Cong Cheng

Cong Cheng

Operations Research and Information Engineering
Financial Engineering
MEng
Fall
2015

Biography

MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2015
Areas of Interest: Quant Strategy, Asset Management, Sales and Trading, Risk Management
 

Cong received his bachelor’s degree in Information Engineering from City University of Hong Kong. His studies consisted of mathematics, programming and computer networking theories. Cong greatly utilized his computational skills and the ability to tackle ambiguity.

He interned with KAUST Investment Management Company, that manages one of the largest university endowments. In his capacity as a quantitative analyst, Cong structured and developed new fund manager performance attribution and benchmarking tools for the company’s multi-billion dollar portfolios, that were adopted to replace static analytics. He also participated in the equity factor modeling project where he coded in MATLAB and R, and worked with external index providers for Smart Beta solutions.

Prior to that, Cong worked as a technology summer intern with KPMG Hong Kong and developed applications with cutting edge technology for various lines of business. During his senior year, Cong was engaged in a year-long research project supervised by the chair professor of the Electronic Engineering Department to model, analyze and improve the efficiency of large scale computer networks through Monte Carlo simulations and stochastic analysis. Those experiences helped to strengthen his programming and quantitative skills.

As an undergraduate, Cong practiced college debating. In his spare time, he also likes running, weightlifting and cooking, and is a newly minted CrossFitter.