Peifang Zheng, CFA

New Providence, NJ 07974

Cell:908-656-2819

Email:

Objective

CFA charterholderwith a master’s degree in Computer Science looking for a challenging position that can apply my technical, financial and people skills,and bring values to the firm.

Qualification Summary

  • Extensive experience and knowledge in software development.
  • Solid knowledge in various financialproducts.
  • Hands on experience in risk management research and statistics in financial market.
  • Ability to work effectively in a team environment and independently.
  • Excellentpeople skills, oral and written communication skills.

Skills

  • Financial Knowledge

Equity, Fixed Income, Derivatives, Alternative Investment, Asset Management

  • Information Technology

Programming Language (Java), Relational database (Oracle SQL), Information Security

Professional Experience

Senior Programmer Analyst

Citigroup Inc. NYC, NY2010-current

  • Charting (VBA, Java, SQL): a visualization tool of millions of time series and curves.

Project Lead (eight team members)

Develop new features and add millions of new time series

Manage the project and consistently coordinate inshore and offshore teams.

Engage directly with business and stakeholders across all asset classes.

Integrate various data into the application for quick access and trade idea generation.

  • Portfolio Intelligence (Java, SQL): a cross-product portfolio management and reporting tool.

Project Lead (three team members)

Implemented the backend in Java and SQL, independently, from scratch.

Engage directly with portfolio managers, traders for requirements.

Facilitate portfolio managers with managing their portfolios online.

Send reports automatically to portfolio managers identifying trade ideas.

Help traders generate trades and bring great values to the firm.

  • Asset Allocation: a tool identifying the optimal portfolio, efficient frontier as defined by Markowitz portfolio theory.

Mean-Variance: Find the best yielding portfolio for a given level of risk using historical returns and correlations; the portfolio with the highest Sharpe ratio (risk-adjusted return) is considered optimal.

Black-Litterman: Blend user's view and confidence on view of asset returns to produce a modified portfolio optimization.

Risk Management Analyst

Wolf International Advisors,Santa Fe, NM 2006-2008

  • Risk Management System (Java, JDBC, SQL)

Gathered requirements from investment team, managed the project schedule, designed and implemented the system.

Provided system training and technical support.

Helped investment team effectively managing the risk.

  • Automated Report Generating System (VBA for Excel Macro, Perl and SQL)

Designed and implementedthe system independently.

Provided the technical support and training to end users.

Shortened total generation time of sophisticated client reports from one week to about one hour.

Education

University of Pennsylvania

  • Ph.D. Candidate, Information Security, Computer and Information Science, 1999-2003 GPA: 3.80/4.0.
  • M.S.E. Information Security, Computer and Information ScienceDecember 2000 GPA: 3.70/4.0.

University of Science and Technology of China

  • M.S. Electronic Engineering, China, June 1998, GPA: 3.90/4.0.

Nankai University

  • B.S. Computer Science, Tianjin, China, June 1995, GPA: 3.75/4.0.

Publications

  • Tradeoffs in Certificate Revocation Schemes, Peifang Zheng. ACM SIGCOMM Computer Communications Review.April 2003 (Vol. 33, Issue 2). p103-112.
  • Implementation of IsData Secure Virtual Private Network based on PSPDN, Jiwu Jing, Meng Zhang, Peifang Zheng, Telecommunications Science, December 1997 (Vol. 13 No12) p26-29.
  • Analysis of Key Escrow Systems, Peifang Zheng, Dongguo Feng, Yingxia Dai, Cryptology and Information, April 1997.p 1-8.

Languages

Fluent in Mandarin Chinese and English

Activities

  • Serving as the treasurer for PSA of UCVTS Magnet High School
  • Organizing local township badminton program
  • Organizing local 5K and diversity activities