Francois Delatorre 39 Kennedy Road, Phoenix Court Email: francois_delatorre@mfe.berkeley.edu Blk 5 Lvl 2 Apt D, Wan Chai, Hong Kong Phone: +852 976-41099

Professional Experience

Société Générale Corporate & Investment Banking, Hong Kong Quantitative Proprietary Trading Trainee, Global Markets Division Nov 2011 – Present

Worked on several innovative trading strategies from the project phase to the implementation phase. Daily tasks include analyzing market signals, developing and refining strategies, developing trading tools for strategies implementation, and developing P&L and risk management models for strategies monitoring

Trading tools include Mean-variance portfolio optimization in Matlab and C# taking into account realistic transaction costs,

individual and aggregate limits on positions, and limits on the number of trades executed Factor analysis in C#, including data smoothing, implementation of various initialization and

estimation methods, and the computation of conditional statistics given a trading signal Mixture of factor analyzers in C# including conditional statistics given a trading signal

Trading strategies include Trading stocks using a factor analyzer Trading stocks based on fundamental ratios using of a mixture of factor analyzers Novartis Pharma AG, Switzerland (Headquarters in Basel) Intern, Business Planning & Analysis department Nov 2010 – Feb 2011 Intern, Finance-IT department Jun 2009 – Aug 2009

Created several VBA tools to identify possible causes of poor sales forecasting performance for countries, notably sales over or under-forecasting bias and price misalignment

Developed a VBA macro to automate the production of sales forecasting performance reports for more than 60 countries and regions

Ran an in-depth analysis of sales forecasting performance for several European countries; presented to the CFO of Region Europe by the Global Sales & Operations Planning team

Skills

Quantitative Finance: derivatives pricing, statistical tools applied to finance, stochastic calculus, factor analysis, mixture models, expectation maximization algorithm, portfolio optimization, dynamic asset management, and Monte Carlo variance reduction techniques

Programming: C#, C++, Matlab, and VBA Languages: Fluent in English and French (native)

Education

University of California, Berkeley, Haas School of Business Master of Financial Engineering Mar 2011 – Mar 2012

GPA: 3.74 / 4.0 National University of Singapore Bachelor of Science, Major in Quantitative Finance, Minor in Management Aug 2006 – Jun 2010

First Class Honors, Cumulative Average Point (CAP): 4.72 / 5.0 Placed on the President’s Honor Roll upon graduation Selected Projects

Pricing options on defaultable stocks, assuming multiscale stochastic volatility and stochastic intensity of default. Designed a nonlinear least-squares algorithm to improve, in terms of both stability and accuracy, the calibration of the model to the volatility surface of an option

Analysis and comparison of several stock buyback schemes for Intel for a value of one billion dollars. Several derivatives pricing techniques were used, notably the local volatility model, least squares Monte Carlo and finite difference schemes

Modeling the volatility of electricity spot prices by incorporating seasonality factors into the GARCH model

Pricing Bermudan rainbow options using least squares Monte Carlo. Several variance reduction techniques were used, notably the control variates method, stratification and Sobol sequences

JULIAN FÜRSTENAU

2100 Channing Way, Apt. 403 Berkeley, CA 94704

+1(510)409-8807 julian_fuerstenau@mfe.berkeley.edu

EDUCATION

UNIVERSITY OF CALIFORNIA, BERKELEY Berkeley, CA Haas School of Business

Expected – Mar. 2012 Master of Financial Engineering, Candidate, current GPA: 3.77 • Project studying the effect of quantitative easing on stock market volatility • CDS pricing project: Implementation of the Hull & White 2000 model • Project implementing a Monte Carlo pricing engine for an exotic equity product (Global Double-

Barrier Worst-of-Straddle) • Indepedendent study project evaluating several structured stock repurchase programs for Intel Corp. • Project analyizing the performance of a CDS / equity put trading strategy using relative probability

of default signals based on the Credit Grades model

JACOBS UNIVERSITY BREMEN Bremen, Germany Sep. 2004 – Jun. 2007 BS in Mathematics, GPA: 3.62

• Bachelor’s thesis: “An Analysis of Pricing Models for Hybrid Debt Instruments” • Member of the German National Academic Foundation • Relevant Courses: PDEs, Stochastic Processes, C++, MATLAB

SKILLS

Finance: Equity derivatives, convertible bonds, Monte Carlo techniques Passed CFA Level I Exam in December 2010 Mathematics: Stochastic calculus, differential equations Programming: C++, VBA, MATLAB, Mathematica, SQL, LaTeX, MS Office, MUREX Languages: English (fluent), German (native), French (intermediate)

EXPERIENCE

STANDARD & POOR’S New York, NY Oct. 2011 – today Associate Intern

• Performed the quantitative validation of a Markov chain model to forecast distressed RMBS liquidation probability curves

LANDESBANK BERLIN AG Berlin, Germany

Aug. 2008 – Feb. 2011 Business Analyst • Consulted traders, supported them in the analysis of their P&L, pricing and risk figures needed to

manage their structured equity derivatives portfolios • Validated equity pricing models in front office system MUREX and in proprietary system within the

scope of a bank-wide project to merge the front office and risk management software architectures • Coordinated new product process within the front office, designed and implemented improved

workflow to reduce time to market Aug. 2007 – Jul. 2008 Trainee

• Rotational including the trading, sales, and risk-management department

DWS INVESTMENTS Frankfurt, Germany Jun. 2006 – Aug. 2006 Intern

• Developed position keeping and pricing tool in VBA for trade ideas of the Fixed Income/ Credit Derivatives Team, including CDS calculator

• Developed VBA-tool to monitor single CDS versus iTraxx quotes (credit skew) HOBBIES

Soccer, travelling, classical guitar

J O S H U A G O R E L I K 135 Oceana Drive East , Apt. 4C, Brooklyn, New York 11235

Mobile : 917.414.1954 • Email : Joshua_Gorel ik@mfe.berkeley.edu

Education University of California, Berkeley, Walter A. Haas School of Business Berkeley, CA • Master of Financial Engineering, March 2011 – March 2012

New York University, Leonard N. Stern School of Business New York, NY • Bachelor of Science: Actuarial Science & Finance, cum laude, September 2004 – May 2008

University of London, New York University in London London, UK • Coursework in business and politics, January 2006 – May 2006

Skil ls Analytical:

Communication:

Programming:

Statistical simulation modeling, Financial statement analysis and modeling

Articulated technical information in presentations, Published research reports, Moderate Russian

VBA, Matlab, R, S+, C++, MiniTab, Bloomberg

Experience

Moody’s Research Associate - Intern, Moody’s Analytics, October 2011 – January 2012 San Francisco, CA

