Sabrina Zhu

Sabrina Zhu is a Quantitative Researcher at Kepos Capital, L.P., where she focuses on developing and applying systematic investment strategies through advanced quantitative modeling and data science techniques. Her role involves designing and implementing models that analyze large-scale financial datasets, with an emphasis on liquid global assets, including equities, fixed income, and related derivatives.

Prior to her current position, Sabrina gained experience as a Quantitative Research Intern at Kepos Capital, L.P., and as a Consulting Intern at KPMG Canada. Her background encompasses both buy-side quantitative research and consulting, providing her with insight into investment management and business strategy with a data-driven approach.

Sabrina holds a Master of Science from New York University and a Bachelor of Mathematics from the University of Waterloo. Her expertise lies in quantitative finance, systematic investing, and mathematical modeling, particularly in the context of multi-asset portfolios and global macro strategies. She leverages this rigorous analytical training to enhance the investment decision-making process at Kepos Capital.