Rosie shen


Location

Boston, MA
New York City, NY
Education
    Cornell University
    August 2016 - May 2020
    degree
    Bachelor's
    major
    Finance
    Cornell University SC Johnson College of Business
Work Experience
    Man Group
    Quant Trader
    Boston, MA, US
    August 2023 - present
    company
    Man Group
    title
    Quant Trader
    overview
    - Work with PM closely to construct signals for systematic volatility strategies on listed options, focusing on research and backtests - Generate new research ideas on gamma imbalance, index vol spreads, and vol surface dislocation to build new trading signals - Develop and improve option systematic backtesting tools, simulation framework, and risk analytics - Monitor day-to-day trading, risk exposure, and strategy performance by closely following the market and sell-side flow information
    Goldman Sachs
    August 2020 - April 2023
    Goldman Sachs
    New York, NY, US
    June 2019 - April 2023
    Cornell Alpha Fund
    Portfolio Manager
    Ithaca, NY, US
    February 2017 - May 2020
    Cornell Business Review
    Business Team Project Manager
    Ithaca, NY, US
    February 2017 - May 2020
    See 2 More
Skills
Languages
ChineseEnglish
Skills
Accounting ControlApplied EconomicsAsset ManagementBacktestingBanking ServicesBlockchainBusiness ModelConsultingCrypto CurrencyDay TradingDigital AssetsDispersion (Optics)EconomyEquity DerivativeFinancial DerivativesFinancial SecuritiesFunctional ProgrammingFundamental AnalysisHedge FundsHedging of RiskInformation TechnologyInnovationJava (Programming Language)Knowledge of CampaignsKnowledge of EngineeringLeadershipLinear AlgebraMachine LearningMarketingMarket PenetrationMicrosoft ExcelMicrosoft PowerPointNumerical AnalysisPilatesPortfolio ManagementPython (Programming Language)Risk AnalysisSalesSelf MotivationSensitivity AnalysisSimulationsSkatingSnowboardSpreadsheetsStock ValuationStrategic ThinkingStrategies of PricingSubscription ManagementSwap (finance)Team BuildingTradingTrading RoomTrading Strategy