Cheng-Kang Wang

Country of origin: Taiwan

Marie Curie Early Stage Researcher, Manchester Business School

I was a communication system engineer in Taiwan before I came to LUMS to do my Quantitative Finance MSc. Since there is an obvious gap between these two areas, I paid particular attention to the programme content when I was applying.

The LUMS programme divides the modules into four categories. I had studied mathematical and programming modules previously but not finance and economics. This combination made me feel more comfortable in the transition from communication engineering to quantitative finance.

The one year in Lancaster passed quickly. In the first two terms we learnt how to model prices movements, how to calculate value-at-risks and financial econometrics. The third term was dedicated to the dissertation. As expected, it was an intensive and demanding programme. Time management was really important to strike a balance between studying, sports and social life. I joined the University volleyball team and played badminton and squash with my friends regularly.

After I completed my Masters, I joined Manchester Business School to work as a Marie Curie Early Stage Researcher. I am working on the market microstructure of agricultural futures markets. The knowledge of financial markets and financial econometric methods are essential to this job. Also, programming with a statistical package such as R is required for analysis. My job is to analyse behaviour of different market participants using evidence from several datasets.