Doris Bao

Doris (Mengtian) Bao is a highly experienced professional in quantitative research and financial modeling, currently serving as Vice President and Quantitative Researcher at Two Sigma since July 2018. Previously, Doris held the position of Associate in the Financial Modeling Group focused on portfolio risk at BlackRock from February 2015 to June 2018. Early career experiences include a summer internship at Bloomberg LP, evaluating pricing for adjustable rate mortgages, and a teaching assistant role at the University of Toronto, where Doris provided instruction in various subjects. Doris also gained valuable experience through internships at Air Canada, PwC, and Industrial Bank Co., LTD, specializing in data administration, tax preparation, and customer service. Doris holds a Master of Science in Financial Engineering from Columbia University and an Honors Bachelor of Science in Mathematics and Statistics with a minor in Economics from the University of Toronto.