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Sharon Zheng currently serves as a Credit Algorithm Quant at Citi, focusing on IG/HY alpha research and automated market making for bonds, puts, and ETFs since February 2023. Previously, Sharon worked in mortgage volatility modeling, specializing in term-structure modeling and pricing for CMO derivatives. Sharon also gained experience as a Summer Quantitative Analyst at Citi in 2022, primarily involved in fixed income beta and ETF primary activities. Earlier experience includes a role as a Sales & Trading Intern at China Renaissance, working in institutional equity trading. Sharon holds a Master of Engineering in Financial Engineering from Cornell University and a Bachelor of Science in Mathematics and Economics from the University of Wisconsin-Madison.