Associate Analyst, Moody’s Investors Service, July 2008 – January 2011 New York, NY

• Assigned Credit Ratings to debt issued by Asset Managers, collateral fund obligations and variable funding notes issued by Fund of Hedge Funds, and assigned Operational Quality Ratings to Hedge Funds based on their internal infrastructure

• Developed internal models used to calculate expected loss, probability of default frequencies, cash flow waterfalls, and perform sensitivity analysis on hedge fund capitalization structures

• Conducted empirical research on macroeconomic factors to incorporate as measurements of credit risk • Performed fundamental analysis on asset manager credits by assessing crucial factors such as Financial

Flexibility, Profitability and Volatility, AUM Distribution and Retention, and Market Positioning • Conducted on-site reviews of hedge funds and their service providers to have a better understanding of

hedge funds’ strategies, risk management, segregation of duties, and overall operational integrity • Assisted in the creation and publication of Moody’s Operational Quality Rating Methodology for Hedge

Funds (June 2009) by determining the crucial rating factors and developing the scoring mechanism • Co-wrote numerous reports published by Moody’s, including Operational Quality Reports, Credit Opinions,

Liquidity Risk Assessments, Company Profiles, and various other Sector Comments

Aon Consulting New York, NY

Actuarial Analyst - Intern, Retirement Department, June 2007 – August 2007 • Performed actuarial valuations in accordance with IRS, FAS 87, and FAS 132 regulations • Created actuarial, funding, accounting and benefit calculation reports based on clients’ financials • Determined clients’ pension fund status by evaluating their current assets, expected contributions, current

liabilities, and forecasted liabilities based on anticipated interest rate fluctuations • Prepared clients’ data and data reconciliations to process through Aon’s valuation software

BNP Paribas Securities New York, NY

Intern, Compliance Department, June 2006 – August 2006, June 2005 – August 2005 • Corresponded with Paris headquarters and maintained the firm’s restricted and watch list monitoring system • Oversaw employee trades for misuse of material non-public information • Edited regulation reports, which summarized changes to compliance policies and procedures • Performed a firm-wide audit and communicated with top management in order to assure their employees

held the necessary certifications, licenses, and registrations

Activities

International Association of Financial Engineers

Haas Financial Engineering Student Association Berkeley, CA Treasurer, September 2011 – March 2011

P.S. 234 Reading Partners Program New York, NY Volunteer, October 2008 – January 2011

NYU Stern Actuarial Society New York, NY

Member, September 2006 – May 2008

Honors

• NYU Founders Day Award, Honors Scholar - Spring 2008 • NYU Stern Honor Key - Spring 2006 • NYU Stern Dean’s List - Spring 2008, Fall 2005, Spring 2005, and Fall 2004

Patrick M. Green�eldpatrick green�eld@mfe.berkeley.educell: +1 (510) 325-0640

EDUCATION Master of Financial Engineering March 2012University of California, Berkeley, Haas School of Business

Bachelor of Science, Mechanical Engineering June 2005University of California, Santa Barbara

PROJECTS \Investigation of Interest Rate Derivatives Spanning by the LIBOR Term StructureUsing Sparse Analysis Techniques" (Mar: 2011)

� Used Principal Component Analysis (PCA) and Sparse PCA techniques to ex-plain variance LIBOR spot market and USD swaptions market.

\Quantifying the Impact of Energy-Saving Investments on Mortgage Risk: MarketTerm Structure Modeling" (Oct: 2011)

� Wrote algorithm for LIBOR forward curve estimation using liquid Eurodollarcontracts and swaps.

� Wrote algorithm to calibrate market model pricing ATM caps on LIBOR swaps.

PUBLICATIONS Fujita, R., et al: (incl. Green�eld, P. M.), Revisiting Ocean Thermal Energy Conver-sion. Marine Policy. 36 (2012) 463{465.

SKILLS Languages & Software: Matlab, R, C/C++, and cvx.Finance: Monte Carlo derivative pricing, and term structure modeling.Other: Convex optimization, topics in machine learning, and time-series analysis.

EXPERIENCE Ascend Analytics, Boulder, CO Oct: ’11 { Dec: ’11Internship under President Gary Dorris, Ph:D:

� Energy portfolio risk management and research into gas and electricity forwardcurve modeling.

Haas School of Business, UC Berkeley, Berkeley, CA Sept: ’09 { Mar: ’11Research Assistantship under Professor Dwight Ja�ee

� Modeled electricity spot price and weather time series.

� Developed a hourly weather data set of select cities in the US using Perl and R.

Environmental Defense Fund , San Francisco, CA June ’08 { Sept: ’09Internship under Dr: Rod Fujita, Senior Scientist

� Calculated energy demand for Ocean Thermal Energy Conversion (OTEC) inCaribbean Island states.

� Researched applications of carbon credits, government bonds, and other struc-tured �nance strategies for OTEC.

Stupid Fun Club, Berkeley, CA Apr: ’07 { Nov: ’07Engineer

� Designed, machined, and constructed components for interactive robots and othercompany projects.

Artium Technologies Inc., Sunnyvale, CA Nov: ’06 { Mar: ’07Engineer

� Designed, machined, and calibrated components and systems of Phased DopplerInterferometers for spray research applications.

Remotei LLC, Goleta, CA Sept: ’04 { June ’05Engineering Internship

� Designed, modeled, and machined components for autonomous remote controlhelicopter camera systems.

Tel: (+1) 650 799 5406 E-mail: hao_guo@mfe.berkeley.edu

Hao (Allen) Guo

EDUCATION

University of California, Berkeley – Haas School of Business USAMaster of Financial Engineering, CGPA: 3.8/4.0 03/2011 – 03/2012 Project: G10 Currency Trading Strategy Based on Commodity Pricing Signal Coursework: High Frequency Finance, Stochastic Calculus, Empirical Methods in Finance

The University of Hong Kong Hong KongBachelor in Actuarial Science, Honor Degree 09/2007 – 06/2010 Advanced Statistical Project: Statistical Inference for Partially Identified Models CV Starr Scholarship (2009), Sola Gratia Foundation Scholarship (2009)

University of California, Berkeley USAExchange Program, CGPA: 3.9/4.0 01/2009 – 06/2009

WORKING EXPERIENCE

Camden Asset Management Los Angeles, USA Quantitative Intern 10/2011 – 01/2012 Constructed a credit spread model to indentify mispricing in US convertible bond market Performed scenario analysis for convertible bond spreads in response to market shocks Assisted in building a long-only convertible bond portfolio using optimization

