Qing Gu-Steers is an associate of Wilshire Associates and a member of Wilshire Funds Management’s investment research team. Ms. Gu-Steers joined Wilshire in 2016, and is primarily responsible for building quantitative asset allocation models and equity-focused security selection models. She also conducts quantitative research in the areas of risk management, alternative investment portfolio construction, smart beta product development and risk premia investing. Ms. Gu-Steers started her career in AIG’s quantitative modelling team and later worked for TCW as a business analyst. She also worked in the quantitative portfolio management group for Dimensional Funds.
Ms. Gu-Steers earned a BA in software engineering from Tongji University in China and a MS in computer science from Uppsala University in Sweden. She also earned an MBA from University of Chicago Booth School of business in 2015.
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