Cheng Shan is a quantitative researcher at Squarepoint Capital since April 2019, specializing in systematic fixed income trading and quantitative research. Prior experience includes a quantitative research role focused on fixed income and a student internship involving auction processes and portfolio optimization methods. During a summer internship at AXA Global Direct in 2018, Cheng developed a statistical R-shiny tool for automobile insurance reserving using a classical aggregate model. Educational qualifications include a Master's degree in Probability and Finance from Pierre and Marie Curie University, an Engineer's degree in Financial Mathematics and Data Science from École Polytechnique, and a Bachelor of Science in Physics from Nanjing University.
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