Jie Zhu

Head Of ALM R&d (engineering) at Brighthouse Financial

Jie Zhu has extensive work experience in the field of quantitative analysis and financial engineering. They began their career as a Quantitative Analyst Summer Intern at BlackRock in 2007. After that, they worked as a Desk Quant at Platinum Grove Asset Management in 2008, focusing on the Interest Rate and FX Volatility Desk. In 2009, Jie Zhu joined NumeriX as the Director of Financial Engineering, specializing in Interest Rates, Inflation, and Cross Currency. They were responsible for pricing a wide range of fixed income derivatives and managing various projects. In 2013, Jie Zhu became the Director of OTC Pricing & Valuation at CME Group. From 2014 to 2019, Jie Zhu worked at MetLife as the Head of Derivatives Analytics on the Derivatives Trading Desk, where they provided derivatives solutions and strategies to different business units within the company. Currently, Jie Zhu holds the position of Head of ALM R&D (Engineering) at Brighthouse Financial, where they lead a team that builds models and provides strategies for various business initiatives, with a focus on derivatives modeling.

Jie Zhu has a Master of Science degree in Mathematics in Finance from New York University, which was obtained from 2006 to 2007. Prior to that, Jie Zhu earned a Master of Science degree in Mechatronics Engineering with a focus on Robotics from Shanghai Jiao Tong University, completing the program from 2000 to 2003. Jie Zhu also holds a Bachelor of Science degree in Mechatronics Engineering from Zhejiang Sci-Tech University, earned from 1996 to 2000. Additionally, Jie Zhu has obtained certifications in "Improving Deep Neural Networks: Hyperparameter tuning, Regularization and Optimization" and "Neural Networks and Deep Learning" from Coursera in 2019.

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Timeline

  • Head Of ALM R&d (engineering)

    June, 2019 - present