Rosie shen
Location
Boston, MA
New York City, NY
Education
C
Cornell University
August 2016 - May 2020
degree
Bachelor's
major
Finance
C
Cornell University SC Johnson College of Business
Work Experience
M
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
G
Goldman Sachs
August 2020 - April 2023
G
Goldman Sachs
New York, NY, US
June 2019 - April 2023
C
Cornell Alpha Fund
Portfolio Manager
Ithaca, NY, US
February 2017 - May 2020
C
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