MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2015
Areas of Interest: Risk Management, Asset Management, Quantitative Research
Yinyue Qian received her bachelor degree in mathematics with a concentration in statistics from Peking University. While interning at China Galaxy Securities, she implemented code with R to work out and test a statistical calendar spread arbitrage strategy based on co-integration, achieving a theoretical annual return of 67%.
During her internship at Stevens Capital Management, she conducted academic paper surveys on predicting bond excess returns and bond futures returns, and created R programs to replicate ideas from academic papers and modify the models to improve predictive power.
With strong quantitative skills, she is eager to pursue a career in quantitative research and portfolio management.
In her spare time, Yinyue enjoys sports such as basketball, ping-pong and billiards. She also loves reading, listening to music and travelling.