Carnegie Mellon University

Fengying Li

Fengying Crystal Li

Class of 2018

Bio

Fengying (Crystal) Li earned her bachelor’s degree in quantitative economics from Shanghai University of Finance and Economics, with the honor of “Outstanding Graduate in Shanghai.” During her internship in the Quantitative Strategy Department at Galaxy Futures Company, she was fascinated by the mathematical models for options pricing and the data analysis for statistical arbitrage. She coded for the backtest of quantitative trading strategies and the data mining of trading statistics. After that, she interned in China International Fund Management (JP Morgan Asset Management) as a product development associate. Her main job was to explore and study front-edge investment strategies for the launch of innovative mutual funds products. Fengying joined MSCF program to improve her mathematical and computational skills, and to better prepare for her career in quantitative research.