Reaching Others University at Buffalo - The State University of New York
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Lingyin Zhu

PhD Student
Finance Department


PhD, Management, Finance with minor in Accounting, University at Buffalo, expected June 2013
PhD, Physics, University of Florida
BA, Physics, Nankai University (China)


  • Empirical Market Microstructure
  • Asset Pricing/Derivatives
  • Financial Accounting and Capital Markets
  • Research Methodology


Corporate Finance, Investments and Financial Derivatives

Selected Publications

Ten peer-reviewed journals on Physical Review B

“Lectures on the poems in Tang Dynasty of China,” Chapter 20, 2004

Professional Affiliations

  • Financial Management Association
  • Society of Actuary (Chartered Enterprise Risk Analyst Credential)
  • Chartered Financial Analyst (CFA) Institute 
  • Global Association of Risk Professionals (GARP)
  • Frequent referee for American Physical Society (APS)
  • Members of miscellaneous quantitative finance communities

Industry Experience

Quantitative internship Bell Trading LLC: back-tested and implemented high-frequency trading strategies for commodity futures (2008.05 – 2008.08)

Quantitative analyst at Ronin Capital LLC: calibrated equity options and forecasted volatility for dynamic hedging and market making; designed and back-tested statistical arbitrage/event-driven strategies for US/Japan equity market (2009.09 – 2011.01, 2011.10 – now)

Senior quant/Project Manager at Property and Portfolio Research: developed index methodology for commercial real estate sectors using spatial econometrics and time series techniques; designed and implemented client-based portfolio management procedure; designed and implemented statistical process to validate & facilitate in-house return forecasting and risk model in CMBS; implemented discounted cash flow (DCF) engine for property pricing (2011.01-2011.10)