Welcome to Zongjian's Homepage
Zongjian Liu (Áõ×Ú¼ü)
Ph.D. candidate, Department of Industrial Engineering and Operations Research, Columbia University
Office: 313A S.W.Mudd Building, 500 West 120th Street, New York, NY 10027
Email: zl2115 at columbia dot edu
There are always things to be regretted in a four-year period. -- Anonymous
| 2004 - present | Columbia University, Department of Industrial Engineering and Operations Research |
| Ph.D. (expected 05/2008) Major: Operations Research | |
| 2001 - 2004 | Chinese Academy of Sciences(CAS), Institute of Computing Technology |
| M.S. Major: Computer Science | |
| 1997 - 2001 | Peking University, School of Mathematical Sciences |
| B.S. Major: Applied Mathematics |
RESEARCH
My research interests involve Quantitative Finance and Portfolio Management. My advisor is Professor Paul Glasserman.
EXPERIENCE
Millennium Management, Intern, 10/2005-08/2006. Quantitative equity models.
Goldman Sachs, Summer Intern, 06/2007-08/2007. Fixed Income trading strategies.
WorldQuant, part time researcher, 10/2007-01/2008. Portfolio management algorithms and models.