Christine Lu, Cfa
About Christine Lu, Cfa
Christine Lu, CFA, is a Quantitative Risk Manager with a strong background in multi-asset investment instruments and expertise in smart-beta strategies. She has held various roles in prominent financial institutions, including Intercontinental Exchange, PGIM, and UBS, and possesses technical skills in Python, Excel, and SQL.
Current Role at Customers Bank
Christine Lu serves as a Quantitative Risk Manager at Customers Bank, a position she has held since 2023. In this role, she focuses on assessing and managing risks associated with quantitative investment strategies. Her expertise contributes to the bank's efforts in enhancing risk management frameworks and improving decision-making processes.
Previous Experience at Intercontinental Exchange
Prior to her current role, Christine worked at Intercontinental Exchange as a Quant in the Equity Index Research & Development team from 2020 to 2021. During her tenure, she was involved in developing quantitative models and strategies that supported equity index products, contributing to the organization's research and development initiatives.
Professional Background at PGIM
Christine Lu was the Head of Overseas Investments at Everbright PGIM Fund from 2015 to 2017. In this role, she managed investment strategies and portfolios focused on international markets. Her leadership helped shape the fund's approach to overseas investments, aligning with market trends and investor needs.
Education and Expertise
Christine holds an MBA from The University of Chicago Booth School of Business, where she concentrated on Analytical Finance, Finance, and PEVC Entrepreneurship. She also earned a Bachelor of Science in Engineering from Shanghai Jiao Tong University. Her educational background supports her expertise in developing systematic approaches to investment decision-making and risk management.
Technical Skills and Specializations
Christine possesses technical skills in Python programming, Excel modeling, and SQL, which she applies in her quantitative risk management and financial modeling work. She specializes in smart-beta strategies and complex quantitative strategies, with a strong background in multi-asset investment instruments, including fixed income, equity, real assets, ETFs, commodities, and derivatives.