Sixuan (Hailey) Ren graduated summa cum laude from Peking University with a Bachelor of Science degree in Statistics and a Bachelor of Arts degree in Finance in 2015. Prior to the MSCF program, she took part in the Morgan Stanley Quantitative Finance Camp, where she worked in a team of five and used tick data to develop and optimize a Calendar Spread Arbitrage Strategy for stock index futures, realizing a cumulative return of 425% per annum. She also gained practical experience in statistical machine learning, exotic options pricing, back-testing and optimization of systematic trading strategies during internships in the Derivatives Trading Division of China Securities and the Quantitative Trading Group of CITIC Securities. In her senior thesis, she modeled the term structure of interest rates in Chinese interbank markets, and performed parameter estimation and model selection tests. In addition, she was extensively exposed to Monte Carlo simulation, time series analysis, multivariate statistical analysis and financial econometrics in various undergraduate course projects. All of these experiences triggered and further cemented her passion in quantitative finance and motivated her to join the MSCF program. She is now a CFA level 1 candidate. Upon graduation, Sixuan plans to pursue a career in quantitative trading, strategies or risk management.

Sixuan Ren