Dennis Chang graduated from National Chengchi University in 2024 with a dual Bachelor of Science degree in Risk Management and Insurance and Statistics. His passion for linking academic theory with real-world application has shaped his professional journey in quant finance.
As an actuarial intern at Deloitte Consulting, Dennis worked on risk quantification projects for local insurers under IAIS guidance and gained proficiency in statistical modeling. His membership in the Quant Research Team at TMBA gave him a clear framework for modeling trading ideas and back-testing. He developed a mid-frequency CTA strategy for gold futures using time series analysis and the RSI indicator. Dennis’s interest in different asset classes also motivated him to further his career by working with Bincentive. At Bincentive, he developed a statistical arbitrage strategy for the Real-World Asset (RWA) track in the crypto market.
Dennis joined the MSCF program to sharpen his understanding of financial markets and his quantitative skills. Upon graduation, he plans to pursue a career as a quant researcher.
