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Dear Sir or Madam,

Is was a great regret to learn that Ms. Jie Zhou’s application for Master of Data Science program has
been rejected.

Based on my personal observations on supervising Ms. Zhou professionally in the past 5 years, and
my personal experience in academia and a practitioner of quantitative analysis/data science for the
past 15 years, I was confident that Ms. Zhou would be intellectual competent and has accumulated
enough knowledge to successfully complete the Master of Data Science program. Upon learning the
sad news, I cannot help blaming myself for not elaborating well enough previously in her reference.
As a result, please allow me to take this opportunity to give more details on the reason why Ms.
Zhou could be a suitable candidate.

My company, QuantInfo Technology, operates in a highly specialised horizontal market, our day-to-
day work involves building a large number of predictive, quantitative ( closed form solutions) models
and implementation of such models in Java/Python. All our product managers must possess a good
command of data science/quantitative modelling, capital market, and coding knowledge. We require
all product managers to complete internal training and pass tests within their probation period.
Although Ms Jie Zhou came from accounting and economics background, when she firstly joint the
team, Ms Zhou has already obtained most advanced mathematical knowledge, such as advanced
mathematics, linear algebra, statistics, advanced probability either through self-study or selective
modules in her undergraduate program. After taking our internal training, she passed all the
modules with high score, including M101 Financial Mathematics (92%), M102 Supervised and
Unsupervised Learning in Capital Market (83%), N201 Numerical Optimization Techniques (78%), and
P102 ETL with Python (85%). Despite the fact that my company does not issue any certificate, these
courses are set to follow very high standards, as team serve the top banks, security firms and trading
venues in China. The knowledge base is certainly beyond undergraduate level and would be a very
good preparation for anyone wishing to pursuit a postgraduate degree.

Ms Zhou did not only acquire her knowledge in data science through study, but also practiced in live
customer projects. I call still vividly recall the first product that Jie led. Her team was to tasked to
design, build and deliver a analytics system for CFETS (China Foreign Exchange Trade System), the
biggest interbank trading venue for FX, Bond and Rates derivatives in China. The product was
actually a great example of data science in practice, which covers data acquisition, normalisation, all
the way to visualisation, data statistics and predictive modelling. On of the features of the product
was to predict trading volume daily, so that the trading venue would have a fair understanding if they
have a busy day ahead. Ms. Zhou was in charge of this function throughout. She had extracted the
dataset from the data archive system, enriched the data set, and build a predictive model which
divides trading volume into 4 scenarios which relates to factors such as number of previous day news
announcements, USD overnight market activity, etc. What impressed most is how she interpreted
the results to the customer. She laid out all different scenarios day by day along with a prediction
made based on data prior to that day. This way the customer managed to get a step by step cross
validation and could very well understand the business problem.

Jie Zhou has great work ethnic. Our company grew from 20 people team when Jie joint, to a 150
people team in 5 years. Working in a start up company, she has managed to take a lot of initiatives
and ownerships in a variety of tasks, some even fall out of the realm of a product manager. When a
R&D project is approaching time line, she had taken ownership as a project manager, laid out all the
dependencies, dev task, key deadlines, etc. Her effort made a complex project straightforward and
clear to everyone involved. She had demonstrated a great level of critical thinking, patience and
great work ethnics.

It was great pleasure for me to have worked with Jie Zhou. She had already practiced data science in
industry. I believe pursuing a post graduate study would greatly help her to connect practice to
theory and be greatly beneficial to her in further career. I am very confident that Ms. Zhou would be
a successful student. If you have any doubts regarding to her application, please do feel free to
contact me by any means. I am more than happy to discuss further.

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