Prabin Adhikari received his undergraduate degrees in Physics and Mathematics from St. John's University, and went on to complete a Ph.D. in Physics from the University of Maryland. At Maryland, he was a member of the Joint Quantum Institute, where he conducted theoretical research on the applications of superconducting circuits in the field of quantum information and quantum simulation. In collaboration with his colleagues, he proposed a novel technique to create a significant system exhibiting strong local three-body interactions that are normally very weak. Prabin also addressed the challenges of interfacing an ion to a superconducting circuit for quantum information processing. He has coauthored four scientific papers, one of which resulted in a patent application. While in graduate school, Prabin developed a strong interest in finance through self-study, and decided that a career in finance would be intellectually and experientially rewarding. Prabin is also very passionate about aviation and spends a lot of time training on his home made flight simulator. He is an avid reader, and enjoys swimming and tennis.
Qiuyi Chen graduated from the National University of Singapore with dual degrees in Bachelor of Science (Honors) and Business Administration in 2013. Prior to joining the Berkeley MFE program, Qiuyi worked as a senior analyst at Goldman Sachs in the market risk management team, where she was responsible for market risk management and analysis of equity, commodities and credit products. She developed stress test methodologies for key trading strategies to incorporate new risk factors and also worked on validating pricing models for new products. With her background in mathematics, programming and finance, Qiuyi led a number of projects at the university, including portfolio optimization with top-down fundamental analysis/Black- Litterman model and Numeraire approaches for Asian option pricing with Matlab implementation. Her team won the Asia runner-up in DBS-SMU Quantitative Finance Challenge on barrier option pricing and risk management. Qiuyi is a CFA level III candidate. By joining the Berkeley MFE program, she intends to enhance her quantitative and programming skills and deepen her understanding of financial markets. In her spare time, Qiuyi enjoys tennis, hiking and calligraphy.
Ming Li Chew was awarded the ASEAN Scholarship by Singapore before attending the University of Chicago, where she graduated on the Dean's List with a B.A. in Economics. She co-authored a research paper investigating the macroeconomic climate surrounding Turkey's economic stabilization, which was published in the inaugural UChicago Undergraduate Business Journal. Upon graduation, she worked in the Equities and Commodities Derivatives Group at Maybank Investment Bank, where she assisted in the structuring and pricing of exotic derivatives. She then joined the Corporate Banking Loan Syndication & Risk Management team at Maybank New York, where she took sole ownership in structuring a pre-deal clearance for a syndicated loan. Having enjoyed her Time Series Econometrics and Speculative Markets classes at UChicago, she looks forward to sharpen her quantitative knowledge at the Berkeley MFE program and combine this with her people skills. She enjoys traveling, exploring new restaurants, playing the piano and reading.
Stephen Coetzee graduated from the University of Cape Town with a Bachelor of Business Science degree specializing in Actuarial Science. His final year research project gave him the opportunity to demonstrate his technical skills which he developed during his undergraduate degree as well as his natural ability to solve unique and complex problems. The project involved the Bayesian forecasting of English Premier League soccer matches using Dynamic Generalized Linear Models and yielded strong results for betting applications. Upon the completion of his undergraduate degree, Stephen worked at a technology company that provides a cloud based administration system for life insurance organizations from around the world. During his time there he was integrally involved in the building of models for the financial modelling of insurance policies, as well as the design and implementation of the system's Accounting functionality. Stephen has completed 14 Actuarial examinations through the Actuarial Society of South Africa, including two Fellowship series examinations, Enterprise Risk Management and Finance & Investment Principles. He aims to qualify as a Fellow member of the Society as well as a Chartered Enterprise Risk Actuary. Stephen is an avid soccer supporter and enjoys playing the sport as much as he does watching it.
Lei (Eric) Cui graduated from Wuhan University in 2013 with a Bachelor of Science degree in Economics and a minor in Mathematics. In college, he participated in the Citigroup Financial & IT Application Competition, in which his team won the national championship. As the core modeler in the team, Eric published his key findings in statistical arbitrage with TGARCH-Wavelet Neural Network on Quantitative Finance, an SSCI journal. After graduation, he joined the Risk and Financial Services department of Towers Watson, where he applied his quantitative skills in the research of yield curves, deferred annuities and target-date funds. To gain more direct investment experience, Eric interned at a hedge fund, where he helped develop statistical arbitrage strategies and event driven strategies. Eric has passed CFA level III and plans to achieve the charter in the near future. Through the Berkeley MFE program, he hopes to further sharpen his knowledge of quantitative finance. In his spare time, Eric enjoys playing soccer, table tennis and working out at the gym.