The Blackstone Group, Alternative Asset Management (BAAM) Hong KongInternship Analyst 07/2010 – 12/2010 Performed portfolio tracking, return/alpha analysis, and stock attribution analysis Analyzed geographical exposure, risk profile and liquidity of the BAAM portfolio Produced weekly reviews over Asian economics on policy, sector and company levels

China Pacific Insurance Company Shanghai, PR ChinaActuarial Intern 07/2009 – 08/2009 Analyzed pricing of vehicle extended warranty products against peers and overseas companies Investigated value-adding services such as on-call drivers and emergency oil delivery

Bank of China Shanghai, PR ChinaOperations Intern 07/2008 Assisted loan tracking and onsite investigations Performed declaration of payments through China International Payments System

SKILLS

Finance & Math: Derivatives, Fixed Income Securities, Econometrics, Monte Carlo Simulations, Finite Difference Method

Computer: R, SQL, Matlab, C++, SAS, Excel, Bloomberg Languages: English (Fluent), Mandarin (Native), Cantonese (Fluent) SOA Exams: Probability, Financial Math

ACTIVITIES / AWARDS

Chairman of China Lacrosse Association: Organized 2008 Beijing International Lacrosse Tournament and attracted over 400 global participants (2008)

Captain of Lacrosse Team of S.K.Y. Lee Hall, HKU: First Runner-up in 08/09 HKU Lacrosse Freshmen Tournament (2008)

Champion of International Robot Olympiad (2002) Third Prize in Shanghai CASIO Senior 3 Mathematics Competition (2005)

Nicolás Kohn1550 Walnut St., Apt #4

Berkeley, CA 94709Cell: 1-510-610-9836

nicolas_kohn@mfe.berkeley.edu

Education

2011 – 2012 University of California, Haas School of Business Berkeley, CA, USA Master of Financial Engineering

Applied Finance Project: “Assessing a Trading Strategy Based on aMacro-Finance Approach for the Yield Curve”Independent Study: “Economic Crises and Asset Prices: Assessingthe Performance of Asset Classes in Different Types of Economic Crises”

2006 – 2008 Universidad Torcuato Di Tella Buenos Aires, ARG

Master of Economics with a Macroeconomic & Finance concentration Thesis pending - to be presented after MFE graduation

2002 – 2006 Universidad Torcuato Di Tella Buenos Aires, ARG

Bachelor's Degree in Economics

Work Experience

Oct 2011 – Dec 2011 Dodge & Cox Investment Managers San Francisco, USA Research Intern, Fixed Income Department

• Implemented Taylor rule models for developed and emerging economies • Constructed macro-finance models for the yield curve of several countries• Developed models to launch a global fixed income fund (not launched yet)

Jul 2008 – May 2010 Citigroup NY Buenos Aires, ARG Associate, Citi Investment Research and Analysis, Southern Cone-Latin America

• Implemented macroeconomic models for analysis and forecasting • Estimated key economic variables for the Southern Cone countries• Performed thorough economic research • Assisted traders with fundamental macroeconomic analysis and contacted investors

Jun 2007 – Jul 2008 Universidad Torcuato Di Tella, Center for Financial Research Buenos Aires, ARG Research Assistant

• Tested theoretical models using extensive databases in Stata programming language• Analyzed raw industry-level data including production, capital stock, and labor• Assessed an Argentinean professional football team using hedonic valuation• Applied models to study banks' conduct in the Argentinean treasury auctions

Jun 2007 – Sep 2008 Universidad Torcuato Di Tella Buenos Aires, ARGTeaching Assistant - International Finance, Money and Banking, and Macroeconomics

Skills and Abilities

Econometrics – Developed industry-level econometric models for macroeconomic analysis Proficient in Matlab, EViews and Stata. Advanced in Word, Excel and PowerPointIntermediate in Bloomberg and Reuters. Beginner in C++.

Languages

English (Fluent), Spanish (Native), French (Basic), Portuguese (Basic)

Other Activities and Interests

Playing guitar, Scuba Diving, Traveling, Sommellerie, and Cooking

Jingwei Li 340 Amsterdam Avenue, Apartment 403, New York, NY 10024 Mobile: (510) 541-4925 E-Mail: jingwei_li@mfe.berkeley.edu

EDUCATION University of California, Berkeley, Haas School of Business Mar.2011 – Mar. 2012 Master of Financial Engineering • Term projects:

o “Pricing a Conditional Reverse Barrier Option on European Stock Indices with Sovereign Default Risk” o “Pricing Options with Stochastic Volatility Using 2 Dimensional Alternating Direction Implicit Schemes” o “Modeling Volatility of Electricity Spot Prices by Incorporating Seasonality” o “Reverse Mortgage Securitization – Modeling, Pricing and Analysis” o “Pricing Credit-adjusted Corporate Bonds of S&P 500 Firms”

The Hong Kong University of Science and Technology Sep. 2008 – Jan. 2011 Master of Philosophy in Computer Science • Programmed project on algorithmic trading simulation in C++ • Published thesis on video caching optimization, simulated topological heuristic algorithm in C++

The Hong Kong University of Science and Technology Sep. 2004 – Jun. 2008 Bachelor of Engineering in Computer Science, First Class Honor

SKILLS Quantitative: Stochastic Calculus, Econometrics, Optimization, Monte Carlo, Finite Difference Programming: C++, C#, Excel VBA, Matlab, Java, Latex Languages: Fluent in English, Mandarin Chinese, Cantonese Chinese

AWARDS S&P Analytical Excellence Bronze Award (highest level allowed for interns) 2011 Chiap Hua Cheng’s Foundation Scholarships for Chinese Mainland Undergraduate Students 2004 – 2008 Lee & Man Overseas Exchange Scholarship 2006

EMPLOYMENT Standard & Poor’s Oct. 2011 – Jan. 2012 Associate Intern, Quantitative Analytics Research Group • Worked on the Market Derived Signals (MDS) model – it outputs “derived” corporate and sovereign credit

ratings from CDS spread based on a calibrated piecewise linear relationship • Developed model stability tests and improved daily and sequential model validation reports • Validated extension of model scope to bond OAS/structural probability of default • Wrote production-level analytics code in Matlab, helped meet several crucial production deadlines • Interfaced and communicated between rating analysts, quants and quant developers • Sat in a Rating Committee and provided feedbacks as a research group member

