Allen Cheng

Quantitative Researcher

Allen Cheng is a quantitative researcher at Two Sigma since June 2020, having previously served as a quantitative research/modeling intern at the same company in 2019. Prior experience includes a trading intern position at Citadel Securities, where market movements in interest rates were analyzed, and a research intern role at the Institut de Physique Nucléaire de Lyon, modeling superconductivity-based neutrino detectors. Additionally, Allen Cheng worked as an undergraduate researcher at the Massachusetts Institute of Technology, focusing on the analysis of hard x-ray spectra of supernova remnants, with publication in the Astrophysical Journal. Early research experiences include work at the U.S. Naval Research Laboratory involving particle swarm optimization and shock wave propagation. Allen Cheng holds a Bachelor's degree with a double major in physics and mathematical economics from the Massachusetts Institute of Technology, completed in 2019, after attending Thomas Jefferson High School for Science and Technology from 2012 to 2016.

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