Yueming (Stella) Xu graduated from the National University of Singapore with a Bachelor of Science in Applied Mathematics. For her honors project, she developed an efficient algorithm where she used C++ to apply numerical methods to calculate conditional expectation, and applied it in pricing structured financial products. To further leverage her studies in quantitative finance, she interned at the Standard Chartered Bank to implement the Gabillon Two-factor Model for commodities futures, and apply the Markov Functional Model under the Gabillon framework to generate the early-expiry volatility smiles. After graduation, she joined the firm as a risk quant, where she implemented and improved the VaR/Stressed VaR model for cross-asset financial products. In the meantime, she has passed the CFA Level II exam. Yueming joined the MSCF program to further build her skills and pursue a career in trading, structuring or quantitative modeling.