Shailen Aggarwal graduated with a Bachelor of Engineering in Computer Science from the National University of Singapore (NUS). After graduating, Shailen interned as an equity research analyst at Maybank Kim Eng Securities, where he explored investment opportunities in the Indian retail sector while investigating macro-economic trends, conducting primary and secondary research, creating financial models and performing sensitivity analysis. In his final year thesis, he analyzed daily stock market data from multiple stock exchanges to identify the prevailing inefficiencies in the markets. Upon graduation, he joined the strategic consulting division at Ernst and Young (EY) as an analyst and was promoted to associate consultant within a year. During his tenure at EY, he worked extensively on entry strategy, financial analysis and business planning and was part of the core team for setting up business processes for various new insurance companies. He has passed 2 levels of the CFA exam and 1 level of FRM and is currently a CFA Level 3 candidate. He is also a member of Mensa International. In his leisure time he enjoys photography, scuba diving, travelling, Formula 1, and football.
Sumair Ajanee obtained his Bachelor of Science in Chemical Engineering with a Petroleum Engineering minor in May 2014 from the University of Calgary, where he established a strong background in calculus and the ability to apply mathematics and physics to real world situations. Throughout the summer terms and post-graduation, he worked as an engineer for several firms throughout the province of Alberta in Canada. In these roles, the primary responsibilities included managing plant expansions, creating numerical simulation models for new processes, and engaging with a diverse group of stakeholders. Throughout the design process, he always tried to determine inefficiencies for cost savings, and he also came up with a new design for oil sands upgrading, which was patented by Cenovus Energy. He also was part of a start-up company that provided engineering, procurement and construction services to several oil and gas firms throughout Alberta. In his spare time, Sumair enjoys playing hockey, cheering for the Calgary Flames NHL team and reading about Roman history.
Jason Becker graduated from Purdue University with a bachelor’s degree in nuclear engineering. He then joined the University of California, Berkeley earning a master’s degree in mechanical engineering where he studied plasma spectroscopy. During his time at UC Berkeley, Jason established excellent programming skills in Python and MATLAB. His master’s thesis focused on the effect of topological charge and the use of vortex beams for laser-induced breakdown spectroscopy. He developed an unsupervised learning algorithm to classify and sort collected data, and automated Boltzmann temperature analysis and electron density estimations through a convolutional Voigt fitting routine. He is passionate about machine learning and its applications to financial markets. Jason has conducted independent research utilizing reinforcement learning to identify arbitrage opportunities in cryptocurrency exchanges. In his free time, he enjoys playing soccer and softball, volunteering at dog shelters, and watching the Green Bay Packers.
After discovering his passion for trading a few years ago, Mark Black took on a trader role at Ocean View Capital where he traded equities and futures employing statistical arbitrage strategies. In 2011 Mark decided to start his own research company PivotScoop with another fellow trader and programmer. It was there that Mark started to learn to program in R, Python and Machine Learning while building the company from ground up. After exiting PivotScoop in 2014, Mark decided to re-dedicate his focus back to his original passion, trading for a boutique fund TN&Associates. He has since successfully built various Machine Learning models ranging from supervised learning to deep learning models in order to consistently outperform the S&P500 benchmark index since 2015. For his Udacity Machine Learning Nanodegree capstone project, Mark examined the price of BTC and a variety of factors using a Regressor Neural Network, supervised learning algorithms like AdBoost, KNN, SVM classifiers. Mark earned his Bachelor degree in Literature/Creative Writing at the University of California, San Diego. Upon graduation, he worked as a Store Systems Integrator in Information Technology for Whole Foods Market, where he led a project based team responsible for new store development. In his spare time Mark is an avid tennis player and surfer.
Li Cao obtained his Bachelor’s degree in Computer Science from the National University of Singapore, where he built a strong foundation for programing and problem solving skills. During his undergraduate studies, he focused on coursework in machine learning and data science, and gained experience in applying data analysis skills through practical projects. Upon graduation, he joined Deutsche Bank as a graduate analyst. He utilized natural language processing techniques to analyze text patterns for email classification. He also worked on developing automated reporting tool. He learned a lot more about financial services industry, and became interested in finance. Within one year, he passed CFA level 1 and level 2 exams and both parts of FRM exams. He subsequently joined United Overseas Bank to to research and develop quantitative trading strategies on the trading desk. He developed statistical arbitrage trading strategies using Kalman filtering and machine learning techniques. During this period, he deepened his knowledge in statistics and econometrics, enhanced his understanding of the markets and further honed his python development skills. Li has also obtained Certificate of Quantitative Finance, through which he was trained in mathematical finance and learned quantitative models and methods for financial markets. In his spare time, Li enjoys travelling and reading.
