Lawrence Zhou, Developer in New York, NY, United States
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Lawrence Zhou

Verified Expert  in Engineering

Risk Models Developer

Location
New York, NY, United States
Toptal 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.

Portfolio

RentHop.com | RealtyHop.com
Amazon Web Services (AWS), JavaScript, MySQL, Python, R, PHP
Asian Century Quest Capital
Visual Basic for Applications (VBA), Microsoft PowerPoint, Microsoft Excel
Traxis Partners
RiskMetrics, Microsoft Excel, MySQL, Bloomberg...

Experience

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.

Work Experience

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), 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

RealtyHop.com

https://www.realtyhop.com
I built this site with PHP, MySQL, and Solr.
2014 - 2016

Master's Degree in Finance (Econometrics, Operations Research and Financial Engineering, Statistics)

Princeton University - Princeton, NJ, USA

2001 - 2005

Bachelor of Science Degree in Electrical Engineering with a minor in mathematics

University of Pennsylvania, School of Engineering and Applied Science - Philadelphia, PA, USA

2001 - 2005

Bachelor of Science Degree in Economics with a concentration in finance

University of Pennsylvania, Wharton School - Philadelphia, PA, USA

Libraries/APIs

jQuery, Google Maps, Leaflet

Tools

Solr, Git, Vim Text Editor, Microsoft Excel, Bloomberg, Microsoft PowerPoint, RiskMetrics, Apache Solr, Amazon Simple Email Service (SES)

Languages

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

Platforms

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

Storage

MySQL, Amazon S3 (AWS S3)

Frameworks

Laravel, CodeIgniter 3

Other

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

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