Jingyi Liu

Biography

MEng Concentration: Financial Engineering with Financial Data Science Certificate
Anticipated Graduation Date: May 2017
Areas of Interest: Asset Management, Risk Management, Quantitative Research, Consulting

Jingyi Liu received her Bachelor of Science in Statistics, Economics and Finance from University College London in June 2015, graduating with first class honors.

While interning as a quantitative analyst at KAUST Investment Management Company during the summer of 2016, Jingyi was responsible for analyzing and mitigating multiple types of risks across all asset classes and investments and developing tools, metrics and processes to manage and monitor risks in alternative investment strategies. She also modeled equity risk factors by incorporating the idea of Smart Beta in MATLAB and conducted research on macro factors that can result in alpha cyclicality.

During her internship at Aksia in 2014, Jingyi devoted herself to intensive research about Greater China. Focused on long/short equity managers, she conducted due diligence on private hedge funds and analyzed the risk metrics such as volatility, beta, and drawdown. It was during these experiences that Jingyi truly found her passion in investment management.

Jingyi has dedicated much of her academic career to exploring and understanding the quantitative finance realm. Jingyi has enhanced her financial modeling skills through her Bachelor degree project entitled Risk Management, Hedging and the Shortcomings of the Black-Scholes Model. She applied General Electric option data to perform Greek hedging strategies on various models using R and MATLAB.

In the Master degree project, Jingyi two team members analysed the effects of diversification and home-country bias for Hong Kong dual-listed stocks by applying Markowitz mean-variance portfolio optimization and provided pair trading strategy.

Jingyi is a highly-motivated and hard-working team-player with strong attention to details and good time management skills. She helped the risk team fix data mistakes on currency exposure and valuation methodology during her internship in KIMC. As a diverse and perseverant person, Jingyi has been playing the piano for over 18 years and sketching for eight years. She also joined an exchange program to Australia for the purpose of environmental protection.