Chengkai Men

Quantitative Researcher - Squarepoint Capital

What is your educational/professional background, and how did you become interested in quant finance?

My educational background is quite diverse actually. I had primary and secondary school education in China before moving to Singapore in high school. I had undergraduate Economics education at Cambridge University and completed my MSCF program in New York in 2024. Before graduation, I did research internships in academia. I’m currently working on interest rates modelling, which includes applying optimization techniques to a number of interest rates derivative products, swaps, forward and futures alike. It was interesting to find many parallels between quant research and academic research. Both value rigor and originality.

Why did you pursue the MSCF degree?

It was hard getting used to British food (weather). When I applied for graduate programs, MSCF stood out because it offers rigorous technical training --- great programming courses for example. The rich industry connections of this program were also an important factor.

What are the most important skills required for success in your role?

Research and development. In my personal opinion, good quantitative researchers need to have both the drive to understand and answer a difficult question and the engineering capability to implement. One subtle fact is that this is an iterative process. The project is complex in nature, meaning that the first ‘solution’ is often really a small step forward in understanding. Having good engineering skills speeds up this whole iteration process. Therefore, one must have both hand in hand.

How did the MSCF program prepare you for your career?

Our practical curriculum was valuable. Career resources were important. Events like the MSCF alumni sharing were crucial for gaining real information.

What advice would you give to someone considering the MSCF program?

Apply. Find an approach that works best for you as early as possible. There are different paces for studying and job application. So it’s vital to define your own priorities and plan accordingly.

How do you continue to stay current in the fast-evolving field of quantitative finance?

Read widely. Follow current trends. Keep improving core skills.