Curriculum Vitae
Victor Zhorin
EDUCATION
University of Chicago, Booth School of Business, Chicago, Illinois 2009
Master of Business Administration with Honors
Concentrations in Analytic Finance, Economics, Econometrics, and Entrepreneurship
Kuban State University, Krasnodar, Russia 1993
Ph.D. in solid-state physics
EXPERIENCE
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UNIVERSITY OF CHICAGO, Chicago, Illinois 2001 – Present
Sr. Research Associate at Computation Institute
Application of economic models with financial constraints, occupational choice, limited commitment and
moral hazard for simulating emerging markets (Thailand, Mexico etc) as they move from subsistence agriculture to business enterprise,
from informal credit and insurance to formal financial intermediaries, and from closed economies to open economies with capital inflows and trade.
Estimation of macroeconomic consequences of formal banking and other financial services expansion at micro level for policy-making purposes.
Constrained optimization, stochastic dynamic programming, non-convex competitive equilibrium problems with lotteries and heterogeneous agents.
Associate Lead Programmer (Graduate School of Business)
Developed computational engine to resolve Multi-Object Auctions and Scheduling with LP/IP using LINDO (Linear, Interactive, Discrete Optimizer)
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ARGONNE NATIONAL LABORATORY, Argonne, Illinois 1997 – 2000
Visiting Scientist, Chemical Sciences
Research on microscopic effects of long-term radiation damage in high-level nuclear waste forms.
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KUBAN STATE UNIVERSITY, Krasnodar, Russia 1995 – 1999
Associate Professor, Department of Physics
Theoretical solid-state spectroscopy, development of infra-red tunable lasers
and diode-pumped rare-earth lasers; lecturer for “Non-linear Optics”, "Quantum Electronics",
“Group Theory in Solid State Physics”.
ADDITIONAL INFORMATION
Programming: FORTRAN, C, C++, SQL, MPI, Python.
Packages: MATLAB, R, STATA, KNITRO, AMPL, GUROBI, CPLEX
AWARDS
2009: 3rd prize ($10,000) in 4th IB Trading Olympiad with 88% absolute return on $1,000,000 portfolio in 2-months of algorithmic trading using index funds, currencies, options and futures
2008: placing prize ($1,000) in 3rd Interactive Brokers (IB) Trading Olympiad with 30% absolute return in 2-months
2007-2009: Chicago Booth School of Business, Dean’s Honor List