toptal.com
Contact us: +1.888.604.3188
Lawrence Zhou, Risk Models Developer in New York, NY, United States
Lawrence Zhou

Risk Models Developer in New York, NY, United States

Member since June 27, 2018
Lawrence is a software developer and quantitative analyst with over 12 years of experience in software development and quantitative modeling. He's worked at Citigroup, Traxis Partners, as well as co-founding a Y-Combinator funded startup. Lawrence prefers projects that use both his financial and programming backgrounds, but he also enjoys working with and analyzing data—either in analysis, visualization, or machine learning.
Lawrence is now available for hire
Hire Lawrence

Portfolio

Experience

Location

New York, NY, United States

Availability

Part-time

Preferred Environment

Vim Text Editor, Git, Windows, Linux

The most amazing...

...thing I've coded was a fast autocomplete search for addresses/general locations that optimized depending on relevancy & user preference across multiple factors.

Employment

  • Data Scientist

    2009 - PRESENT
    RentHop.com | RealtyHop.com
    • Created a real-estate platform that helps renters and home buyers identify the best possible homes.
    • Drove the software development/architecture, product design, analytics, data management, and scaling.
    • Led all aspects of site development.
    • Published numerous data-driven and quantitative research articles on renting/housing (featured in major media outlets such as the NY Times, CNBC, USA Today, and so on).
    Technologies: Amazon Web Services (AWS), AWS, JavaScript, MySQL, Python, R, PHP

  • Consultant (Macroeconomic Research)

    2012 - 2012
    Asian Century Quest Capital
    • Developed macroeconomic presentations on topics and themes across Asian markets with a focus on China.
    Technologies: Visual Basic for Applications (VBA), Microsoft PowerPoint, Microsoft Excel

  • Trader | Research Analyst

    2007 - 2009
    Traxis Partners
    • Traded the emerging markets portfolio including FX, local rates, and credit in LATAM, EMEA, and Asia.
    • Built internal systems for measuring fixed-income exposures, calculating real-time P&L, and generating risk/performance attribution reports.
    • Coordinated with the fund administration/external auditors.
    • Provided model-based valuations for liquid instruments.
    • Implemented model validation of RiskMetrics for investor reporting.
    Technologies: RiskMetrics, Microsoft Excel, MySQL, Bloomberg, Visual Basic for Applications (VBA), Perl

  • Quantitative Researcher and Trader

    2005 - 2007
    Citigroup Global Markets
    • Structured and analyzed trade ideas in single-name credits, synthetic CDOs, emerging markets, and FX.
    • Contributed to the weekly Bond Market Roundup publication and other in-depth research pieces.
    • Developed analytics for scenario analyses on client commercial mortgage-backed securities (CMBS) portfolios.
    Technologies: MySQL, Visual Basic for Applications (VBA), Microsoft Excel, Perl

Experience

Skills

  • Languages

    PHP, JavaScript, R, Excel VBA, Python, Perl, Visual Basic for Applications (VBA)

  • Libraries/APIs

    jQuery, Google Maps, LeafletJS

  • Tools

    Solr, Git, Vim Text Editor, Microsoft Excel, Bloomberg, Microsoft PowerPoint, RiskMetrics, Apache Solr, AWS SES

  • Platforms

    Linux, Windows, AWS EC2, AWS Lambda, Amazon Web Services (AWS)

  • Storage

    MySQL, AWS S3, AWS RDS

  • Other

    Quantitative Models, AWS Route 53, Linear Regression, Quantitative Finance, Risk Models, Risk Reporting, Fixed Income, Options Trading, AWS

  • Frameworks

    Laravel, CodeIgniter 3

Education

  • Master's degree in Finance (Econometrics, Operations Research and Financial Engineering, Statistics)
    2014 - 2016
    Princeton University - Princeton, NJ, USA
  • Bachelor of Science degree in Electrical Engineering with a minor in mathematics
    2001 - 2005
    University of Pennsylvania, School of Engineering and Applied Science - Philadelphia, PA, USA
  • Bachelor of Science degree in Economics with a concentration in finance
    2001 - 2005
    University of Pennsylvania, Wharton School - Philadelphia, PA, USA

To view more profiles

Join Toptal
Share it with others
Hire the top 3% of freelance developers TM