Pan Hao Email & Phone Number | strong financial stochastic modeling and analytical skills; strong programming and mathematical skills; interested in using quantitative methods to solve practical financial problems Research experience • Worked with adviser Dr. John Perdew, modeling and simulating the properties of atoms, molecules and solids by using the distribution of electron density. • Studied the electrons’ exchange and correlation energy. Used the Quantum Monte Carlo fitted functional to study phonon zero point energy and Van der Waals interaction. • Assessed the performance of new functionals, compared the calculated large data set with other published paper and analyzed the statistical quantities. Modeling Skills Familiar with object-oriented programming, design patterns and financial derivatives • Adept at OO programming concepts such as encapsulation, inheritance, decoration, interface and implementation of class Experience in developing stochastic models in C++ using: • Tree model to price the European and American options • Monte Carlo method to price path dependent exotic options • Finite difference method to value a derivative by solving differential equation • Newtown-Raphson method to calculate implied volatility

Pan Hao

strong financial stochastic modeling and analytical skills; strong programming and mathematical skil...
New York, New York, United States

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Pan Hao’s Location New York, New York, United States

Pan Hao’s Current Industry Citigroup

Pan Hao’s Prior Industry Tulane University | Shanghai Jiao Tong University

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Quantitative Risk Anlyst

2013-06-01 00:00:00 - Present

student

2007-08-01 00:00:00 - 2012-12-01 00:00:00

Student

2003-01-01 00:00:00 - 2007-01-01 00:00:00

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Pan Hao is a strong financial stochastic modeling and analytical skills; strong programming and mathematical skills; interested in using quantitative methods to solve practical financial problems Research experience • Worked with adviser Dr. John Perdew, modeling and simulating the properties of atoms, molecules and solids by using the distribution of electron density. • Studied the electrons’ exchange and correlation energy. Used the Quantum Monte Carlo fitted functional to study phonon zero point energy and Van der Waals interaction. • Assessed the performance of new functionals, compared the calculated large data set with other published paper and analyzed the statistical quantities. Modeling Skills Familiar with object-oriented programming, design patterns and financial derivatives • Adept at OO programming concepts such as encapsulation, inheritance, decoration, interface and implementation of class Experience in developing stochastic models in C++ using: • Tree model to price the European and American options • Monte Carlo method to price path dependent exotic options • Finite difference method to value a derivative by solving differential equation • Newtown-Raphson method to calculate implied volatility