Barclays Capital Jun. 2009 – Aug. 2009 Analyst Intern, Equity Derivatives • Researched and developed prototype pricing templates in excel VBA and C# for various equity derivatives • Further integrated the pricer with the “Functional Payout Framework” - a systematic way to express

contingent cash flows of derivative instruments in Excel • Demonstrated the functionality of pricing sheets to the trading floor, communicated with traders and

enhanced the sheets’ usability through several iterations and obtained approval before the end of internship • Presented to the global team on the research, development and integration of the prototype project and

discussed future visions

Changjie Liu Blk 130 Bedok Reservoir Road #12-1345, Singapore

Tel: +65 830-846-74 Email: changjie_liu@mfe.berkeley.edu

Education University  of  California  Berkeley,  Haas  School  of  Business                                            Mar  2011-­‐Mar  2012  Master  of  Financial  Engineering                                    Project  on  volatility  in  emerging  markets,  using  asymmetric  GARCH-­‐in-­‐mean  Project  on  pricing  American  Asian  Atlas  options,  using  Least  Squares  Monte  Carlo  Project  on  currency  trading  strategies,  using  stale  information  signals  Independent  study  on  sentiment  impact  in  stale  news  induced  reversals    National  University  of  Singapore                                2005-­‐2009  Bachelor  of  Computing,  with  First  Class  Honors  Major  in  Computer  Science  with  minor  in  Financial  Mathematics  Honors  Thesis  on  sentiment  extraction  for  prediction  of  stock  prices    

Skills Certifications   Passed  CFA  Level  1  Finance     Active  Management,  CAPM,  Black-­‐Scholes,  Derivatives,  Portfolio  Optimization  Quantitative     Stochastic  Calculus,  Monte  Carlo  methods,  OLS,  GARCH  Computer  Science   Distributed  systems,  Machine  Learning  Programming   Python,  R,  Matlab,  Java,  VBA,  C,  C++,  C#  Computing     Unix  systems,  SQL  databases    

Experience Four  Elements  Capital,  Singapore,  Junior  Trading  Intern                                                  Nov  2011-­‐Jul  2012  Trader  in  commodity  futures,  of  more  than  30  commodities  and  in  markets  such  as  CME,  LIFFE  and  TOCOM.            (expected)  Responsible  for  the  risk  on  two  books  of  $10  million  each.  Ensures  proper  execution  by  monitoring  algorithmic  trades  and  flattening  risks  on  missed  trades.  Communicates  to  senior  traders  the  performance  on  execution  and  hedging,  and  updates  the   research  desk  on   liquidity   and   expiration   issues.   Prepares  daily   reports   on   slippages   and   tracking   errors.   Books  FX  orders  to  maintain  cash  balances.  Debugs  trading  algorithms  to  improve  stability  and  minimize  errors.                                Savant  Degrees,  Singapore,  Consultant                                                  Jan  2010-­‐May  2010  Consulted   on   projects,   regarding   technical   feasibility   and   alternatives.   Managed   the   development   of   an   interface   for   a  networked   paging   system,  working  with   clients   closely   during   the   process.  Was  member   of   5   other   projects,   including  setting  up  an  asynchronous  server  for  high  volume  transactions.      Meterol,  Singapore,  Co-­‐founder                                                    Aug  2009-­‐Jan  2010  Formed  a  3-­‐person  venture  to  propose  a  new  karaoke  monitoring  system  for  the  Singapore  music  industry.  Designed  both  the  business  and  technical  aspects  of  the  system,  including  cash  flow  management  and  security  implications.      Moowee,  Los  Altos,  California,  Intern                                                    July  2007-­‐Jun  2008  Developed  major  parts  of   their  back-­‐end  Python  web  services.  Administered  Unix  servers  and  monitored  health  of   large  SQL  databases.  Introduced  a  prioritized  scheduler  for  efficiency.      Blackhorse  Asset  Management,  Singapore,  Intern                                                May  2007-­‐Jun  2007  Worked  with  hedge  fund  managers  and  traders  to  tailor-­‐make  VBA  applications.  Created  Excel  portfolio  tracking  system  for  traders  to  track  NAV.  Created  Access  tool  for  accountants  to  monitor  cash  flow  in  various  time  periods  and  currencies.    Republic  of  Singapore  Armed  Forces,  Singapore,  Armored  Signaller                            2003-­‐2005    

Interests Poker,  Salsa  dancing  

DANIEL LUCAS 126 Alta Vista Way, Danville, CA 94506

(510) 931-0054, Daniel_Lucas@mfe.berkeley.edu – EU citizenship / valid work authorization for USA –

GRE: 790 Quantitative / 610 Verbal

EDUCATION

University of California, Berkeley, Haas School of Business Berkeley, CA Master of Financial Engineering Mar 2011 – Mar 2012 Á Applied Finance project: Prediction of Equity Returns using Securities Lending Data Á Currencies project: Alpha Generation in FX Markets from Moving Average Signals Á Quantitative Methods project: Valuation and Hedging of Double Asian-Barrier

Straddle Baskets Á Credit Modeling project: Cross-Asset Arbitrage using the CreditGrades Model

CFA Institute Frankfurt, Germany CFA Level I exam Dec 2009 University of Stuttgart Stuttgart, Germany Quantitative Business Administration – Diploma (master/MBA equivalent) Oct 2003 – Aug 2009 Á Selected coursework: Financial Engineering, Investments and Capital Markets,

Econometrics, Futures & Options, multiple courses in advanced Micro- and Macroeconomics, Computer Science, Engineering Mechanics

Á Diploma Thesis: Diversification Potentials and Performance Comparison of Sustainable REITs in Mixed-asset Portfolios

Á Scholarship for academic exchange year at California Polytechnic State University

EXPERIENCE

Kellner Capital LLC New York, NY Securities Lending Alpha Fund – Trading & Analysis – Associate Intern / Contractor Since Oct 2011 Á Implemented order management system for equities lending arbitrage strategy Á Built flow based forecast model to anticipate short sell demand for ETFs Á Identified and executed profitable ETF trades, analyzed order flow

Network Corporate Finance GmbH & Co. KG Duesseldorf, Germany M&A and Capital Advisory – Associate Jan 2010 – Jan 2011 Á Performed financial analysis, industry research and investment screening Á Conducted valuation modeling in support of M&A and LBO transactions

Deutsche Bank AG, Corporate and Investment Bank Frankfurt, Germany Global Markets: FX & Commodities Options Trading – Analyst Intern Sep 2008 – Feb 2009 Á Full-time offer – not finalized as a result of downsizing due to financial crisis Á Operated trading flow as market maker of FX/commodities derivatives, executed

market orders, monitored and computed daily PnL, priced structured products Á Monitored overall risk and market conditions, continuously hedged risk exposure

in retail books accordingly, supervised desk during night shifts Deutsche Bank AG, Corporate and Investment Bank Frankfurt, Germany Global Banking: Structured Finance – Summer Analyst Jul 2007 – Sep 2007 Á Analyzed business plans, corporate strategies and industry perspectives Á Prepared detailed LBO cash flow models, pre-screeners and credit reports