Yiran Cao graduated from the University of Waterloo in 2016, where she received a Bachelor of Mathematics degree with double major in Mathematical Finance and Actuarial Science. Prior to joining the Berkeley MFE program, Yiran worked as an Actuarial Associate in the Model Risk Management department at Manulife, the largest insurance company in Canada, where she provided effective challenges on the modeling methodologies, assumptions and the technical soundness of various insurance product models. She enhanced the existing model risk quantification process and wrote Python and SQL scripts to replicate projected cash flows for model reconciliation. Due to her analytical and quantitative skills, she was awarded Q2 2017 Star of Excellence among all global Risk Management departments at Manulife, out of more than 400 employees across Canada, U.S., and Asia. While pursuing her degree, Yiran participated in the Co-operative program where she completed five internships in the finance and insurance sectors. During her internship at the Global Asset-Liability Management department at Manulife, she optimized the asset selection and transaction process using R programming to improve the efficiency by 40%. Yiran has an Associate of the Society of Actuaries (ASA) designation, and has passed the CFA level II exam. In her spare time, Yiran enjoys soccer and puzzles.
Rodney Chabuda received his Bachelors degrees in Actuarial Science and Mathematical Statistics in 2010, and an Honours B.S. in Advanced Mathematics of Finance in 2011 from the University of the Witwatersrand in South Africa. Rodney’s research project was in analyzing the impact of choice of volatility surface in pricing forward starting variance swaps. In 2012, Rodney joined Barclays Africa in Johannesburg as an analyst providing quantitative support to the trading desks. In 2013, after a three-month internship at Barclays in London working on quantifying the impact of OIS discounting and multi-currency CSAs on the ZAR rates derivatives portfolio, Rodney was hired by the Fixed Income trading desk as a junior trader. He rose to manage the interest rate derivatives and inflation books with over $60m in RWAs. In late 2017, after four years of trading, Rodney moved to Citibank in Johannesburg to run the ZAR Government Bond trading book servicing local and international financial institutions. Rodney enjoys playing soccer and boxing in his spare time.
Sifan (Josh) Chen graduated from the University of Minnesota with a Bachelor's degree in Actuarial Science After graduation, Sifan worked at Swiss Re America Holding Corporation as an Associate Actuarial Analyst on life reinsurance side. During this work experience, Sifan mainly focused on analyzing business trend and explaining gaps between expected and actual business performance, sensitivity testing and duration calculation on different actuarial and insurance assumptions to identify important factors for different business, and using SQL to improve certain working process. He also worked at American Family Insurance as a product management intern, during which he used VBA to create a macro to automation the data calculation and formatting process, used Access and Excel to analyze products' data and provide takeaways, and created a user-friendly SharePoint site that contained competitors' information from pricing, product and underwriting prospective. In his spare time, Sifan enjoys basketball and photography.
Tiangang Chen received a B.S. in Mathematics and B.E. in Economics from Peking University in 2017, where he gained a foundation in math, finance and programming. In his thesis, Tiangang explored statistical arbitrage strategies for China’s futures based on cointegration approach. He also completed a research project on dynamic interest rate models. Tiangang interned at the macro hedge department in Full Harvest Asset Management, where he investigated the predictive power of fundamental factors to the returns of the futures, and designed quantamental strategies accordingly. He also interned at the equity research department in Greenwoods Asset Management, where he tested trading algorithms including VWAP, TWAP, and further sharpened his quantitative skills. Prior to joining the Berkeley MFE program, he worked as a full-time quantitative researcher in DeepX Capital, where he was responsible for developing systematic trading strategies based on machine learning. He constructed a pool of more than 400 fundamental and technical features, applied LASSO, random forest, and so on to generate trading signals and further enhanced strategy performance with portfolio optimization. Tiangang passed CFA level I with straight A’s in ten topics. In his spare time, Tiangang enjoys working out and playing Go, with which he became 3rd Dan player when he was 10.
Adrien Cohen obtained a Bachelor’s Degree in Applied Mathematics from Paris- Dauphine University in 2014, and graduated with honors from EM Lyon Business School with a Master of Science in Management in 2016. Adrien has a background in Fixed Income Markets from his experience working at Societe Generale in the London and Paris offices. As a Short Term Interest Rate Derivatives Trader, he actively managed the Scandinavian Swap trading book in Rates and FX for products up to 2- year maturity. Adrien has produced strong risk-adjusted returns, increasing the trading book value by more than 200% in 2017. He developed trading strategies in the Forward-Forward Cross Currency and FX Swap markets in addition to automatic global macro rates strategies using central bank monetary policy meeting outcomes and economic data. Prior joining SocGen in London, Adrien was part of the Fixed Income Solution Sales team in Paris, covering French largest institutional clients. Selling a wide range of Fixed Income products from Cash Bonds to exotic derivatives like CMS options or inflation swaps, he has been able to develop his knowledge in Rates and Credit markets. Adrien developed his passion for financial markets while joining Covea Finance, a French asset management company with more than €90Bn AUM. Part of the Quantitative Research team, he worked on several quantitative projects on Equity indexes, using Matlab and R. He looks forward to deepening his knowledge of financial markets in the Berkeley MFE Program.
