Zijian Rao graduated from Wuhan University with a Bachelor of Economics in Financial Engineering in 2014. He participated in several undergraduate research projects. For one of them, he built three models (ordinary linear regression model, error correction model and ECM-BGARCH model) to estimate the optimal hedge ratio and complete an empirical analysis in the copper futures market, comparing the performance evaluation of the three calculated ratios. For more exposure to the real market, he interned at two different securities companies in China. During a summer internship at a financial engineering group, he delivered a report and implemented the pair trading strategy for data from QL database, based on Cointegration Model, Dickey-Fuller tests, E-G two step method, and VECM model. These experiences motivated Zijian to join the MSCF program and improve his quantitative, mathematical, statistical and programming skills to break into the industry. Upon completion of the program, Zijian seeks a career in trading, structuring and quantitative research.