Sharon H.
About Sharon H.
Sharon H. is a Quantitative Researcher at Two Sigma, specializing in model validation and fixed income securities. She has a strong background in data mining and has previously worked at J.P. Morgan and OMNI Risks Management.
Work at Two Sigma
Currently, Sharon H. serves as a Quantitative Researcher at Two Sigma, a prominent technology-driven investment firm based in New York, New York. Since joining the company in 2021, she has focused on applying her expertise in quantitative analysis and model validation to enhance investment strategies. Her role involves leveraging advanced statistical methods and data analysis techniques to inform decision-making processes within the firm.
Previous Experience at J.P. Morgan
Before her tenure at Two Sigma, Sharon H. worked at J.P. Morgan as a CIB Fixed Income Associate from 2018 to 2021. In this role, she specialized in machine learning applications within fixed income securities, contributing to the development and validation of quantitative models. This experience in a leading global financial institution provided her with a strong foundation in financial markets and quantitative research.
Background in Quantitative Analysis
Sharon H. began her career as a Quantitative Analyst at OMNI Risks Management, where she worked for seven months in 2017. This role involved utilizing machine learning techniques to analyze data and improve risk management strategies. Her early experience in quantitative analysis laid the groundwork for her subsequent roles in the financial sector.
Education and Expertise
Sharon H. holds a Bachelor of Economics from Wuhan University, where she studied Financial Engineering from 2011 to 2015. She furthered her education with a Master of Science in Financial Mathematics from The Johns Hopkins University, completed in 2016. Additionally, she earned a Master of Science in Computer Science with a focus on Machine Learning from the Georgia Institute of Technology between 2018 and 2021. Her educational background equips her with a robust understanding of quantitative methods and data mining.
Specialization in Fixed Income Securities
Sharon H. specializes in fixed income securities, a critical area in financial markets that includes investments such as bonds and treasury bills. Her expertise in this domain is supported by her experience in quantitative research and model validation, which are essential for assessing the performance and risk associated with fixed income investments.