Penglu Zhao
About Penglu Zhao
Penglu Zhao is a Quantitative Research Analyst currently employed at Two Sigma since 2022, with a strong background in global macro investing strategies and quantitative research. He has previously held positions at various financial institutions, including TD Securities and Nomura, and holds degrees in Mathematics and Economics from Oberlin College and a Master's in Computational Finance from Carnegie Mellon University.
Current Role at Two Sigma
Penglu Zhao serves as a Quantitative Research Analyst at Two Sigma, a position he has held since 2022. In this role, he focuses on quantitative research methodologies, contributing to the firm's investment strategies. His expertise lies in both discretionary and systematic global macro investing strategies, which are essential for analyzing market trends and making informed investment decisions.
Previous Experience in Quantitative Research
Prior to joining Two Sigma, Penglu Zhao worked at TD Securities as an Interest Rate Quantitative Researcher from 2020 to 2022. He also held the position of Research Analyst at Point72 from 2018 to 2019. His earlier experience includes a role as Rates Strategist at West Side Advisors for nine months in 2018 and as an Associate at Nomura in U.S. Interest Rate Research from 2013 to 2018. His background includes a research internship at Arrowstreet Capital in 2012.
Educational Background and Qualifications
Penglu Zhao earned a Bachelor of Arts in Mathematics (with Honors) and Economics from Oberlin College, completing his studies from 2007 to 2011. He furthered his education at Carnegie Mellon University's Tepper School of Business, where he obtained a Master of Science in Computational Finance in 2012. Additionally, he has passed all levels of the Chartered Financial Analyst (CFA) exams, indicating a strong proficiency in investment management.
Expertise in Financial Markets
Penglu Zhao possesses a strong focus on rates and agency mortgage-backed securities markets within his quantitative research. His expertise encompasses both discretionary and systematic global macro investing strategies, allowing him to analyze and interpret complex market data effectively. This specialization supports his roles in various financial institutions, where he has contributed to investment strategies and research initiatives.