SKILLS AND ACTIVITIES

Finance: Á Derivatives trading (electronic and voice), FX and commodities trading, ETFs, securities lending, structured

products, leveraged finance, M&A and capital advisory Technical Skills: Á Excel, PowerPoint, Bloomberg, Reuters 3000 Xtra, Data Explorers, Lending Pit, ThomsonOneBanker, EBS Spot Á Programming experience in Matlab, VBA, C++, Gauss, Maple, Mathematica

Languages: Á English, German (native speaker), French (basic), Italian (basic)

Other: Á Basketball, golf, weight training, stock portfolio and real estate management, derivatives trading

Hideomi Nihira, Ph.D. 2725 Haste Street, Berkeley, CA 94704

Phone(USA): +1-585-755-7157 E-mail: nima_nihira@mfe.berkeley.edu

EDUCATION

University of California at Berkeley, Haas School of Business Master of Financial Engineering 3/2012 Team/Independent Projects:

ü Market matched natural gas spot price forest for quantos derivative pricing ü Reverse mortgage securitization through cash flow modeling ü G-10 currency trading strategy using Google Trends data and spot price movements ü Developed and implemented a standardized framework for stress testing to be used firm wide

within Royal Bank of Canada ü Pricing, hedging, and benchmarking European and American rainbow options using probabilistic

computational schemes ü Technical trading in the Chinese stock market ü Application of the Hull-White model in predicting CDS spreads

University of Rochester Doctor of Philosophy, Optics/Physics (Cumulative GPA: 3.67) 5/2010 Dissertation: Generation and application of multi-partite multi-level quantum entanglement

Cornell University Bachelor of Science, Applied and Engineering Physics, cum laude (Cumulative GPA: 3.51) 5/2001

WORK EXPERIENCE RenRe Energy Advisors Ltd., Weather and Energy Derivatives Structurer Intern 10/2011-1/2012 ü Researched stochastic processes followed by natural gas prices and developed multinomial forests calibrated

to futures price and volatility data for the pricing of quantos instruments and applications to gas storage problems faced by the firm

ü Model relevant distributions for precipitation and temperature for specific client deals by analyzing temperature dependence of natural gas prices and oil prices in various geographical locations

University of Rochester-The Institute of Optics, Postdoctoral Researcher 6/2010-12/2011 ü Developed quantum level photon limiters using tapered microfibers coupled with optical microresonators ü Jointly proposed a spatial detection scheme utilizing nothing but the vacuum field mode structures for use in

dark imaging and dark detection techniques ü Proposed the first dual use quantum entangled state for provably secure quantum communications protocols

SKILLS PROFILE ü Extensive quantitative skills in linear algebra, complex analysis, operator algebra, ordinary and partial

differential equations, stochastic calculus, and probability theory ü Working knowledge of binomial/trinomial tree model, Black-Scholes-Merton option pricing, risk-neutral

pricing, delta and gamma hedging, Monte Carlo simulation, and finite difference schemes ü Implemented numerical schemes for the following finance projects: ü Computation of CDS spreads for using corporate bond data ü Time series analysis of Chinese stock market returns ü Priced rainbow options on Matlab by implementing a probabilistic scheme ü Implemented long/short G-10 currency strategy in Matlab

SELECTED PUBLICATIONS ü “Steady-state Two-atom Entanglement in a Pumped Cavity,” Hideomi Nihira and C. R. Stroud, Jr. Phys. Rev.

A 80, 042329 ü “Collective Entangled Dark States,” Hideomi Nihira and C. R. Stroud, Jr. Journal of Modern Optics 54, 2121. ü “Robust Multipartite Multilevel Quantum Protocols,” Hideomi Nihira and C. R. Stroud, Jr. Phys. Rev. A 72,

022337 OTHER

ü Fluent in English, Japanese, and Farsi

Soumya Ramachandran soumya_ramachandran@mfe.berkeley.edu; Cell +1 314 420 4063; (Open to relocation)

EDUCATION

University of California, Berkeley, Haas School of Business March 2012 Master of Financial Engineering Project Work: - Developed a currency (FX) trading signal for G10 using implied volatility from derivatives

- Developed a long/short basis trading strategy using equity index futures. - Analyzed and priced a Ginnie Mae security with reverse mortgages as underlying - Created a Structured product (in equity derivatives) assuming early exercise feature; priced and

hedged the product. - Developed multi-factor models to estimate returns on commodity derivatives based on macro-

economic factors that affect the underlying Coursework: - Equity (Portfolio Management) and Currency (FX) Markets, Fixed Income Derivatives, Asset

Backed Securities, Behavioral Finance, Financial Economics, Quantitative Methods in Derivatives, Dynamic Asset Management, Empirical Methods, Stochastic Calculus

University of Mumbai, India 2000 – 2004 Bachelor of Engineering in Electronics and Telecommunications (GPA: 3.7/4.0) Candidate for CFA Level II 2012

SKILLS

• Financial Skills: Option pricing & hedging (Equity derivatives, FX hedging, interest rates), Numerical Methods (Monte Carlo), volatility modeling & arbitrage, Fixed Income (trading) research, interest rate modeling

• Analytical skills: Econometrics: Regression analysis, Time series analysis, principal component analysis, GARCH

• Software/Languages: Bloomberg, MATLAB, Excel VBA, C++, C, R

PROFESSIONAL EXPERIENCE Royal Bank of Canada (RBC) Capital Markets, New York, NY 2011 – (Jan) 2012 Associate Intern, Global Arbitrage and Trading • Identified key indicators and developed a model for stress testing multi-strategy portfolios • Priced equity derivative products (futures, options) and analyzed exposure in trading books • Model shocks on volatility surface based on shocks from VIX and measure impact on variance portfolio Wells Fargo & Co., San Francisco, CA 2008 – 2010 Quantitative Analyst, Fixed Income Derivatives • Developed algorithms and waterfall logic for selecting trading strategies and optimizing fixed income

derivative portfolios • Developed models that helped traders measure the impact of economic changes on portfolio P&L • Used principal component analysis to measure changes in the yield curve; simulated PNL with future

changes in the interest rates for fixed income book Bank of America, Charlotte, NC 2007 – 2008 Analyst • Performed scenario testing on various loan portfolios • Implemented econometric models for estimating and forecasting risk Tata Consultancy Services, Chennai, India 2004 – 2007 Senior Associate • Developed applications for investment banking clients • Created financial modeling tools using Excel VBA, Bloomberg and other databases

