Carnegie Mellon University

Jeremy Xiao

Jeremy Jia Xiao

Class of 2018

Bio

Jeremy (Jia) Xiao graduated with distinction from the University of Waterloo with a Bachelor of Mathematics degree in honours math/financial analysis & risk management, Co-op program in 2014. Jeremy interned as an equity research analyst, conducting fundamental research at Cinaport Capital, as a risk analyst performing fixed income hedging at Manulife Financial, and as a portfolio management analyst for the Canadian Pension Plan Investment Board (CPPIB). He researched, presented and implemented algorithms to deal with infeasibility problems in portfolio optimization. After graduation, he joined CPPIB, where he assisted with liquidity premium research and implemented, in MATLAB, rebalancing, back-testing and sensitivity analysis. He also gained exposure to Barra’s cross-sectional factor models via model risk results validation projects. The experience at CPPIB further motivated Jeremy to join the MSCF program and to pursue a career in quantitative portfolio management and investment.