From fccd4235da9bbb7ee6e5350d3a83f8555fe27e8f Mon Sep 17 00:00:00 2001 From: cz295 <46157157+cz295@users.noreply.github.com> Date: Thu, 16 Nov 2023 17:26:16 +0000 Subject: [PATCH] =?UTF-8?q?Deploying=20to=20gh-pages=20from=20@=20cz295/cz?= =?UTF-8?q?295.github.io@1e8661b04fa6e3c08e2b52571bc47ddfdd946d05=20?= =?UTF-8?q?=F0=9F=9A=80?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- assets/jupyter/blog.ipynb.html | 2 +- blog/2021/diagrams/index.html | 4 ++-- cv/index.html | 2 +- feed.xml | 2 +- sitemap.xml | 2 +- 5 files changed, 6 insertions(+), 6 deletions(-) diff --git a/assets/jupyter/blog.ipynb.html b/assets/jupyter/blog.ipynb.html index f3f97de..3401b06 100644 --- a/assets/jupyter/blog.ipynb.html +++ b/assets/jupyter/blog.ipynb.html @@ -1,4 +1,4 @@ - jekyll-jupyter-notebook20231116-1988-tcqij9 JohnAliceHello John, how are you?Great!JohnAlice \ No newline at end of file +
JohnAliceHello John, how are you?Great!JohnAlice
\ No newline at end of file diff --git a/cv/index.html b/cv/index.html index 03a0215..28c440c 100644 --- a/cv/index.html +++ b/cv/index.html @@ -1 +1 @@ - cv | Zekang Cheng

cv

General Information

Full Name Zekang Cheng
E-mail zkcheng1994@outlook.com
Languages Chinese (native), English (fluent)

Education

  • 2019
    PhD in Engineering
    University of Cambridge, Cambridge, UK
    • Thesis A moving mesh method for non-isothermal multiphase flows
      • Incorporated non-isothermal effects into the finite element code (in C) for isothermal multiphase flows;
      • Developed a numerical treatment of interface topology change in an adaptive moving mesh system;
      • Examined the accuracy & capability of the numerical method with benchmark tests and designed examples;
      • Investigated drop collision and non-isothermal liquid bridge break-up through numerical simulation;
  • 2014
    B.S. in Theoretical and Applied Mechanics
    University of Science and Technology of China, Hefei, China
    • Thesis A numerical and experimental investigation of a water droplet impact on an oil-air interface.

Experience

  • 2019.08 - Now
    Quantitative analyst
    Market and Securities Services, Citigroup, London
    • FX STIRT (short term interest rate trading) Quant
      • Analysed FX swap request data and developed a method to identify roll-over trades;
      • Implemented post-trade STIR-component aftermath calculation for NDF deals;
      • Built a data pipeline from scratch to process the booking data of voice FX & NDF trading;
      • Developed a PnL attribution model to measure the value of client flow for voice FX & NDF trading;
      • Improved the STIRT PnL valuation model by including derivatives and futures in risk matching calculation.
    • FX options quant and trading
      • Developed a flexible & efficient backtester for FX options trading strategies;
      • Backtested relative value trade strategies for FX options and performed PnL attribution;
      • Measured vega risk netting effect of vanilla FX option structures through backtesting.
  • 2018.07 - 2018.12
    Off-cycle Intern
    Market and Securities Services Citigroup, London
    • Equities central risk desk (CRD)
      • Analysed the toxicity of equities flows into CRD and automated reporting of CRD's PnL attribution;
      • Calibrated the trade volume profile used in the transaction cost model of CRD's portfolio optimisation tool;
      • Analysed the execution performance at difference trading venues using pre/post-trade price.

Skills

  • Proficient: Python, C;
  • Intermediate: C++, Latex, SQL, Git;
  • Basic: C#, Bash, kdb+/q.

Miscellaneous

\ No newline at end of file + cv | Zekang Cheng

cv

General Information

Full Name Zekang Cheng
E-mail zkcheng1994@outlook.com
Languages Chinese (native), English (fluent)

Education

  • 2019
    PhD in Engineering
    University of Cambridge, Cambridge, UK
    • Thesis A moving mesh method for non-isothermal multiphase flows
      • Incorporated non-isothermal effects into the finite element code (in C) for isothermal multiphase flows;
      • Developed a numerical treatment of interface topology change in an adaptive moving mesh system;
      • Examined the accuracy & capability of the numerical method with benchmark tests and designed examples;
      • Investigated drop collision and non-isothermal liquid bridge break-up through numerical simulation;
  • 2014
    B.S. in Theoretical and Applied Mechanics
    University of Science and Technology of China, Hefei, China
    • Thesis A numerical and experimental investigation of a water droplet impact on an oil-air interface.

