MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2016
Areas of Interest: Quantitative Finance, Risk Management, Trading Strategies, Structuring
Qi Zhou received her Bachelor’s degree in both Economics and Energy Resources Engineering from Peking University with rigorous trainings in mathematics, programming and finance.
During her summer internship in MAP, Qi worked as a Quantitative Strategist and proposed an optimal trading strategy based on the company’s core products. The new strategy helped to improve the Sharpe ratio to 1.78, and directly contributed to the company’s product marketing. She also programmed in Python, R and VBA to process over 150k data from Bloomberg, extracted signals using statistical analysis methods and machine learning techniques, as well as created a proprietary ratio for market condition analysis.
During the summer of 2014, Qi worked as a Quantitative Finance Research intern at CUHK. She implemented a 4-state Hidden Markov Model in MATLAB for stock market trend detection, and proposed an improved index investment strategy yielding 20% improvement.
Qi developed exceptional organizational skills and time management skills during her time at the School of Engineering Student Union in Peking University. She demonstrated strong leadership skills by organizing 90 union members in over 40 student activities. In her spare time, Qi enjoys various sports like badminton, swimming, jogging and cycling. She is also a passionate traveler and has planned self-guided tours in 40 cities over the past five years.
Upon graduation, with her strong quantitative and modeling skills, Qi is eager to pursue a career in quantitative finance, risk management and trading strategy development.