Meng(Victor) Zhang

 Worked with TRACE and Bloomberg bond trading transaction data for model development and product design  Researched and derived algorithm on market Liquidity Cost Model for varies financial instruments  Supported SEC regulatory and Solvency II market risk product design and implementation

 Supported Economics Scenario Generation Team  Benchmark Replication from Bottom up use MSCI Index returns  Built scaling models to estimate yearly CAPM betas with adjusted autocorrelation and cross correlation  Researched on cointegration and tested the impact on pair assets

 Text Mining and works with unstructured data using Natural Language Processing techniques  Implemented Machine Learning models in R and Python for risk classification  Extracted data from JSON file and analyzed for product development  Developed tools in R and VBA for automated submission and extraction process  Researched Data extraction techniques and Collected Data Source to incorporate inner database source

Financial Modeling, Statistics