Grace Chang

Risk Management And Quantitative Solutions at Western Asset

Grace Chang has a diverse work experience in quantitative analytics and risk management. Grace recently worked at Western Asset Management Company, where they supported a risk system called WISER and deployed analytics processes for fixed income securities. Prior to that, they were at Western Asset Management, where they created an analytics process for municipal securities and revamped the old models and infrastructure. Grace also has experience as a Quantitative Analyst Intern at Allied Millennial Partners, where they conducted equity research and built time series models using machine learning techniques. Grace has interned at China Quant Asset Management as a Quantitative Researcher, developing trading strategies in equity volatility and commodity futures. Additionally, they interned at GF International Investment Limited as a Financial Analyst, tracking portfolio analytics and developing analytical tools for portfolio optimization.

Grace Chang's education history includes a Master of Science degree in Computational Finance and Risk Management from the University of Washington, which they completed from 2019 to 2020. In 2019, they also participated in a Summer Research program at UCLA's Anderson School of Management. Prior to that, from 2015 to 2019, they earned a Bachelor of Science degree with Honors in Quantitative Finance and Risk Management Science from The Chinese University of Hong Kong, with a minor in Statistics. Additionally, in 2017 they attended The University of Texas at Austin's McCombs Business School as part of a semester exchange program.

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