Guicheng (Kevin) Zhang graduated from New York University in 2025 with a Bachelor of Arts in Economics and Mathematics, complemented by minors in Business Studies and Computer Science. His academic foundation, grounded in stochastic calculus, derivative pricing, and machine learning, was reinforced by hands-on projects, including applying Random Forest and SVR models to forecast U.S. Treasury yields and implementing numerical methods for option pricing. During his internship at Straterix, he focused on automating financial data pipelines and conducting Monte Carlo-based scenario analysis to evaluate the CAMELS ratings of U. S. commercial banks. He further explored systematic trading strategies through roles at Finovax and Goomoo, where he built and backtested option strategies, combining volatility forecasting models and momentum signals. Kevin joined the MSCF Program to deepen his expertise in quantitative modeling and global financial markets. Upon graduation, he intends to pursue a career in quantitative research, quantitative trading, and portfolio management.
Fun Fact: I approach markets like a tea ceremony - both require detecting subtle patterns in chaos. (Though volatility models prove more predictable than the perfect brew!)
