Carnegie Mellon University

Ruyang Chengan

Ruyang Chengan

Class of 2023

Bio

Ruyang Chengan graduated from the University of North Carolina Chapel Hill with bachelor degrees in Statistics and Economics in 2018. Before joining the MSCF program, she gained rich experience in asset management while working at Dimensional Fund Advisors in the data management team for 3 years. During her time there, she developed expertise in systematic factor investing and delivered multiple data solutions for different strategies. Ruyang is also skillful in conducting rigorous empirical research. She co-authored two academic papers of which one closely examined the relationship of credit default risk and immigration status, and the other paper uses quantile distribution matching to measure portfolio tracking. She joined the MSCF program to further develop her quantitative toolkits and to pursue a career in quantitative research or quantitative trading.