ALEXANDER WRIGHT
STATEMENT OF PURPOSE — MASTER OF SCIENCE IN FINANCIAL ENGINEERING &
QUANTITATIVE FINANCE
Credentials:
CFA Level II Candidate
Email:
alex.wright@quant-capital.com
Location:
Chicago, IL
I. EXECUTIVE SUMMARY & INVESTMENT PHILOSOPHY
In contemporary capital markets, the traditional boundaries between fundamental equity research and
quantitative risk modeling have dissolved. Having spent three years as an Equity Research Analyst covering
the technology and industrial sectors at a mid-market investment bank, my valuation models have increasingly
relied on algorithmic data extraction, alternative dataset analysis, and stochastic volatility modeling. Pursuing a
Master of Science in Financial Engineering is the imperative next step to master systemic risk architecture,
algorithmic portfolio construction, and quantitative valuation methodologies.
II. DEAL EXPERIENCE & VALUATION PERFORMANCE
My core responsibilities have centered on building 3-statement Discounted Cash Flow (DCF) models,
Leveraged Buyout (LBO) frameworks, and precedent transaction analyses for institutional buy-side clients. By
integrating alternative sentiment data with traditional fundamental financial ratios, I generated actionable alpha
recommendations across mid-cap equity coverage.
DEAL / COVERAGE
FOCUS
ANALYTICAL METHODOLOGY
PORTFOLIO IMPACT
Tech Equity Valuation
Monte Carlo simulations on SaaS revenue retention & CAC
dynamics.
+18.4% Alpha
Generation
Cross-Border M&A
Advisory
LBO valuation & FX sensitivity stress testing under high-rate
regimes.
$450M Deal Size
Risk Arbitrage Analysis
Quantifying regulatory approval probabilities in contested tender
offers.
Sharpe Ratio +0.42
Quantitative Research Interest:
Integrating natural language processing (NLP) on SEC filing sentiment with
machine learning algorithms to predict corporate credit default swaps (CDS) spreads prior to quarterly earnings
announcements.
III. ACADEMIC OBJECTIVES & PROGRAM ALIGNMENT
Your institution’s M.S. in Financial Engineering offers the ideal computational rigor required to advance my
investment research. I am specifically drawn to the Financial Econometrics Laboratory and the curriculum's
deep focus on high-frequency trading architectures, fixed-income derivatives, and stochastic calculus. Studying
under the program’s distinguished finance faculty will allow me to refine my Python and C++ modeling
capabilities while developing robust systematic trading strategies.
Alexander Wright, CFA Level II | Statement of Purpose
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