Huiyuan (Sophia) Dai earned a B.A. in Statistics and a B.S. in Material Science & Engineering from the University of California, Berkeley in 2015. During her undergraduate studies, she developed solid quantitative and statistical analysis skills. During her internship at HedgeSPA, a FinTech startup company in the Bay Area focusing on hedge fund and sophisticated products advisory, she developed a further interest about quantitative finance. During this internship, Huiyan applied her optimization and programming skills and helped write a white paper about using Black- Litterman model to optimize portfolio returns under "black swan" scenarios. Through the Berkeley MFE program, Sophia hopes to deepen her understanding of quantitative finance, sharpen her quantitative skills, and become a successful quantitative finance professional.
Alexander Damiani graduated from Florida State University in 2015 with a Bachelor of Science in Computer Science and a Bachelor of Business in Finance, along with two minors in Physics and Mathematics. He interned at J.P. Morgan Chase for two summers as an application developer where he worked on projects including redesigning business applications with financial packages in python and expanding existing Java-based web applications. Alexander led a five person team during his first summer internship at Chase whose goal was to develop a department-wide sharing and communication site. Alexander currently has two certifications: CFA Level 1 exam and the Java SE 7 Programmer I exam. Prior to the start of the program, he completed an industry project with three fellow MFE candidates in which they created a corporate bond pricing model taking into account the liquidity of the fixed income market. To prepare for the Berkeley MFE program, Alexander completed coursework in partial differential equations, numerical analysis, and statistics. He decided to pursue the Berkeley MFE program to further his understanding of quantitative finance in order to specialize and advance the financial and programming skills gained in his undergraduate degrees. In his spare time, Alexander enjoys running, playing the saxophone, and exploring new restaurants around town.
Russell Ding graduated with a Bachelor of Science degree in Risk Management from the Hong Kong University of Science and Technology, where he was trained in quantitative analysis and financial risk management. Upon graduation, Russell worked for Barclays Bank in Singapore as a graduate analyst under the Data System and Insights office. The role provided him an opportunity to build product knowledge on various exotic derivatives as well as other financial products. Additionally, he designed Macros and VBA programs to automate the existing processes. Russell joined the Berkeley MFE program in order to enhance his knowledge in quantitative finance and develop computational finance skills for further challenges in the industry. He is a certified financial risk manager and also a CFA level III candidate. In his spare time, Russell leveraged the skills developed during his time serving as a project manager to organize 2 charity events for graduates in Barclays Singapore. Also, Russell enjoys various sports and was the champion of Virgin Active HIIT Challenge in Singapore.
Konstantin Dragomiretskiy received his Ph.D. in Applied Mathematics from UCLA in 2015. His Ph.D. dissertation focused on creating a fully intrinsic and adaptive, variational method, the optimization of which yields a meaningful and cohesive multi- dimensional signal decomposition, achieving both spatial and spectral compactness. This method is becoming increasingly adopted in various scientific and engineering fields, providing over 50 citation sources in the interdisciplinary study of signal decomposition. Dragomiretskiy graduated magna cum laude with two Bachelor's degrees from UC San Diego, the first being a B.S. in Mathematics with high honors and a perfect major GPA, and the second a B.A. in Economics. Konstantin joined the Berkeley MFE program to focus his skills in mathematics towards the field of quantitative finance, and to apply his expertise in analysis and modelling to solve complex problems in finance. In his spare time, he enjoys tennis, gymnastics, soccer, weightlifting and swimming.
Zhongnan (Chandler) Fang graduated with a Bachelor's degree in Financial Engineering from Xiamen University in China, and received his Certificate of completion in Economics from University of California, Berkeley. During his studies at Berkeley, he and his team developed a new pricing model for RMBS by analyzing cash flow distribution and setting specific risk factors. He was also involved in researching insider trading and data manipulation, and published several papers on the subject in top journals. He previously interned at Bank of China International and Industrial Securities, where he worked on projects ranging from revise multi-factor model for stock selection to develop new strategy for quantitative trading. Zhongnan completed the CFA level I after his graduation. He joined the Berkeley MFE to deepen his knowledge in quantitative finance, and he looks forward to applying his expertise in data analysis and modeling to solve challenging finance problems. Additionally, Zhongnan is passionate about climate protection, and has delivered speeches about climate change in different countries through the years, including the 2014 Paris Conference on Climate Change.
