Fenglei Wu Wu

I’m a Master’s student in Financial Engineering with a strong focus on investment analysis, portfolio construction, and data-driven financial modeling. I apply machine learning and statistical methods to asset return prediction, risk modeling, and portfolio performance evaluation, with a strong interest in fixed income markets and portfolio strategy.

In my recent experience, I’ve translated business data into strategic decisions—building KPI dashboards across 200+ clients and improving forecasting accuracy by 15% through forecasting models. Previously at Walmart China, I drove pricing and demand analytics, developed category dashboards, and supported cost optimization initiatives that contributed to a 12% reduction in sourcing costs; I also built SQL-based data workflows and performed QA/QC to ensure accurate reporting.

Now, I’m developing volatility forecasting and risk modeling projects using GARCH-family models and Value-at-Risk (VaR) with Kupiec backtesting, alongside machine learning pipelines for cross-sectional return prediction and long-short portfolio construction. I’m motivated by rigorous backtesting, out-of-sample evaluation, and turning quantitative insights into practical investment decision-making.