EN SHI Tel: 412-915-6880 andrew_shi@mfe.berkeley.edu

EDUCATION

UNIVERSITY OF CALIFORNIA, BERKELEY, HAAS SCHOOL OF BUSINESS Master of Financial Engineering

Berkeley, CA 03/2011–03/2012

CARNEGIE MELLON UNIVERSITY Pittsburgh, PA Master of Electrical and Computer Engineering 08/2008–08/2010 ● Award: Carnegie Institute of Technology Dean’s Tuition Fellowship

ZHEJIANG UNIVERSITY Hangzhou, P.R.China Bachelor of Information Engineering Rank: 1st/152 09/2004–06/2008 ● Award: Chu Kochen Honors Scholarship and Chu Kochen Medal - the highest academic honor bestowed by

Zhejiang University on undergraduates (12 out of 6000) ● First Place in Undergraduate Mathematics Contest, Zhejiang University, 2005

SKILLS / PROJECTS

● Quantitative: Stochastic Calculus, Monte Carlo, Numerical Methods, Pattern Recognition, Machine Learning

● Computer: MATLAB, C#, C/C++, VBA, Microsoft Office (Word, Excel, PowerPoint) ● Finance: Passed CFA Level I Exam, Econometrics, Derivative Pricing and Hedging, Fixed Income Securities ● Projects: PCA Based Face Recognition, Hidden Markov Model Implementation, CAPM and Fama-French Model

Test, Multi-Asset American Option Pricing, Sectorial Study of Statistical Arbitrage in Japanese Stock Market

EXPERIENCE

SOCIETE GENERALE Hong Kong

Proprietary Trading Trainee, Systematic Equity/Futures Desk 12/2011–03/2012 ● Build tools that assist traders; conduct research on quantitative trading models ● Develop and improve trading strategies by performing backtestings

GUOSEN SECURITIES Shanghai, P.R.China

Intern, Quantitative Strategy Group 10/2010–11/2010 ● Prepared market data for research analysis; participated in group meetings ● Attended market knowledge training; acquired understanding of vanilla financial products in China

CARNEGIE MELLON UNIVERSITY Pittsburgh, PA

Research Assistant 09/2008–08/2010 ● Created a KdV soliton simulator using explicit difference; numerically showed the self-organization behavior of the

soliton oscillator; contributed a book chapter to Electrical Soliton: Theory, Design and Application ● Collaborated with professor and post-doc to model the spatial diffraction patterns of magnetostatic surface waves;

achieved excellent agreement between simulation and experimental results

ADDITIONAL

● Affiliation: Member of International Association of Financial Engineers

● Languages: Fluent in English and Mandarin Chinese ● Interests: Swimming, Running, Travelling, and Poker

PARVINDER SINGH

Apartment 315E, 2333 College Avenue, Jackson Graduate House, Berkeley, CA 94704 TEL: +1(510)541-5188; E-MAIL: parvinder_singh@mfe.berkeley.edu EDUCATION University of California, Berkeley, Haas School of Business Mar 2011 - Mar 2012 • Awarded prestigious merit-based scholarship (85k USD) by Monetary Authority of Singapore to do Master of

Financial Engineering at Haas. GPA: 3.65/4.0. • Selected Courses: Monte Carlo simulations, Statistics, Equity/Fixed income derivatives pricing, Equity and Currency

Portfolio Management, Dynamic Asset Management, Asset backed securities valuation. Projects • Carried out the valuation of HECM MBS deals by modeling hazard functions and performing cashflow analysis. • Created and implemented a carry trade based algorithmic FX trading model (conditioned on FX volatility) for G-10

currencies that generated average Sharpe ratio of 1.25 over a 10 year period. • Implemented a long/short equity and credit algorithmic trading model using strategy based on capital structure. • Carried out the pricing and hedging of exotic options (Altiplano) using Monte Carlo techniques in Matlab. Nanyang Technological University (NTU), Singapore Jul 2003 - Jun 2007 • Degree in Bachelors of Electrical and Electronics Engineering, (with) First Class Honors. CFA LEVEL I & Level II EXAMS -PASSED Dec 2007 - Jun 2008 Obtained FRM (Financial Risk Management) Certification Nov 2008 SKILLS • Analytical/Quantitative: Equity/Interest rate/credit modelling and derivatives pricing; statistical analysis. • Finance: CFA/FRM certifications; demonstrated good understanding of derivatives in my role at Credit Suisse. • IT Skills: C++, R, Matlab, VBA, Bloomberg, Excel. • Professional/Leadership: Experience of working at Credit Suisse as the Product Control Team Lead for Convertibles and

Equity Derivatives clusters since May 2009; Promoted to Assistant Vice President in December 2010. • Languages: Fluent in spoken and written English and Hindi. WORK EXPERIENCE Quantitative Analyst Intern, Culter Trading Group, San Francisco May 2012- Present • Developing and backtesting quatitative trading strategies in Matlab and R. Associate Intern, Quantitative Analytics Research Group, Standard & Poor’s, New York Oct 2011- Jan 2012 • Performed the validation of CDO pricing model components using Matlab and C++. Industry Project, Equity Derivatives Trading Desk, Natixis, New York Aug 2011 – Oct 2011 • Worked closely with a senior trader and researched the equity derivatives based hedging solutions for variable annuities. CREDIT SUISSE, SINGAPORE Jul 2007 - Feb 2011 Product Controller: Equity Derivatives (Proprietary and Flow)/Convertibles Clusters

• Gained and demonstrated good understanding of the following wide range of equity, fixed income and credit derivatives that are actively traded on the books by traders in London, Hong Kong and Tokyo.

o Equity vanilla and barrier options, Equity Variance swaps, Dispersion trades , FX Forwards, FX options, Credit default swaps, Credit Linked Loans/Notes, Convertible bonds, Callable Asset swaps, Asset Swap Call Options (ASCOTs), Interest rate swaps and Total Return swaps.

• Awarded AAA (the highest possible rating) performance rating for three consecutive years for outstanding performance in 2008, 2009 and 2010.

Roles and Responsibilities at Credit Suisse • Analyzed risk, market behaviour and trading strategies and provided commentary on revenues generated by traders by

relating Profit/Loss on the books to market events and risk parameter movements. • Performed independent valuation of trading portfolio and worked with the trading desk to resolve valuation issues.

