W. Allen Cheng
About W. Allen Cheng
W. Allen Cheng is a Quantitative Researcher at Two Sigma, specializing in financial economics and quantitative research. He has a diverse academic background with degrees from The Johns Hopkins University and Columbia University, and has held positions at various organizations including the U.S. Commodity Futures Trading Commission and AQR Capital Management.
Current Role at Two Sigma
W. Allen Cheng has been employed at Two Sigma as a Quantitative Researcher since 2019. In this role, he applies his expertise in financial economics to conduct quantitative research. His work involves integrating financial modeling with statistical finance, contributing to the firm's innovative approaches in the financial sector.
Previous Experience at U.S. Commodity Futures Trading Commission
Prior to his current position, Cheng worked as an External Consultant at the U.S. Commodity Futures Trading Commission from 2015 to 2017. During this two-year tenure, he provided insights and analyses that informed regulatory practices in the commodities markets.
Academic Background and Expertise
Cheng's academic journey includes a Master of Arts in Economics from The Johns Hopkins University, completed in 2015. He further advanced his studies at Columbia University, earning a PhD in Operations Research, and a Master of Philosophy in the same field. He also holds a Master of Science in Applied Mathematics and Statistics from The Johns Hopkins University, completed in 2013. His educational background underpins his strong interest in applied research in financial economics.
Experience at AQR Capital Management
From 2017 to 2019, Cheng served as a Research Associate at AQR Capital Management in Greenwich, Connecticut. In this role, he engaged in quantitative research, leveraging his knowledge in financial economics and modeling to support the firm's investment strategies.
Research Assistant Role at Academia Sinica
Cheng began his career as a Research Assistant at Academia Sinica in 2012, where he worked for four months. This early experience contributed to his foundational knowledge and skills in research methodologies, which he later applied in his quantitative research roles.