Zilin Mao

Implemented volatility-sorted HML portfolios, activity attenuation tests, and post-selection decay analysis across 26 technical strategies with transaction costs and IS/OOS/pseudo-live validation. Fitted GARCH-family models on 20 main commodity futures contracts and applied Hong-Lee generalized spectral tests to produce model selection, residual diagnostics, and VaR backtesting results.

Commodity Futures Research Project - QuantStrat - Chicago, IL

(2026-06)

• Implemented volatility-sorted HML portfolios, activity attenuation tests, and post-selection decay analysis across 26 technical strategies with transaction costs and IS/OOS/pseudo-live validation.
• Fitted GARCH-family models on 20 main commodity futures contracts and applied Hong-Lee generalized spectral tests to produce model selection, residual diagnostics, and VaR backtesting results.

Commodity Futures Analyst - Metrixx AI - Chicago, IL

(2026-05)

• Researched intraday futures market structure using Sierra Chart, Market Profile, and the internal ROOTS framework, analyzing key price levels, volume anomalies, absorption, and breakout acceptance/rejection patterns.
• Developed a basis-sentiment pipeline combining physical commodity prices, futures settlements, COT positioning, and market narrative signals to generate structured cross-commodity trading alerts.

Second-Order Option Greeks via AAD - JPMorgan-Sponsored Practicum - Champaign, IL

(2025-08 - 2025-12)

• Built an option pricing and second-order Greeks/Hessian computation framework from scratch; compared finite differences, AAD+Bumping, Double-AAD, Edge-Pushing, and BSM closed-form benchmarks on accuracy and computational cost.
• Implemented AAD+Bumping, Double-AAD, and Edge-Pushing workflows to compute Delta, Vega, Gamma, Vanna, and Volga; reduced PDE solves from 9 finite-difference runs to 5, 3, and 1.

Commodity Futures Trader - Zhongcai Group - Hangzhou, China

(2023-09 - 2025-05)

• Traded commodity futures contracts with approximately RMB 15 million in trading capital, covering idea generation, execution, position monitoring, and risk control.
• Formed fundamental trading views using industry research, supply-demand analysis, inventory tracking, and open-interest dynamics; reviewed trades to refine decision-making.

Asset Management Intern - Huatai Insurance Group - Shanghai, China

(2021-06 - 2021-09)

• Supported asset-management research and investment operations through market data collection, data processing, strategy analysis, and project coordination.

Cotton Yarn Spot Trader - Sanbao Needle Textile - Shaoxing, China

(2021-01 - 2021-05)

• Managed cotton-yarn spot trading across sourcing, pricing, logistics, and sales; linked spot quotes with cotton futures, basis spreads, downstream demand, and inventory turnover to support pricing, cash-futures arbitrage analysis, margin control, and working-capital risk management.

Research Assistant - University of California, Irvine - Irvine, CA

(2019-01 - 2020-06)

UCI Honors Thesis Project

• Studied China's demographic transition and long-term economic impact by reviewing related literature and building a population-macroeconomy analysis framework.
• Re-estimated China's population age structure over the next 50 years and analyzed how fertility decline affects labor supply and long-term economic growth.

Master of Science - Financial Engineering - University of Illinois Urbana-Champaign (2025-08 - 2026-12)

Master of Arts - Economics - University of California, Riverside (2021-09 - 2023-07)

Bachelor of Science - Mathematics - University of California, Irvine (2016-09 - 2020-12)

Bachelor of Science - Physics - University of California, Irvine (2016-09 - 2020-12)

Bachelor of Arts - Economics - University of California, Irvine (2016-09 - 2020-12)