Okay, Mandarin is more of my neck of the woods. (Give way please, French and Russian)
Zhang should be pronounced like 'lung' not 'bang'. Depending on what is the actual Chinese word that is the surname, it can be (Zang) hard Z or Jiang (hard J) . The anglicized Chinese word does not represent the same word in Chinese. Zhang can be a number of different surnames in Chinese.
Conversely the same surname can have different anglicized versions. Example in my country, Goh, Ng, Wu, Woo, Ngo, Ngoh, Ngu is all the same Chinese surname 吴. (this is because the same word is pronounced differently by the different regions of China and the pronunciation is retained even after their ancestors have migrated to all over the world.
And then we go to the four tones of each sound (pinyin) in the Chinese language but that is for another day.
There is no soft Z, soft J, soft G kind of sound in Mandarin. (But there is soft and hard S) You kind of know if a Westerner learnt Mandarin as an adult/ as a second language (as opposed to growing up in a Chinese majority area) when he/ she speaks with lots of zh.