Lan (Alice) Weng graduated from the Chinese University of Hong Kong, Shenzhen, in 2025 with a Bachelor's in Financial Engineering and exchanged at UC Berkeley in 2023, where she achieved full marks. Throughout her academic journey, Lan gained a solid foundation in finance and statistics and cultivated strong technical skills in mathematical modeling, coding, and optimization. Prior to the MSCF program, she had interned at several buy-side companies and fintech firms, where she utilized programming and analytical skills for data analysis and market research. She generated optimized weights for a long-short strategy using a Markowitz framework with factor constraints, achieving a 12x boost in computational efficiency. At Futu, she detected intraday market statements with the Hidden Markov Model and the CEEMD algorithm. She also participated in research on second-order risk estimation on a weighted portfolio under dependence structures during her undergraduate studies at MSCF Lan seeks to further sharpen her quantitative edge and apply it to real-world investment problems. Upon graduation, she aims to join a quant team focused on research, portfolio analytics, or asset management.
