Quantitative Researcher
Lyxor Assset Management
Groupe Société Générale
La Défense
Email: ban.zheng(at)melix.net
Phone: + 33 (1) 58 98 32 17

I currently work in Lyxor Asset Management (Société Générale Groupe) as a quantitative researcher. My main interest areas are alternative investments,
quantitative investments and index managements.

My Ph.D. was in limit order book and high frequency data modeling at Téléc-
om ParisTech
, France, under the supervision of  Pr. Eric MOULINES (Télé-
com ParisTech) and 
Frédéric ABERGEL (Ecole Centrale Paris). I have bee-
n working closely with Pr. François ROUEFF 
(Télécom ParisTech) as well.

I am alumni of Télécom ParisTechENSAE ParisTech, Ecole Polytechnique,
Tongji University and Fudan University.

      Research Areas and Interests

         Exchange Traded Fund
         Hedge fund investments
       High frequency data modeling
       Limit order book modeling
       Constrained Hawkes processes

子页面 (3): CV Research Teaching