Jiahao Deng graduated from Peking University with a dual Bachelor's degree in Environmental Science and Economics in 2016. After the one-year Master of Finance Program at Tsinghua University, Jiahao further developed a solid foundation in quantitative methods and a great passion for quantitative finance. Jiahao interned with Gfund Management Co.,Ltd. in China as a part-time quantitative researcher. He was responsible for developing alpha factors and CTA trading strategies for a FOF project. He also co-authored a research paper that applies a machine learning approach to improve the risk management model for stock index futures. In June 2017, Jiahao joined MSCI’s Pricing team in Beijing as a model validation intern. At MSCI, Jiahao designed and revised validation tools in Python and MATLAB to evaluate the pricing and risk models for structured products and credit derivatives. He was also responsible for creating sale-force replication tools for multiple asset classes and risk statistics. Jiahao is a CFA Level III candidate. In his spare time, he enjoys travelling and cooking.
Linchen (Eveline) Dong obtained her Bachelor’s degree in Applied Mathematics with honors in Phi Beta Kappa and Bachelor’s degree in Business Administration with honors in Beta Gamma Sigma from the University of California, Berkeley. Prior to joining the Berkeley MFE Program, Eveline worked in both the equity derivatives trading team and the FX Corporate Sales and Structuring team at Citigroup. During her time at Citi, Eveline initiated several projects on trading and client servicing efficiency in order to identify and reduce unnecessary costs. She developed automated efficiency analysis using her programming skills so that the trading and client servicing activities of her team could be monitored on a daily basis. Her day-to-day duties included pricing and quoting structured FX products as well as several FX indication rates for a large number of clients. Before joining Citi, Eveline also interned at Strategic Investment Solutions (now Verus Advisory) as an investment consulting analyst, where she worked extensively with various investment managers in order to build the most appropriate portfolio for the firm’s pension fund clients. In her spare time, Eveline enjoys traveling, photography and reading. Besides English and Chinese, she also speaks conversational French and German.
inlu Dong received her Bachelor’s degrees in Statistics and Economics from UC Berkeley, where she also cultivated a strong foundation in finance and computer science. Upon graduation, she joined Visa Inc. in Foster City as a data analyst where she conducted quantitative analysis for the Decision Analytics group. Specifically, she implemented machine-learning techniques such as regression, decision tree and twinning to empower digital marketing campaigns. She also devised growth and life cycle management strategies for consumer credit products through tools like recommender system for cardholder spending lift. Later on, at UnionPay Advisors, as a data product manager, she led merchant-oriented product development and launched multiple innovative data products like Location-based Commerce Network by applying statistical methodologies like Bayesian Inference, Boosting Algorithm and Test Mining. Additionally, she offered analytical consulting services to major Chinese banks to design proactive line increase program, profile customer-spending preference and predict cross-border transaction tendency. In her spare time, Xinlu enjoys dancing, travelling and snowboarding.
Jerry Fan graduated from the University of Toronto with a Master of Engineering in Industrial Engineering degree after receiving a Bachelor of Applied Science in Engineering Science. During his undergraduate studies, Jerry was involved with various projects such as his capstone project on minimizing tracking error of a portfolio and its benchmark. For his undergraduate thesis, Jerry developed and proposed the Advanced Measurement Approach methodology in quantifying operational risk as per Basel II to the one of the D-SIB banks in Canada. Prior to joining the MFE Program at Berkeley, Jerry worked as a Quantitative Audit Analyst at BMO Financial Group, where he executed deep-dive audits and assessed various pricing, wholesale credit and market risk models throughout the Bank, as mandated by regulatory agencies such as OSFI, Fed, and OCC. Jerry has also accumulated a breadth of internship experience through his work as a back-office market risk analyst at the Ontario Financing Authority and a front-office natural gas marketing analyst at Suncor Energy’s natural gas trading floor. During his spare time, Jerry enjoys attending performances by local orchestras and watch critically acclaimed movies and TV series.
Yuecan (Edward) Fan graduated from Northeastern University, Boston, with a B.S. in Computer Engineering and minors in Computer Science & Mathematics in 2016. While pursuing his degree, Edward participated in a co-operative program where he completed two internships in quantitative finance. During his internship with Credit Suisse HOLT’s Model Development Group in Chicago, he focused on the calibration of the market-derived discount rate by multi-linear regression analysis and data cleaning through SQL & R programming. He also built and used analytic tools to mine the HOLT database to derive insights and fulfil ad-hoc client requests. While working with State Street Global Advisors’ Equity System & Modeling team in Boston, he conducted quantitative research for portfolio managers by portfolio constructions across a broad range of investment approaches including time-series risk analysis, the tradition of Brinson-style attribution pinpoint and factor-based performance attribution. He also conducted daily tests and enhancements on the existing trading system. Prior to joining the Berkeley MFE program, Edward led a team to manage a million USD cryptocurrencies portfolio in Chongqing. He created a scorecard for valued ICO selections and invested in several well-performed ICOs such QTUM and EOS. In his spare time, Edward enjoys reading, traveling, cooking, playing badminton, and running.