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Qian Zhao is a self-motivated Mathematical Finance professional with 15.1 years of experience. He has a strong mathematical background and expertise in quantitative research and asset liability management. Qian is skilled in predictive modeling, R, data analysis, analytics, and databases. He has worked at reputable companies such as Bank of America Merrill Lynch, DataRobot, Currencies Direct, PwC UK, and GE. Qian's specialties include mathematical modeling, time series regression, principal component analysis, portfolio optimization, asset liability modeling, and quantitative analysis. He is also proficient in programming languages such as C, Matlab, Eviews, Mathematica, Access CFA charterholder Chinese Mandarin, and Native.
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Self-motivated Mathematical Finance professional with strong mathematical background. Experience in quantitative research and asset liability management. Excellent in modeling, time series analysis, valuation and programming. Specialties: Mathematical Modeling, Time Series Regression, Principal Component Analysis, Portfolio Optimization, Asset Liability Modeling, Quantitative Analysis, Systemic Risk Analysis Programming Skills: C++, Matlab, Eviews, Mathematica, Access CFA charter holder Chinese Mandarin - Native

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Work Experience

100 North Tryon Street, Charlotte, NC, 28255, US
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Qian Zhao's Professional Milestones

  • Data Scientist (2018-12-01~2021-05-01): Conducted cutting-edge research to advance the field of computer science.
  • Lead Data Scientist (2017-03-01~2018-11-01): Developed cutting-edge data models, fueling innovation and driving innovation in the field.
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Education

University of Washington
University of Washington

Machine Learning

2015-2016
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