TAN, Ji 1716 Delaware Street, Berkeley, CA 94703, USA

Mobile: 510 754 2123 | Email: ji_tan@mfe.berkeley.edu

WORK EXPERIENCE Goldman Sachs Asset Management, Summer Analyst (London) 10-12/2011

Implemented and improved a key asset-allocation strategy used in the firm: a risk-based optimization model with multiple layers of constraints and tactical tilts Constantly interacted with portfolio managers to design the report: used various data illustration techniques; developed the system so that client can readily run the report from the user end: pushed a few thousand lines of code into production

Towers Watson, Research Analyst, Pension Consulting (Wuhan, PRC) 10/2009-12/2010 Led the research team of 10 people, selected projects listed blow

Watson Wyatt (merged into Towers Watson in 2010), Junior Research Analyst 07/2008-10/2009 Fixed Income: Constructed pension discount rate curves with Svensson, spline, Salomon Brothers model, etc, improved robustness in curve fitting; Developed a neural network (ANN) model to infer credit spreads in emerging markets; Decomposed UK corporate A/AA bonds credit spread with Leland – Toft model Longevity & Life Insurance: Quantified historical mortality trend and variation with GLM/GLMM, simulated future mortality rates with stochastic models; Explained dramatic divergence among OECD countries in pensioner life assumptions Risk & Financial Economics: Estimated the default probability of a pension scheme in its lifetime; Collected defined benefit pension data from Survey of Income and Program Participation (SIPP); Forecasted the dynamics of overall DB liability; Evaluated 2008 financial crisis’ impact to M&A market

EDUCATION University of California at Berkeley, Haas School of Business (California) Master of Financial Engineering 03/2011-03/2012

1st Place, IAFE Annual Academic Competition 11-12/2011 Member of the winning team of 6, topic on Sovereign Risk. We introduced a structural model with two agents and multiple decision features Applied Finance Project: The application of Principle Component Analysis to Portfolio Construction problems. Advisor: Professor Hayne Leland Improved the stability of mean-variance optimization, and decomposed asset classes into economically meaningful and manageable parts to allow better control over the portfolio Research Project: The Effect of Fed’s Quantitative Easing on Stock Volatility Introduced a new asymmetric CEV model to model volatility, and used event analysis to predict the magnitude of a possible jump of VIX after QE2 ends in Jun 2011

Peking University, School of Mathematical Sciences (Beijing, PRC) BSc. Probability and Statistics 09/2004-07/2008

Research Topics: multivariate time series regression in FX market; fractional Brownian motion (fBm) in computational biology

Chinese Mathematical Olympiad 2003, 2004 Member of Chongqing team, won 3rd prize in 2003 and was directly admitted to Peking University

SKILLS & INTERESTS Matlab, C/C++, Office; other proprietary language Badminton, table tennis, shuttlecock and sing

Hadria WONG 519 Valley St San Francisco CA 94131

Phone : (US) +1 (415) 299-7348 Email : hadria_wong@mfe.berkeley.edu

LinkedIn: http://www.linkedin.com/in/hadriawong

E D U C A T I O N

Mar 11 - Mar 12 UNIVERSITY OF CALIFORNIA AT BERKELEY – HAAS SCHOOL OF BUSINESS Berkeley, CA, USA • Master of Financial Engineering – MFE GRE Quant: 800/800 Selected Coursework: Financial Economics, Stochastic Calculus, Econometrics, Derivatives:

Economic Concepts & Pricing, Computational Finance, Fixed Income, Equity & Currency Markets.

Sep 08 – Jun 09 EDHEC BUSINESS SCHOOL Nice, France • Master of Science in Capital Markets (With EDHEC-Risk Institute) Thesis: “The Secondary Market for Hedge Funds: Illiquidity Discount and Price Approximation using

Managed Accounts” Sep 05 – Jun 07 • Master’s in Management (Grande Ecole Programme)

Dec 08 Chartered Financial Analyst (CFA) – Level 1

Sep 03 – Jun 05 COLLÈGE STANISLAS Paris, France • Classe Préparatoire: 2-year intensive program in advanced Mathematics & Physics.

W O R K E X P E R I E N C E

Oct 11 – Jan 12 BNP PARIBAS CIB London, UK Fixed Income Structuring (Currency, Strategy and Inflation Derivatives), Intern

• Developed FX global macro systematic trading strategies, focusing on long volatility signals. • Built a back-testing platform using VBA and a proprietary scripting language. • Implemented optimal FX hedging strategies minimising costs for external Private Equity clients. • Assisted Inflation desk, performing ad-hoc research and hedging analysis.

Oct 09 – Apr 10 TRADITION SECURITIES AND FUTURES Paris, France Secondary Market Hedge Fund Trading, Intern

• Developed proprietary models to price illiquid hedge fund shares eg. Option Based, Relative Value. • Performed research & data analysis, identified investment opportunities. • Implemented pricing tools and automated pricing & analysis processes using VBA & Bloomberg.

Jan – Jul 08 HSBC ALTERNATIVE INVESTMENTS LIMITED London, UK European Hedge Fund Research, Intern

• Performed quantitative and qualitative research on hedge funds. • Carried-out complete due diligences: meeting, writing & presenting to the Research Committee.

Jul – Dec 07 HSBC PRIVATE BANK Paris, France Special Investors Group - Advisory, Intern

• Managed day-to-day relationships with clients and managed portfolios alongside advisors.

K E Y S K I L L S

• Strong analytical skills: Analysed hedge funds and prepared due diligence reports. Conducted FX hedging analysis for Private Equity client.

• Creative and practical mind, result-driven: Developed systematic FX trading strategies, as well as innovative pricing models for illiquid hedge fund securities.

• Strong communicator, client focused: Was asked to replace investment advisors and handle their clients after just a few weeks of internship.

Languages English (Fluent), French (Native), Spanish (Conversational)

IT skills MATLAB, R, CVX, C++, VBA, Microsoft Office Suite, Bloomberg, MPI Stylus

A C T I V I T I E S

Apr 06 – Apr 07 EDHEC STUDENTS’ UNION – President Member of the Board of EDHEC Business School & EDHEC Alumni Society (Students’ Representative).

Dec 05 Charity: Raised funds for the AFM (French Muscular Dystrophy Association) by cycling from Nice to Paris (700 km) with fellow students of French Grande Ecoles.

1994 – 2000 Swimming, Triathlon: Several national junior titles (Mauritius).

Hobbies: Sports (Swimming, Tennis, Soccer), cooking (mixing French and Mauritian recipes) and travelling (recent destinations: Greece, Germany, USA, Martinique, India).

