MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2016
Areas of Interest:
Zhichao Zou received his bachelor’s degree from the University of New South Wales (UNSW) with majors in finance, actuarial studies and statistics.
Working at the Risk Management departments of Commonwealth Bank Australia (CBA) and Westpac Banking Corporation (WBC) have given Zhichao the opportunity to assess risks associated with home loans, and develop in-house credit risk monitoring models and various decision making systems, such as Valuer Scorecard, Fraud Scorecard, Fraud Grouping System etc. Moreover, interning at Risk Management Group at Morgan Stanley has thoroughly trained Zhichao giving him the ability to analyze and evaluate risks from different risk metrics, compute risk exposure related with different risk scenarios, and produce high quality report for senior managers. During these experiences he was impressed by the challenging environment in the field and decide to make finance his focus.
Zhichao has dedicated much of his career to exploring and understanding the finance realm. During his master project in optimization, he and his team member had developed a trading strategy, which utilizes Double-Bottom technical analysis as the foundation, and incorporates a momentum trading filter to control loss. This trading strategy was able to beat the benchmark by almost 0.5 in Sharpe Ratio.
During his internship at Morgan Stanley, he successfully completed five high quality projects within a ten week period. Moreover, Zhichao had little knowledge about Excel VBA prior to joining Morgan Stanley, but he was able to learn it within very short time frame and developed a comprehensive automated report formatting tool for Morgan Stanley’s Risk Reporting Department.