Sophia Chami is a Quantitative Researcher at Systematica Investments, a hedge fund specializing in systematic strategies. Her London-based team is responsible for the BlueMatrix product, a long short equity market neutral fund.
Before joining the Berkeley MFE class of 2012, Sophia received Masters degrees in Engineering and Applied Mathematics from Ecole Nationale des Ponts et Chaussees in Paris. During the program, she was placed in an internship at Morgan Stanley for the US Treasuries Desk Strats, and accepted a position at Morgan Stanley in London after graduating.
Sophia found that the MFE program provided her with an unparalleled education in the integration of quantitative skills and finance.
"As a researcher, the challenge is to keep innovating by developing cutting-edge alpha strategies. Developing a new strategy requires a deep knowledge of finance fundamentals, a grasp on the economic outlook, and strong quantitative skills in statistics, machine learning, and computer science to extract value from exciting datasets. This is exactly what the MFE brought to my skill set: a financial background guided by economic intuition and a quantitative mindset. I could not imagine a better preparation for the role I am currently holding." -- Sophia Chami, MFE class of 2012
