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About
Eric Zhao is a Quantitative Analyst at King Street Capital Management, based in New York, NY, where he is responsible for developing and implementing quantitative models to support the firm's investment strategies. At King Street, he leverages advanced programming skills in Python and C++, along with statistical data analysis, to inform trading decisions and risk management in complex credit and event-driven strategies.
Zhao's investment focus includes credit, distressed assets, and event-driven opportunities, reflecting the core sectors covered by King Street Capital Management. His expertise enables the firm to systematically identify mispricings and arbitrage opportunities within fixed income, structured credit, and other alternative asset classes in global markets.
Prior to his current role, Eric Zhao was a Quantitative Associate and earlier a Quantitative Analyst at Neuberger Berman, where he specialized in model development and data analysis for multi-asset investment portfolios. He holds a Master of Science in Computational Finance from Carnegie Mellon University's Tepper School of Business and a Bachelor's degree in Applied Mathematics from the University of Illinois at Urbana-Champaign, underscoring his strong analytical and technical background in quantitative finance.
Career History
| Organization | Role | Date Range | Details |
|---|---|---|---|
| King Street Capital Management | Quantitative Analyst | Feb 2023 to Present | — |
| Neuberger Berman | Quantitative Associate | Jul 2021 to Feb 2023 | Investment Risk Team |
| Neuberger Berman | Quantitative Analyst | Mar 2020 to Jul 2021 | Insurance Analytics Team |
| QuantZ Capital Management | Quantitative Analyst Intern | Jun 2019 to Aug 2019 | • Smart-beta (ESB) report automation & portfolio performance metrics development • Portfolio blending construction & optimization • Portfolio metric verification tool for prospective clients |
| Essence Securities Co., Ltd | Quantitative Strategist Intern | May 2017 to Jul 2017 | • Stock timing strategy development & back-testing |
Education
Carnegie Mellon University - Tepper School of Business
Master of Science - MS, computational finance
2018 — 2019
University of Illinois at Urbana-Champaign
Bachelor's degree, Applied Mathematics
2016 — 2018
Others at King Street Capital Management, L.P. (30)
| Name | Role | Location |
|---|---|---|
| Research Analyst | New York, NY , United States | |
| Partner | New York, NY , United States | |
K Katherine Gummeson | Research Analyst | New York, NY , United States |
| Research Analyst | Charlottesville, VA , United States | |
| Trader, Real Estate | NY , United States | |
| Investment Analyst | New York, NY , United States | |
| Research Analyst | New York, NY , United States | |
| Chief Investment Officer | Seattle, WA , United States | |
| Senior Analyst | New York, NY , United States | |
| Analyst | New York, NY , United States |
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