Doris (Mengtian) Bao
About Doris (Mengtian) Bao
Doris (Mengtian) Bao serves as Vice President at Two Sigma, a position she has held since 2022. She has a background in quantitative research and financial modeling, with previous roles at Bloomberg LP, Air Canada, PwC, and BlackRock.
Work at Two Sigma
Doris Bao has been serving as Vice President at Two Sigma since 2022. Prior to her current role, she worked as a Quantitative Researcher at the same firm from 2018 to 2021. In her capacity as Vice President, she focuses on leveraging quantitative methods and data analysis to drive investment strategies and enhance portfolio performance.
Education and Expertise
Doris Bao holds an Honors Bachelor of Science in Mathematics and Statistics with a Minor in Economics from the University of Toronto, where she studied from 2009 to 2013. She further advanced her education by obtaining a Master of Science in Financial Engineering from Columbia University in 2014. Her academic background provides a strong foundation in quantitative analysis and financial modeling.
Background
Doris Bao began her professional career with internships at various organizations, including Air Canada as a Sales Data Administrator in 2012 and PwC as a Tax Associate in 2011. She also interned at Bloomberg LP in 2014, where she worked as an Evaluated Pricing Quant. Her early experiences contributed to her expertise in data analysis and financial services.
Previous Experience at BlackRock
From 2015 to 2018, Doris Bao worked at BlackRock as an Associate in the Financial Modeling Group, focusing on portfolio risk. This role involved analyzing financial data and developing models to assess risk exposure, further enhancing her skills in quantitative finance.
Research Contributions
Doris Bao co-authored an article on a machine learning approach to regime modeling. This contribution reflects her engagement with advanced analytical techniques and her commitment to integrating innovative methodologies in financial research.