MICHAEL YINGMENG WU Address: 43098 Mayfair Park Terrace, Fremont, CA 94538 Email: m_wu@mfe.berkeley.edu, Phone: 510-847-9815

US Citizen

EDUCATION Master Of Financial Engineering March 16, 2012 Haas School of Business, University of California, Berkeley

Projects: o Foreign currency trading strategy based on alpha forecast with CCI and real interest rate gap. o Structuring and Pricing of Himalaya-like Equity Linked Note with simulation techniques o Analysis of the effects of Quantitative Easing on market volatility with econometric models. o Hull-White reduced-form model and Merton structural model in CDS valuation.

B.S. Electrical Engineering And Computer Science 2006 University of California, Berkeley

Minor: Music

SKILL SET Finance:

o Passed CFA Level 1 Exam o Experienced in portfolio rebalancing and analysis. o Banking activities and bank valuation models o Strong knowledge in financial economics, asset pricing,

risk management, fixed income market, and credit risk o Basic Bloomberg proficiency

Quantitative o Professional experience in analyzing large data sets to

estimate population parameters o Regression analysis and various econometric models o Monte-Carlo simulation with variance reduction o Developed models and algorithms for real world application

Programming: o Extensive experience in Matlab, S+, and Perl o Solid knowledge in C++ and R o Foundations in C, Java, Unix Shell Script, Expect, R, and

VBA Interpersonal:

o Extensive professional experience in team oriented projects

o Thrive in multi-tasking environment o Great at facilitating team cohesion o Excellent communication and writing skills o Experienced in executive presentation o Versed in client-vendor relationship

EXPERIENCE Moody’s Analytics, Inc. San Francisco, CA

Research Associate Intern 2011-Present o Constructed an intuitive and parsimonious quantitative valuation model of bank holding companies with factors

composed of banking activities and attributes. o Applied regression analysis to identify the most significant contributors of BHC valuation. o Utilized financial statements, market prices, and RiskCalc input data in research and analysis. o Assessed long-run shareholder value creation through correlation study, group ranking analysis, and portfolio

analysis of BHC equity return. o Conducted weekly meetings with managing director, and an hour-long final presentation to entire department.

Atlas Capital Advisors, LLC. San Francisco, CA Quantitative Portfolio Analyst 2011 o Helped to develop and improve a proprietary equity portfolio rebalancing/optimization strategy. o Improved new trade position and size constraints for portfolio rebalancing. o Implemented features to take active management and client specific positions on top of optimization routine.

Apple, Inc. Cupertino, CA iPad Electrical Engineer/System Integrator III 2009-2011 o Was one of the pioneers of the iPad and the iPad 2 hardware designs. o Led effort to architect and implement iPad proximity sensor electrical design and detection algorithm. o Developed environmental desensitization compensation mechanism and algorithm for proximity sensor. o Designed test methodology and statistical analysis for aspects of production and design validation. o Led and bridged cross-functional teams in tackling show-stopper issues. o Drove cooperation with strategic business partners, and traveled frequently. o Frequent presentations and interactions with senior executives. o Inventor on patent.

Pro Server Electrical Engineer/System Integrator II 2006-2009 o Technical Lead of RAID system in Xserve and MacPro. o Main logic board designer for Apple’s final generation Xserve.

OTHER Other Academia: Berkeley Wireless Research Center, Columbia University Graduate Distance Learning Program Affiliations: International Association of Financial Engineers, Alpha Phi Omega National Service Fraternity Languages: English, Mandarin Chinese Music: Certificate of Merit in Piano Advanced-Panel and Panel Honors, Symphony Percussion, Drums

BLAIR ZHANG Phone: +65 97409643 Email: blair_zhang@mfe.berkeley.edu

PROFESSIONAL EXPERIENCE

HSBC, Singapore 04/2012 – Present

Global Markets FX Trading, Trading Graduate Trainee

Make market of SGD and SGD cross spot deals up to 10mio

Quote prices for SGD and SGD forward/swap deals

Manage and execute daily swap funding ave. 500mio per day

Developed a model to assess order books and market positions - used by global Sales and Trading teams daily

Developed a Forward/Swap pricing, relative value analysis, and order management model for trading teams globally

Wrote and disseminated daily rundowns and real-time commentaries to Sales and Trading

Booking and BO reconciliation of trades, P&L reporting

Familiar with Reuters Dealing and Matching, Bloomberg

CREDIT SUISSE, HONG KONG 10/2011 – 01/2012

Global Markets Equity Derivatives Structuring and Sales, Associate Intern

Originated and launched globally: a multi-asset class strategy based on the efficient frontier concept

a cash-like product providing stable returns and access to multi-asset classes

Produced sales presentations, conducted market research and prepared client newsletters

CREDIT SUISSE, SINGAPORE 07/2008 – 03/2011

Fixed Income Market Risk, Analyst

Led the risk analytics team for Asian emerging markets’ fixed income products

Key person-in-charge in multiple bank-wise system migration and valuation model development projects

Wrote commentaries on the desks’ risk positions on a daily basis

EDUCATION

UNIVERSITY OF CALIFORNIA, BERKELEY – HAAS SCHOOL OF BUSINESS 03/2011- 03/2012

Master of Financial Engineering, GPA: 3.76/4.00

Thesis: “Risk On, Risk Off: Correlation between the Currency Market and Other Asset Classes”

Selected Projects: “Currency Trading with Yield Curve Signals”

“Asset Allocation with Economic Regime Shifts”

“Technical Trading in the Chinese Stock Market”

“Pricing and Hedging Exotic Basket Options on Energy Assets”

NATIONAL UNIVERSITY OF SINGAPORE 08/2004 - 06/2008

Bachelor of Science in Quantitative Finance (Hons.), Minor in Business Management

Thesis: “Using Normal Inverse Gaussian Distribution to Price Synthetic CDOs”

Honors: Full Academic Scholarship from Singapore Ministry of Education, Dean’s Lists

Membership: Road Relay (Captain), Guitar Ensemble (Lead Accordionist)

NANJING FOREIGN LANGUAGE SCHOOL 09/1998 - 12/2003

High School Diploma

Awards in the National Mathematics, Physics, Chemistry Olympics Competitions

ENTREPRENEURSHIP

SINGEAT PTE LTD (www.singeat.com) 07/2007 – 12/2008

Co-founder of the First Chinese dining guide in Singapore

Secured 10 paying restaurant members within the 1st month and achieved breakeven within 6 months

Launched country-wide Ez-eat membership cards

CERTIFICATIONS / SKILLS

CFA Chartered Financial Risk Manager (FRM®) VBA Matlab

Fluent in English Native Mandarin Speaker

HOBBIES

Accordion Performance (since the age of 5; held several recitals)