Data Scientist
2009 - PRESENTRentHop.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), JavaScript, MySQL, Python, R, PHPConsultant (Macroeconomic Research)
2012 - 2012Asian 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 ExcelTrader | Research Analyst
2007 - 2009Traxis 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), PerlQuantitative Researcher and Trader
2005 - 2007Citigroup 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
Lawrence Zhou
Risk Models Developer in New York, NY, United States
Member since August 14, 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
Portfolio
- RentHop.com | RealtyHop.comAmazon Web Services (AWS), JavaScript, MySQL, Python, R, PHP
- Asian Century Quest CapitalVisual Basic for Applications (VBA), Microsoft PowerPoint, Microsoft Excel
- Traxis PartnersRiskMetrics, Microsoft Excel, MySQL, Bloomberg...
Experience
- PHP 12 years
- Quantitative Finance 12 years
- Risk Models 12 years
- R 8 years
- jQuery 8 years
- Solr 6 years
- LeafletJS 5 years
- Python 4 years
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
Experience
- RealtyHop.comhttps://www.realtyhop.com
I built this site with PHP, MySQL, and Solr.
Skills
Languages
PHP, JavaScript, R, Excel VBA, Python, Perl, Visual Basic for Applications (VBA)Libraries/APIs
jQuery, Google Maps, LeafletJSTools
Solr, Git, Vim Text Editor, Microsoft Excel, Bloomberg, Microsoft PowerPoint, RiskMetrics, Apache Solr, AWS SESPlatforms
Linux, Windows, Amazon EC2, AWS Lambda, Amazon Web Services (AWS)Storage
MySQL, Amazon S3 (AWS S3)Other
Quantitative Modeling, Amazon Route 53, Linear Regression, Quantitative Finance, Risk Models, Risk Reporting, Fixed Income, Options TradingFrameworks
Laravel, CodeIgniter 3
Education
- Master's Degree in Finance (Econometrics, Operations Research and Financial Engineering, Statistics)2014 - 2016Princeton University - Princeton, NJ, USA
- Bachelor of Science Degree in Electrical Engineering with a minor in mathematics2001 - 2005University of Pennsylvania, School of Engineering and Applied Science - Philadelphia, PA, USA
- Bachelor of Science Degree in Economics with a concentration in finance2001 - 2005University of Pennsylvania, Wharton School - Philadelphia, PA, USA
