Carnegie Mellon University

Sidan Chen

Sidan Steiner Chen

Class of 2024

Bio

Sidan (Steiner) Chen graduated from University of Waterloo in 2022 with Bachelor of Mathematics in Statistics and Mathematical Finance. During undergraduate, she joined Canadian Pension Plan (CPP) Investment Board (which is the largest pension fund in Canada) as an intern analyst in Total Fund Management department.  At the CPP balancing portfolio management, Steiner worked on numerous research projects to improve rebalancing process efficiency and designed innovative methodology to forecast private equity returns. Later she joined portfolio construction team to help build simulation engine and backtest tools for the team and found her interested on solving optimizing asset allocation problem under various constraints. Besides, Steiner demonstrated strong interest in various topic in academic research in undergraduate including modelling neural-spiked trains distribution and using neural network to calibrate implied volatility surface for American options.  After graduation, Steiner intends to pursue a career path in quantitative research, quantitative trading, and asset management.