Employee of the Month - Samsung Semiconductor India Research
Resume_Zhengbo (Daniel) Zhu_Consulting
1. Zhengbo (Daniel) Zhu
(765) 237-8932 • tsinghuazzb@gmail.com
http://www.linkedin.com/in/zhengbozhu
Objective
To obtain a summer intern position where I can leverage my quantitative and analytical skills
Education
• Purdue University, School of Industrial Engineering, West Lafayette, IN GPA: 3.97/4.0
Ph.D. in Industrial Engineering, Specialization in Operations Research May, 2014 (Expected)
• Purdue University, Department of Statistics, West Lafayette, IN GPA: 4.0/4.0
M.S. in Statistics, Specialization in Computational Finance May, 2014 (Expected)
• Tsinghua University, Department of Automation, Beijing, China GPA: 88.6/100
B.S. in Automation, Specialization in System Modeling and Optimization July, 2009
Experiences in Statistical Analysis and Consulting
• Lenovo Group Limited Company, Beijing, China
Data Analyst June 2009 – August 2009
– Participated in a Six Sigma project to reduce ThinkPad’s repair cost; collected and decomposed data
– Maintained the project’s data query, data management and statistical report programs in SAS
– Performed bayesian analysis, regression analysis and hypothesis testing on the repair data for ThinkPad
– Designed experiments and developed simulations to test different repair methods and proposed a solution
that could reduce the number of replaced parts per repair by approximately 20%
• NEC Laboratory, Tsinghua University, Beijing, China
Developer/Consultant February 2009 – June 2009
– Developed a Temperature Data Management System in Browser/Server architecture for logistic companies
– Designed multi-function modules and web pages for the system and performed data-flow analysis
– Streamlined the database structure using UML and IDEFx and realized the data access by using C#.NET
• China Merchant International Travel Co., Ltd (CMIT), Beijing, China
Analyst/Consultant July 2008 – September 2008
– Quantified the quality of services CMIT provided in Beijing by establishing mathematical models in Matlab
– Optimized the travel protocol for CMIT personnel resulting services of the same quality with 15% less cost
Experiences in Computational Analysis and Development
• School of Industrial Engineering, Purdue University, West Lafayette, IN
Research Assistant/Teaching Assistant September 2009 – Present
– Conducted in-depth research on probability theory, stochastic process and numerical linear algebra
– Applied Markov Chain process and Gibbs Sampler to solve inverse problems in under-determined systems
– Designed cutting-edge algorithms and models to solve compressed sensing problems in Matlab
– Developed programs to test and optimize the performances of designed algorithms and provided rigorous
proof of their correctness, robustness and complexities
– Instructed two courses "Nonlinear Optimization" and "Stochastic Models in Operations Research"
• Department of Statistics, Purdue University, West Lafayette, IN
– Implemented the practical pricing methods of European and American options in C++ , e.g. Trees, Monte
Carlo, PDE method, Finite difference method and static replication method
– Performed quantitative analysis such as Greeks calculation and moment matching for priced options
– Researched on the incomplete markets and the jump-diffusion processes and implemented alternative models
like Stochastic Volatility, Variance Gamma and Smile Dynamics Models in C++
– Applied XLW and Excel VBA to combine the computational advantage of C++ with graphical interfaces
Analytical and Technical Skills
Analytical: Numerical/Statistical Analysis, Risk Control, Decision Making, Data Management, Financial Modeling
Technical: C, C++(STL/Boost), Matlab, Java, SQL, L TEX, SAS, R, Excel VBA, Access, ERP/MERP
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