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Wei Li, MS '11

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Wei Li, MS '11

Wei Li, MS '11

TELL US WHAT YOU'RE UP TO NOW (WORK, RESEARCH, HOBBIES, OTHER)

I’m working is GF Futures as a quantitative investment researcher, and my daily work is to analyze historical data to identify profitable trading signals. 

WHY DID YOU CHOOSE ICME?

Because my undergraduate education major is math, and I wanted to study a quantitative applied discipline for my graduate education.

WHAT DID YOU DO IN THE YEAR IMMEDIATELY AFTER GRADUATING?

I worked for a proprietary futures trading company.

HOW DID YOUR EDUCATION AT ICME PREPARE YOU FOR WHAT YOU'RE DOING TODAY?

I learned many programming and modelling skills at ICME, especially in statistical learning and optimization. They are very useful at my daily work.

WHEN YOU REFLECT BACK ON YOUR TIME AT ICME, WHAT DO YOU REMEMBER MOST FONDLY?

The courses were very hard for me. I felt I couldn’t catch up with other classmates.

WHEN YOU THINK ABOUT THE FUTURE, WHERE DO YOU ENVISION ICME STUDENTS FIT IN? 

ICME students have very rigorous training in MATLAB/C programming and optimization/scientific computing, I think we are capable to do many technical work, such traditional developer role in Microsoft/Google/Amazon, or some quant jobs in finance.  

WHAT ADVICE DO YOU HAVE FOR TODAY'S ICME STUDENTS?

For our major, a Ph.D. degree has much better chance than M.S. in job hunting. Nowadays Big Data/Statistical Learning is a hot area, but we need to compete with students in statistics and computer science. Look for some internships during summer, this is also very useful for future job hunting.


ICME Program: MS '11

Hometown: Guangzhou, China

Profession: Quantitative Investment Researcher, GF Futures CO., LTD- Guangzhou, China