My Journey To Be A Quant

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My parents and teachers recognised my aptitude for mathematics as a youngster and so steered me toward an engineering program at one of China’s leading universities. I did reamy graduate studies in engineering at Louisiana State University, earning my Ph.D. in 1997. I was subsequently employed by Seagate Technologies in the Twin Cities, working in the areas of research, product design, and quality assurance. Looking for new vistas, I enrolled as an evening student at the Carlson School of Management’s MBA program, and I continued with the program even after I switched employment to Boston Scientific.Juggling a full-time job with studying for an MBA, coupled with taking care of a young family, kept me hectically busy for four or five years.  But for the support and encouragement of my family, I might have given up on my studies, so exhausting was the workload. During the last semester of my MBA I started to reflect on how I could best utilise my expertise in engineering and my education in finance simultaneously. I was inspired by Derman’s book, “My Life as a Quant,” and thought perhaps I could do something similar.

Completing my MBA in 2007, I started to look for openings as a quantitative analyst or financial engineer. My first two interviews were not, I confess, resounding successes; I suspect the reason was my interviewers suspected I was bringing too much of an engineering orientation. These failures prompted me to portray myself in my modified resume as having to offer a valuable synthesis of engineering acumen and financial education. This served me well and I received an offer from GE Capital at the end of 2007 to work as a capital allocation analyst.

This was the same time that one of the greatest financial crises in several decades burst upon us. I took this crisis in stride, trying to do my level best in my new job. Using the “zero tolerance” quality standards I had used hitherto as an engineer, I pushed myself to make sure there were no errors in the information and analysis I passed on to senior management.

These exacting standards with regard to accuracy did of course demand long hours and unstinting checking and rechecking of source material. The quality of my work was, however, recognised and consequently the financial storm left me unscathed, even though as a newcomer I would ordinarily have been more vulnerable to layoffs. Indeed, one of my professors at Carlson was astonished I kept my job.

Presently, my routine involves regular communication with management and an offshore analytical team. But the majority of my time is involved in designing and writing code to ferret out patterns of information submerged in the millions of records of massive databases. Presenting this information is one of the great pleasures of my work and often serves as the basis for new quantitative models.

I typically reach my office at around 7:30 am, dropping off my daughter at a Chinese immersion school en route. If I’m unlucky enough to be caught in a snowstorm, or delayed because of inclement weather, I start scanning and responding to email messages via my Blackberry while in my car.

In my office, two computers run throughout the day – a desktop to perform dataset manipulation using SAS and other programs, and a laptop to exchange email messages with management and the offshore analytical team. I squeeze in lunch whenever an opportunity presents itself and twice a week I make time for a 90-minute Ashtanga yoga session.

I try to refrain from working at home over the weekends, preferring instead to spend time with my daughter, helping her with her homework, or accompanying her to swimming practice. And it helps me to recharge my batteries for another gruelling week.

This post originally appeared at Quant Network.