Han Wen earned a Bachelor of Science in Mathematics and a minor in Statistics from Pennsylvania State University, where he graduated with highest distinction in 2014. While an undergrad student, he participated in the research of modeling and simulating the motion of molecular motor in the cell, through which he conducted time series analysis with R. His interest in quantitative finance grew during his junior year, when he interned at the STAS Asset Management Company in Shenzhen as a quant trader assistant. He worked in algorithmic trading by implementing TWAP and VWAP into high-frequency trading using R. Prior to the MSCF program, he interned at the Penghua Fund Management Company in Shenzhen, where he worked as a quantitative summer intern. He built up a model to price the type A share of structured funds and researched in the arbitrage of structured funds. These experiences motivated Han to join the MSCF program and improve his skills in quantitative finance. He intends to pursue a career in trading, structuring and quantitative research.