Zhi Yun Yap
Alpha Researcher - Trexquant Investment LLC
In This Section
- Academics
- Admissions
- Careers
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News
- 2025 MSCF Trading Competition
- A New Academic Year at MSCF
- Alumni Reflect on the MSCF Program’s 30th Anniversary
- Breaking Barriers, Building Leaders: Women in Quant Finance
- Data Science in Finance
- Financial Engineering Salary
- High Stakes and Fair Values: 91ÊÓÆµ Students Face Off in the 2026 Market Making Game
- How to Become a Quant
- MSCF 30th Anniversary Celebration
- MSCF Advisory Board Member, Roni Israelov receives the 2024 Peter L. Bernstein Award
- MSCF Hosts 2025 Panel for Women in Data Science Pittsburgh
- MSCF Hosts 2nd Annual Datathon: Advancing Experiential Learning and Industry Connections
- MSCF Welcomes Rhonda Khan as Communication and Leadership Instructor and Coach
- MSCF Welcomes Shelli Faber as Associate Director of Career Services
- Quantbot Classroom Naming
- Squarepoint Foundation Deepens Partnership MSCF Through $100K Gift to Support Future Leaders
- Our Community
- Student Experience
Biography
Previous Roles
- Technology Associate - Morgan Stanley
Education
- M.S. in Computational Finance - 91ÊÓÆµ (2024)
- BEng in Computer Engineering, Hong Kong University of Science and Technology (2021)
What is your educational and professional background?
I completed my undergraduate studies in Computer Engineering at Hong Kong University of Science and Technology, and I also had the opportunity to work at Morgan Stanley HK.
Why did you pursue the MSCF degree?
My interest in the financial markets began with reading Market Wizards. I was captivated by the analytical aspects of the field. During my internship at an asset management firm, I had the chance to apply advanced mathematical and computational techniques to solve complex financial problems. The MSCF program offered the perfect platform to enhance my knowledge and skills in this area.
Describe your current role and the most fulfilling aspects of your job.
In my current role as an Alpha Researcher, my daily responsibilities revolve around analyzing data, developing trading signals, and conducting backtesting. One of the most fulfilling aspects of my job is the continuous pursuit of new ideas to uncover alpha. The advancement of machine learning tools and utilization of big data add an extra layer of excitement to the process.
What are the most important skills required for success in your role/job?
A strong market intuition is crucial for comprehending market dynamics, conducting independent research and refining alpha ideas. Additionally, proficiency in programming is vital for effectively processing extensive datasets while approaching data creatively to reveal insightful patterns and connections.
How did the MSCF program prepare you for your career move?
I gained in-depth knowledge about different securities, risk management, and optimization methods, which help me navigate the complexities of financial markets. The program also equipped me with a robust foundation in quantitative and computational skills, which are paramount in the field. Through the program, I had the opportunity to build a strong professional network and connect with industry experts, which has been invaluable as I embark on my career in quantitative finance.
What advice would you give to someone considering the MSCF program?
The curriculum can be challenging, but also incredibly rewarding. Seek support from professors, faculty, and your fellow classmates — they're there to help. Make a point to connect with program alumni for valuable insights and guidance for your career development and projection. Take the time to plan your path in quantitative finance and make the most of the resources as you embark on your MSCF journey.