Shuchen Meng

M.S. Financial Engineering, NYU Tandon, 2027

I work on quantitative trading, execution, and market microstructure.

Before NYU I spent four years in the Trading Department of the Zhengzhou Commodity Exchange, watching how futures and options markets really trade: where liquidity comes from, what slippage costs, and which incentives keep market makers quoting through a hard day. I was promoted twice there, from an entry-level role to Manager.

Now I build the other side of that picture: execution engines, market-making simulators, and regime-aware portfolios. I'm looking for full-time roles in quantitative research, trading, and execution starting in 2027.

Research

Cited 300+ times on Google Scholar

AI and financial markets working papers, 2026

  1. Artificial Intelligence and Systemic Risk: A Unified Model of Performative Prediction, Algorithmic Herding, and Cognitive Dependency in Financial Markets

    S. Meng, X. Chen

    arXiv:2604.03272

  2. AI-Driven Alpha Decay: Algorithmic Homogenization, Reflexive Signal Erosion, and the Paradox of Intelligent Markets

    S. Meng, X. Chen

    arXiv:2605.23905

  3. When AI Levels the Playing Field: Skill Homogenization, Asset Concentration, and Two Regimes of Inequality

    X. Chen, S. Meng

    arXiv:2603.05565

  4. Cognitive Debt: AI as Intellectual Leverage and the Dynamics of Systemic Fragility

    S. Meng

    Working paper, source on GitHub

Machine learning for forecasting and risk 2024

  1. Enhancing Exchange Rate Forecasting with Explainable Deep Learning Models

    S. Meng, A. Chen, C. Wang, M. Zheng, F. Wu, X. Chen, H. Ni, P. Li

    4th International Conference on Electronic Information Engineering and Computer Science (EIECS), Scholar entry

  2. Harnessing Earnings Reports for Stock Predictions: A QLoRA-Enhanced LLM Approach

    H. Ni, S. Meng, X. Chen, Z. Zhao, A. Chen, P. Li, S. Zhang, Q. Yin, Y. Wang, et al.

    6th International Conference on Data-driven Optimization of Complex Systems (DOCS), arXiv:2408.06634

  3. Advanced User Credit Risk Prediction Model Using LightGBM, XGBoost and TabNet with SMOTEENN

    C. Yu, Y. Jin, Q. Xing, Y. Zhang, S. Guo, S. Meng

    IEEE 6th International Conference on Power, Intelligent Computing and Systems (ICPICS), arXiv:2408.03497

  4. Time Series Modeling for Heart Rate Prediction: From ARIMA to Transformers

    H. Ni, S. Meng, X. Geng, P. Li, Z. Li, X. Chen, X. Wang, S. Zhang

    arXiv:2406.12199

Projects

Experience

2021–2025 Zhengzhou Commodity ExchangeTrading Department. Director, Assistant Manager, then Manager (Level II)

Promoted twice in four years, from Director to Manager (Level II), and received two research achievement awards.

Systems and operations

  • Defined requirements and partnered with the Technology Department to ship several system features, including online market-maker applications, the daily options trading report, the weekly trading report, and futures and options product evaluation.
  • Tested the portfolio margining function with the Clearing Department.

Market-maker operations

  • Ran day-to-day market-maker operations: tuned market-maker parameters in the trading system, reviewed and processed applications, and conducted annual inspections and performance evaluations.

Market-making program

  • Monitored liquidity and contract characteristics across the products in the market-making program, and wrote up the analysis as reports.
  • Worked with colleagues to set each period's program terms: quoted spreads, minimum quoting-time ratios, incentive schemes, and market makers' rights and obligations.