Experience

  • 2019.08 - Now
    Quantitative analyst
    Market and Securities Services, Citigroup, London
    • FX STIRT (short term interest rate trading) Quant
      • Analysed FX swap request data and developed a method to identify roll-over trades;
      • Implemented post-trade STIR-component aftermath calculation for NDF deals;
      • Built a data pipeline from scratch to process the booking data of voice FX & NDF trading;
      • Developed a PnL attribution model to measure the value of client flow for voice FX & NDF trading;
      • Improved the STIRT PnL valuation model by including derivatives and futures in risk matching calculation.
    • FX options quant and trading
      • Developed a flexible & efficient backtester for FX options trading strategies;
      • Backtested relative value trade strategies for FX options and performed PnL attribution;
      • Measured vega risk netting effect of vanilla FX option structures through backtesting.
  • 2018.07 - 2018.12
    Off-cycle Intern
    Market and Securities Services Citigroup, London
    • Equities central risk desk (CRD)
      • Analysed the toxicity of equities flows into CRD and automated reporting of CRD's PnL attribution;
      • Calibrated the trade volume profile used in the transaction cost model of CRD's portfolio optimisation tool;
      • Analysed the execution performance at difference trading venues using pre/post-trade price.

Skills

  • Proficient: Python, C;
  • Intermediate: C++, Latex, SQL, Git;
  • Basic: C#, Bash, kdb+/q.

Miscellaneous

  • Other relevant projects: built regression model to predict alt-coin returns with Binance market data; practised machine learning skills with Kaggla datasets and won 1 bronze medal.
  • Hobbies: swimming, cycling, running, reading and hillwalking.
  • Societies: Brighton Tri Club, Brighton Mitre Cycling Club, Cambridge University Hillwalking Club (Treasurer 2017), Cambridge University Canoe Club, Queens' College Boat Club, School of Gifted Young football team (freshers' team captain 2011).
  • Publication: Cheng, Zekang, et al. An exactly force-balanced boundary-conforming arbitrary-Lagrangian-Eulerian method for interfacial dynamics. Journal of Computational Physics 408 (2020) 109237.
\ No newline at end of file diff --git a/feed.xml b/feed.xml index cf8e1ff..7193a28 100644 --- a/feed.xml +++ b/feed.xml @@ -1,4 +1,4 @@ -Jekyll2023-11-16T17:24:00+00:00https://cz295.github.io/feed.xmlblankA simple, whitespace theme for academics. Based on [*folio](https://github.com/bogoli/-folio) design. a post with bibliography2023-07-12T13:56:00+00:002023-07-12T13:56:00+00:00https://cz295.github.io/blog/2023/post-bibliographyThis post shows how to add bibliography to simple blog posts. If you would like something more academic, check the distill style post.

]]>a post with jupyter notebook2023-07-04T12:57:00+00:002023-07-04T12:57:00+00:00https://cz295.github.io/blog/2023/jupyter-notebookTo include a jupyter notebook in a post, you can use the following code:

{::nomarkdown}
+Jekyll2023-11-16T17:25:51+00:00https://cz295.github.io/feed.xmlblankA simple, whitespace theme for academics. Based on [*folio](https://github.com/bogoli/-folio) design. a post with bibliography2023-07-12T13:56:00+00:002023-07-12T13:56:00+00:00https://cz295.github.io/blog/2023/post-bibliographyThis post shows how to add bibliography to simple blog posts. If you would like something more academic, check the distill style post.
]]>a post with jupyter notebook2023-07-04T12:57:00+00:002023-07-04T12:57:00+00:00https://cz295.github.io/blog/2023/jupyter-notebookTo include a jupyter notebook in a post, you can use the following code:
 
