cv

Note this may not be the most up-to-date and detailed version of my CV. If you would like to receive an updated version of my CV or would like to learn about my background, please reach out to me at sabrinaz@alumni.cmu.edu.

General Information

Full Name Sabrina Zafar
Email sabrinaz@alumni.cmu.edu
Phone (703) 655-5521
Website sabrinaz.github.io
Summary Intellectually curious professional with experience in investment strategy research. Adept in deriving and communicating actionable insights from large datasets to drive informed decision-making.

Experience

  • 2024 - Present
    Portfolio Strategy Associate
    UBS Asset Management
    • Mast Investments is a spin-out of UBS Quantitative Investment Strategies.
    • Develop interactive performance analytics dashboards to support internal portfolio reviews and enhance client-facing materials for investment strategy updates.
    • Partner with the CIO to lead strategic portfolio rebalancing and trading, aligning investment decisions with client mandates, macroeconomic trends, and risk parameters.
    • Oversee equity strategies that consistently outperform benchmarks, delivering detailed performance attribution, investment rationale, and forward-looking market commentary.
    • Lead investor relations and spearhead capital-raising efforts, working closely with the CIO to secure multimillion-dollar commitments from institutional investors.
  • 2022 - 2024
    Quantitative Investment Solutions Analyst
    UBS Asset Management
    • Oversee analysis and implementation of systematic strategies across multiple asset classes for $1.6B in AUM.
    • Optimized event-driven and long-short equity strategies, improving risk-adjusted returns.
    • Developed scalable portfolio valuation framework replacing spreadsheets for $400MM portfolio.
  • 2021
    Emerging Markets Quantitative Summer Analyst
    Citi
    • Researched quasi-sovereign credits and presented findings to external stakeholders.
    • Conducted ESG strategy analysis for emerging market energy companies.
    • Developed cryptocurrency market intelligence initiative.

Education

  • 2018 - 2022
    B.S with Honors in Statistics and Machine Learning, Minor in Economics
    Carnegie Mellon University, Pittsburgh, PA
    • {"GPA"=>3.8}
    • {"Relevant Courses"=>["Applied Machine Learning", "Modern Regression", "Probability Theory", "Statistical Inference"]}

Extracurricular Activities

  • 2021 - 2022
    President and Co-Founder
    Economics Research Journal, CMU
    • Led an undergraduate research publication focused on economics.
  • 2021 - 2022
    President
    FORGE (Forging Opportunities for Refugee Growth and Empowerment), CMU
    • Led initiatives supporting Pittsburgh’s refugee community.

Skills

  • Programming
    • Python
    • R
    • MATLAB
    • C
    • SQL
    • {"Libraries/Packages"=>["scikit-learn", "pandas", "numpy", "PyTorch", "seaborn", "ggplot2", "quantlib", "quantstrat", "stats", "zoo", "glmnet"]}

Honors and Awards

  • 2022
    • CMU Leadership Award
  • 2020
    • SWS Goldman Sachs Stock Pitch Finalist
    • Citi Early ID Participant
  • 2018
    • Questbridge Scholar

Languages

  • Pashto (Native)
  • English (Native)

Interests

  • Hobbies: Human Rights Advocacy, Film, Baking