Class of 2018
Teng Liu graduated from Peking University with a Bachelor of Arts in finance and a Bachelor of Science in statistics in 2016. His comprehensive exposure to mathematics and financial economics aroused his interest in quantitative finance. He interned at WizardQuant hedge fund for six months as a quantitative trading strategy intern, where he conducted thorough factor research of equity. He also participated in the Morgan Stanley Quantitative Finance Student Camp, and simulated hedging strategies for various options on the China’s OTC market with a team of four. For his senior project, he implemented Maximum Likelihood Estimation of Heston model based on approximations to implied volatility. Teng joined the MSCF program to further enhance his statistics and programming skills and improve his understanding of the quantitative finance industry. He is seeking a career in quantitative trading or quantitative research.