Haozheng Zhu currently serves as a Principal Quant/Data Scientist at Capital One, where he leverages his extensive expertise in quantitative finance and machine learning to drive innovative solutions in the realm of credit risk and business valuations. With a Master of Science in Financial Engineering...
Haozheng Zhu currently serves as a Principal Quant/Data Scientist at Capital One, where he leverages his extensive expertise in quantitative finance and machine learning to drive innovative solutions in the realm of credit risk and business valuations. With a Master of Science in Financial Engineering from New York University, Haozheng has honed his analytical skills and deep understanding of complex financial models, particularly in the context of regulatory frameworks such as the Fundamental Review of the Trading Book (FRTB) and Comprehensive Capital Analysis and Review (CCAR) for Pre-Provision Net Revenue (PPNR).
In his current role focused on Upmarket Acquisition Valuations, Haozheng is instrumental in developing sophisticated business valuation models for credit card products, ensuring that Capital One remains competitive in a rapidly evolving financial landscape. His proficiency in programming languages such as Python and R, coupled with his experience in statistical analysis using SPSS and VBA, allows him to create robust predictive models that inform strategic decision-making.
Haozheng's collaborative approach fosters teamwork across cross-functional teams, enabling the integration of diverse perspectives into the modeling process. His commitment to excellence in financial modeling and credit risk CVA/IMM modeling positions him as a key contributor to Capital One's success in managing risk and optimizing portfolio performance. As he continues to explore the intersection of finance and technology, Haozheng remains dedicated to advancing the field of quantitative finance through innovative methodologies and data-driven insights.
