China0 mo experience

Key Highlights

  • MFE graduate with a 3.97 GPA from NYU Tandon.
  • Experience in quantitative risk analysis and proprietary trading.
  • Skilled in machine learning and quantitative investment strategies.
Stackforce AI infers this person is a Quantitative Analyst with expertise in Fintech and Risk Management.

Contact

LinkedIn

Skills

Core Skills

Risk ModelingData ScienceQuantitative Investment StrategiesMachine Learning

Other Skills

Portfolio RiskQuant ResearchIntraday High-Frequency Alpha Factor GenerationEnd-to-End Tree-based and Deep Learning ModelsOTC Exotic Option Pricing ModelDynamic Hedging StrategyMacro-driven style rotation frameworkPythonC++RSQLWind

Experience

九坤投资

Quantitative Risk Analyst

Dec 2024 – Present · 1 yr 3 mos · 中国 上海市 · On-site

  • Portfolio Risk & Quant Research
Portfolio RiskQuant ResearchRisk ModelingData Science

山西证券股份有限公司

Quantitative Researcher

Feb 2023 – Nov 2024 · 1 yr 9 mos · 中国 上海市 · On-site

  • Proprietary Trading
  • Intraday High-Frequency Alpha Factor Generation
  • End-to-End Tree-based and Deep Learning Models
  • OTC Exotic Option Pricing Model and Dynamic Hedging Strategy.
Intraday High-Frequency Alpha Factor GenerationEnd-to-End Tree-based and Deep Learning ModelsOTC Exotic Option Pricing ModelDynamic Hedging StrategyQuantitative Investment StrategiesMachine Learning

Huatai securities co., ltd.

Quantitative Research Summer Intern

Jul 2022 – Aug 2022 · 1 mo · Shanghai, China · On-site

  • Asset Management Subsidiary
  • Quantmental Research Team
  • Macro-driven style rotation framework.
Macro-driven style rotation frameworkQuantitative Investment Strategies

Education

NYU Tandon School of Engineering

Master's degree — Financial Engineering

Jan 2021 – Jan 2023

University of Technology Sydney

Bachelor of Business with Distinction — Management

Jan 2018 – Jan 2020

Shanghai University

Bachelor of Science - BS — Information Management and Information System

Jan 2016 – Jan 2020

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