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

PhD Student
Finance Department

Education

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

Research

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

Teaching

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)