Yulun (Alan) Wu graduated from the University of Hong Kong in 2025 with a Bachelor of Science degree in Quantitative Finance and a minor in Statistics. He also spent a year studying Statistics at the University of Chicago. His academic training and professional experience equipped him with distinctive expertise in quantitative investment strategies. Alan applied his knowledge to practical finance through multiple capital markets internships. He worked as a Quantitative Risk and Development Intern at PineBridge Investments, where he developed a yield curve prediction model and gained exposure to derivatives hedging and risk management. During his Quantitative Research Internship at ExtractAlpha Research, he engineered NLP-driven factors from global market news and constructed alpha factors using alternative datasets, achieving a significant Sharpe ratio. Additionally, he conducted quantitative fundamental research at investment banks, including CICC. Alan joined the MSCF Program to deepen his expertise in stochastic calculus, machine learning, and advanced financial theories. Upon graduation, he aspires to pursue a career in quantitative research, quantitative trading, and portfolio management.
