Whiting School of Engineering




Department of Applied Mathematics & Statistics

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Zefan Guan

zguan1@jhu.edu • (410) 736-9041 • 3925 Beech Ave., Apt. 515, Baltimore, MD, 21218

 

Zefan's Pic

 

EDUCATION

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Johns Hopkins University (Baltimore, Maryland)
M.S.E in Financial Mathematics Expected 12/2009
• 2008-2009 T.Rowe Price Associates Foundation Fellowship

Sun Yat-Sen University (Guangzhou, China)
BS in Computer Science, Degree granted: 6/2008
• Nominal GPA: 87/100; Major GPA: 89/100
• Three times Academic Excellence Award for outstanding academic achievement (top 5%~10%)
• Techinical Director, Micorsoft Club of Sun Yat-Sen University. Launched the project to develop a curriculum schedule arrangement system and won the second prize of 2006 "Microsoft Campus Project Competition".
• 2005 fall, 2th Prize (team) on Guangdong College students Debate Competition
• 2006 excellent student leadership scholarship, Sun Yat-Sen University

Hong Kong University of Science and Technology (Hong Kong, China)
Exchange Study, From 9/2006 to 12/2006
•Completed five courses, including Algorithms Analysis (Honor) for graduation students.

COURSES & PROJECTS

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Courses: Stochastic Process in Finance, Modeling and Analysis of Security and Financial Market, Monte Carlo
   Simulation, Investment Science, Tims Series Analysis, Financial Engineering, Machin Learning, Object Oriiented Programming Algorithms Analysis, Artificial Intelligence
Project1: Winter communication practicum presentation in T.Rowe Price Head Quarter
   Discussed the article, “Investment at the bottom” and analysis various indices used in the article, including Tobin’s q ratio & CAPE (Cyclical Adjusted Price Earnings Ratio). Jan. 2009
Project2: Improving Performance of options evaluation with Monte Carlo method.
   Used variance reduction and Quasi-Monte Carlo for evaluating PDF systems. Fall, 2007 

FINANCE EXPERIENCE

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Shenzhen Stock Exchange, Shenzhen, China
Title: Trainee-financial technician Jul.~Sep., 2007
• Established data transmission interface between subscribers/seat owners and exchange center
• Conducted regular tests on system reliability and software configuration.
• Studied the standardized training course with topics in financial regulations and practices
Achievement: successfully passed training course with full mark on final

SKILLS

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• Proficient in C/C++(26 months), Java, SQL
• Excellent user of R, Excel, Matlab for numerical calculation and statistic inference
• Native Speaker of Cantonese & Mandarin, Fluent speaker of English
• GRE: verbal 540, quantitative 800, analytical writing 3.5
• TOEFL: reading 29, listening 30, speaking 22, writing 24, total 105/120
• Interest: Investments, Chess, Pop-Music