{::nomarkdown}
 {% assign jupyter_path = "assets/jupyter/blog.ipynb" | relative_url %}
 {% capture notebook_exists %}{% file_exists assets/jupyter/blog.ipynb %}{% endcapture %}
 {% if notebook_exists == "true" %}
diff --git a/sitemap.xml b/sitemap.xml
index cae886b..9d40f39 100644
--- a/sitemap.xml
+++ b/sitemap.xml
@@ -1 +1 @@
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\ No newline at end of file
+   https://cz295.github.io/news/announcement_1/ 2015-10-22T19:59:00+00:00   https://cz295.github.io/news/announcement_2/ 2015-11-07T20:11:00+00:00   https://cz295.github.io/news/announcement_3/ 2016-01-15T11:59:00+00:00   https://cz295.github.io/blog/2015/formatting-and-links/ 2015-03-15T16:40:16+00:00   https://cz295.github.io/blog/2015/images/ 2015-05-15T21:01:00+00:00   https://cz295.github.io/blog/2015/code/ 2015-07-15T15:09:00+00:00   https://cz295.github.io/blog/2015/math/ 2015-10-20T15:12:00+00:00   https://cz295.github.io/blog/2015/disqus-comments/ 2015-10-20T15:59:00+00:00   https://cz295.github.io/blog/2020/twitter/ 2020-09-28T15:12:00+00:00   https://cz295.github.io/blog/2020/github-metadata/ 2020-09-28T21:01:00+00:00   https://cz295.github.io/blog/2021/distill/ 2021-05-22T00:00:00+00:00   https://cz295.github.io/blog/2021/diagrams/ 2021-07-04T17:39:00+00:00   https://cz295.github.io/blog/2022/redirect/ 2022-02-01T17:39:00+00:00   https://cz295.github.io/blog/2022/giscus-comments/ 2022-12-10T15:59:00+00:00   https://cz295.github.io/blog/2023/table-of-contents/ 2023-03-20T15:59:00+00:00   https://cz295.github.io/blog/2023/tables/ 2023-03-20T18:37:00+00:00   https://cz295.github.io/blog/2023/videos/ 2023-04-24T21:01:00+00:00   https://cz295.github.io/blog/2023/audios/ 2023-04-25T10:25:00+00:00   https://cz295.github.io/blog/2023/sidebar-table-of-contents/ 2023-04-25T14:14:00+00:00   https://cz295.github.io/blog/2023/custom-blockquotes/ 2023-05-12T19:53:00+00:00   https://cz295.github.io/blog/2023/jupyter-notebook/ 2023-07-04T12:57:00+00:00   https://cz295.github.io/blog/2023/post-bibliography/ 2023-07-12T13:56:00+00:00   https://cz295.github.io/blog/2022/displaying-external-posts-on-your-al-folio-blog/ 2022-04-23T23:20:09+00:00   https://cz295.github.io/projects/1_project/ 2023-11-16T17:25:51+00:00   https://cz295.github.io/projects/2_project/ 2023-11-16T17:25:51+00:00   https://cz295.github.io/projects/3_project/ 2023-11-16T17:25:51+00:00   https://cz295.github.io/projects/4_project/ 2023-11-16T17:25:51+00:00   https://cz295.github.io/projects/5_project/ 2023-11-16T17:25:51+00:00   https://cz295.github.io/projects/6_project/ 2023-11-16T17:25:51+00:00   https://cz295.github.io/projects/bouncing/ 2023-11-16T17:25:51+00:00   https://cz295.github.io/projects/bridge/ 2023-11-16T17:25:51+00:00   https://cz295.github.io/projects/dripping/ 2023-11-16T17:25:51+00:00   https://cz295.github.io/projects/mesh/ 2023-11-16T17:25:51+00:00   https://cz295.github.io/   https://cz295.github.io/cv/   https://cz295.github.io/_pages/dropdown/   https://cz295.github.io/blog/   https://cz295.github.io/news/   https://cz295.github.io/people/   https://cz295.github.io/projects/   https://cz295.github.io/publications/   https://cz295.github.io/repositories/   https://cz295.github.io/teaching/   https://cz295.github.io/blog/tag/formatting/   https://cz295.github.io/blog/tag/links/   https://cz295.github.io/blog/tag/images/   https://cz295.github.io/blog/tag/code/   https://cz295.github.io/blog/tag/math/   https://cz295.github.io/blog/tag/comments/   https://cz295.github.io/blog/tag/metadata/   https://cz295.github.io/blog/tag/distill/   https://cz295.github.io/blog/tag/diagrams/   https://cz295.github.io/blog/tag/toc/   https://cz295.github.io/blog/tag/tables/   https://cz295.github.io/blog/tag/videos/   https://cz295.github.io/blog/tag/audios/   https://cz295.github.io/blog/tag/sidebar/   https://cz295.github.io/blog/tag/blockquotes/   https://cz295.github.io/blog/tag/jupyter/   https://cz295.github.io/blog/tag/bib/   https://cz295.github.io/blog/category/sample-posts/   https://cz295.github.io/blog/category/external-services/   https://cz295.github.io/blog/2015/   https://cz295.github.io/blog/2020/   https://cz295.github.io/blog/2021/   https://cz295.github.io/blog/2022/   https://cz295.github.io/blog/2023/  
\ No newline at end of file