Wenbin (Wendy) Xie graduated with honors from Peking University with a Bachelor of Science in Statistics and a Bachelor of Economics in Finance. With 3 awards in the Mathematical Modeling Competition and exposure to quantitative finance research projects, Wenbin has gained solid trainings on data analysis, quantitative modeling, programming and stochastic calculus. Before joining the MSCF program, Wenbin took part in Morgan Stanley Quantitative Finance Summer Program, where she utilized Machine Learning methods to predict the price movement of Chinese equity index futures and developed a high-frequency trading strategy. Additionally, during her internships in Citigroup, Fullgoal Fund Management, Great Wall Securities and CDH investments, she obtained hands-on experience of quantitative research, FX trading, portfolio management and valuation analysis. Wenbin joined the MSCF program to further strengthen her quantitative and analytical skills.