Yiqing Zhu
About Yiqing Zhu
Yiqing Zhu is a FRC Pricing Intern at UBS in Shanghai, China, where he has worked since 2021. He holds a Master's degree in Financial Engineering from Nanyang Technological University and has previous experience in quantitative research and data analytics.
Work at UBS
Yiqing Zhu has been employed at UBS as an FRC Pricing Intern since 2021. In this role, Zhu has focused on applying quantitative models to price complex financial derivatives, including FX options and rate swaps. Zhu has contributed to the structuring of derivatives products specifically for the UBS APAC market, with an emphasis on the Chinese market. Additionally, Zhu has collaborated with the investment banking department to prepare project documents and term sheets for derivatives issuance, enhancing the operational efficiency of the pricing team.
Education and Expertise
Yiqing Zhu holds a Master’s degree in Financial Engineering from Nanyang Technological University, where Zhu also obtained a certificate in Computational Finance. This program was completed from 2020 to 2021. Prior to this, Zhu studied at Tsinghua University, earning two Bachelor's degrees: one in Engineering Management and another in Business Administration, from 2016 to 2020. Zhu's educational background provides a strong foundation in quantitative analysis and financial modeling.
Background
Before joining UBS, Yiqing Zhu gained valuable experience through various internships. In 2020, Zhu worked as a Quantitative Research Intern at HuaTai Securities Co., Ltd. for four months, where Zhu likely developed skills in quantitative analysis. In 2019, Zhu completed internships at Career Lead Management Consulting Co., Ltd. as a Data Analytics Intern and at China UnionPay Co., Ltd. in the Supervisory Department. Zhu also worked at Huatai Securities, Inc. in the FICC Asset Allocation team for two months in 2021.
Achievements
During the internship at UBS, Yiqing Zhu utilized mathematical methods for pricing credit-linked notes (CLN) as part of the FRC pricing team. Zhu's work involved applying quantitative models and collaborating with various departments to enhance the structuring and issuance of derivatives products. These contributions reflect Zhu's ability to integrate technical skills with practical applications in the financial sector.