Zichen Meng

Zichen Meng

Operations Research and Information Engineering
Financial Engineering


MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2015
Areas of Interest: Quantitative Research / Trading

Zichen Meng received his bachelor degree in Computational Mathematics from City University of Hong Kong. He also double minored in Finance and Computer Science. He was awarded the HK Government Scholarship due to his outstanding academic performance.

Zichen has one-year full-time experience at HSBC HK. There, he participated in the implementation of OIS Discounting for the Asia Pacific Area, and contributed to the price valuation and market data calibration. He also conducted analysis on the risk positions, generated P&L Explained report every day, designed the spreadsheets for the Rates Derivatives Desk traders.

Due to his strong programming and modeling skills, as an intern at Altimus Capital, he developed his own cross-currency strategy, which has stable double digits return and low max drawdown. In addition, he has also developed a strong market sense from live account trading.

In his spare time, Zichen likes playing basketball and hiking. He also enjoys playing piano and is a big fan of classical music.