Reports and research

  • Produced the daily and weekly trading summaries, and the monthly and annual evaluations of futures and options products.
  • Wrote research on market-making design, including how overseas exchanges structure market-maker obligations, requirements, and incentives.
2019 CITIC SecuritiesResearch assistant intern, Commodities Strategy Group
  • Improved the copper supply-and-demand database, making it easier to use and better organized.
  • Wrote daily market-close commentary, adding tracking of limit-up stocks.
  • Contributed to weekly and research reports on copper and manganese, including an analysis of the opportunities and risks in copper financing arbitrage, and prepared the slide presentations.
2018 CITIC Construction Investment SecuritiesIntern, Strategy Research Group
  • Built databases for financial-market and CPI commentary data on my own.
  • Wrote strategy summaries, closing-data analysis, and reports on financial and CPI data.
  • Supported thematic research on import substitution, sector funds, and high-dividend equities by building datasets and structuring report content.

Education

2025–2027

New York University, Tandon School of Engineering

M.S. in Financial Engineering, GPA 3.7/4.0

2019–2021

Central University of Finance and Economics

Master of Finance, Chinese Academy of Finance and Development, GPA 3.8/4.0

  • Summa Cum Laude, 2021
2015–2019

China Agricultural University

B.Econ. in Finance, GPA 3.8/4.0

  • Meritorious Winner, Mathematical Contest in Modeling (MCM), 2018
  • Second Prize, Beijing College Students Mathematics Competition, 2016
  • Academic Excellence Scholarship, every year of study

Personal statement

I grew up in a big city in Henan, China. My parents had little formal education, and my family was ordinary in every way: it gave me all the love I could need, and comparatively little guidance or resources. Running became a unique part of my life and a metaphor for my journey, requiring nothing but determination and perseverance. For me, running symbolizes growth and self-discovery. Just as I ran alone on the road, I immersed myself in books, knowledge, and new perspectives at school and in the library, feeding my own growth. I pushed myself beyond my limits, reaching for a wider world and a more distant horizon.

Running taught me focus and immersion, and that is how I approach finance, which drew me in with its own rhythm. As an undergraduate, I applied machine learning to study how data reflects the interrelationships of market behavior, and I felt the deep joy of combining theory with practice.

Running also taught me that growth is rarely linear. When my performance plateaued, I experimented with new strategies like slow climbs and interval training, the same way I approach academic and professional challenges. These experiments helped me rediscover the joy of running and gave direction to my research and practice.

While running, I met a group of people who shared my passion. We ran at different times and paces, but we shared our experiences and encouraged each other, and that sense of community showed me the value of collective participation. The same realization has shaped my professional path. As a student, I gave back to my hometown through social initiatives, leading a team to study the local rose industry and winning an award for excellence in practice. After graduation, I turned down offers in Beijing and returned to my home province to work in the Trading Department of the Zhengzhou Commodity Exchange, as a policy maker and frontline financial regulator.

Everyone comes to the market with a different purpose, and liquidity and executable prices are the tools that let those purposes be fulfilled. I accept what behavioral economics says about irrational behavior, but I often wonder whether some of it is rational behavior under limits we have not observed. One participant's reaction can be another participant's shock. I feel lucky to live in a time that gives us enough tools to uncover these objectives, incentives, and limits. A position forced to unwind because repo requirements changed, and the herding that follows a move, both look like amplifiers of an initial shock, yet behind each may be an entirely rational necessity. By analyzing data, adjusting policy, and building protection mechanisms, I was able to improve market efficiency and make a meaningful impact on the industry.

Yet the essence of running remains solitary. At times it feels like an endless treadmill, with shifting goals that all demand perseverance and resilience. My research at the Zhengzhou Commodity Exchange showed me that the solitary pursuit of data analysis and market research demands the same resilience and focus. I want to keep exploring the liquidity mechanisms of financial markets and building mathematical models that make them work better. And I love feedback that is immediate and constant, so that I can adjust quickly. I don't think any other field offers all of this at once: a real intellectual challenge, feedback that is timely, honest, and impossible to argue with, and rewards that are real and exciting. It lets me keep learning from others, and makes the journey more joyful and more colorful.

I am a girl from Henan who has been running all her life. Running has taken me from Henan to Beijing to the US. I want to keep running: to different markets, and to a more fantastic world.