Jinyu (Jimmy) Feng received a Master's degree in Management and a Bachelor's degree in Computing with First Class Honors from National University of Singapore. In his honors year thesis, he developed a big data analysis model to predict financial performance of IPO companies by using millions of LinkedIn profiles and Google queries. Prior to joining the Berkeley MFE program, he worked at the Risk and Analytics team of Barclays Capital as a graduate analyst, where he got the opportunity to work on a big data initiative to generate insights for Global Market business using Hadoop family technology. He also worked at Octopus Holdings as an investment associate and Monetary Authority of Singapore (Central Bank) as an economic modelling intern, where he further developed his corporate finance knowledge and analytical skills. Jimmy is also interested in entrepreneurship, and has co-founded a crowd-funding platform for celebrities. Jimmy is a CFA Level III candidate. In his spare time, Jimmy enjoys trading equities, playing poker, outdoor activities and community volunteering.
Robin Ferret attended ENSAE ParisTech (France) where he studied Applied Mathematics, Statistics and Economics. He will officially receive his Master's degree from ENSAE upon completion of the Berkeley MFE program. He also completed a BSc in Mathematics at Universite Joseph Fourier (France). Previously, he worked on an 8- month project with CREST where he focused on volatility estimation using parametric models (GARCH, ARMA, etc.). These estimations were then used to better predict Value-at-Risk in turbulent market conditions. In addition, Robin worked for Credit Suisse in London as a Structurer in Equity Derivatives. The daily tasks involved the pricing of complex derivatives products, trade idea generation, and development of VBA tools for automation. Robin also interned at Kepler Cheuvreux as Quantitative Analyst focusing on market microstructure and worked for 3 months at Credit Agricole in Industrial Research Department where he deepened his understanding of Corporate Finance. Robin joined the MFE program to gain exposure to the global markets and further enhance his qualitative and quantitative skills in financial practices. In his spare time he enjoys playing different sports such as tennis and soccer.
Yi Gao graduated from Tsinghua University, Beijing with a Bachelor's degree in Electronic Engineering. He then obtained a Ph.D. in condensed matter physics from the Institute of Physics, Chinese Academy of Sciences, with research focusing on quantum theory of electronic excitations in nanostructures. He later worked as a postdoctoral researcher at UCLA, where he developed novel multiscale quantum electrodynamics for nanoplasmonics, and exotic stochastic computational methods for million-atom quantum systems. In addition, Yi performed research in quantum nonequilibrium dynamics at UCSD. He is highly proficient in scientific modeling, programming, optimization, and data analysis. His outstanding research resulted in 13 peer-reviewed publications. Yi is now trying to apply his strong mathematics and programming expertise in quantitative finance. After completing the CFA level I exam, he joined the Berkeley MFE program to strengthen his quantitative skills and become professional in finance. Yi is also enthusiastic for new computing technologies and eager to add them to his skill-set.
Nessim-Sariel Gaon earned a Bachelor's degree in Mathematics from the Ecole Polytechnique Federale de Lausanne(EPFL). Upon graduation, he moved to HEC Paris to pursue his Master's degree in Managerial, and Financial Economics. . With his background, Nessim-Sariel possesses a wide set of skills in the different fields of mathematics, economics, finance, and management. Prior to attending the Berkeley MFE program, Nessim-Sariel interned at Oppenheimer & Co, where he used yield differentiation, spreads, and investment strategies to automate arbitrage on Closed-End Funds. Through his previous internships at DNG Trading USA LLC, Solent Freight Services Ltd, and Compagnie Bancaire Helvetique, Nessim-Sariel also gained experience in infrastructure development, wealth management, and private banking. In addition, he restructured The Finance Association at the EPFL and promoted it to become one of the most influential associations of the campus. In his spare time, Nessim-Sariel enjoys playing soccer, skiing, and learning new languages. Nessim- Sariel speaks French, English, and Hebrew fluently, and is proficient in Spanish.
Normane Gillmann attended ENSAE Paris Tech, where he studied Applied Mathematics, Statistics and Economics. He will officially receive his Master's degree upon completion of the Berkeley MFE Program. In June 2014, he interned at Société Générale where he was involved in the Global Coverage Team in charge of analyzing the credit risk based on financial statements as well as data monitoring a 600 client portfolio. He later focused on statistics and carried out a year-long project for the BNP Cardif. Normane and his teammates successfully built d statistical model-based algorithm that provides a new way to evaluate the Market Solvency Capital Requirement as part of Solvency II. He later moved to London where he joined the Royal Bank of Canada. Normane spent eight months in the Equity Derivatives Structuring team where he strengthened his programming skills and knowledge of the market by designing and pricing equity structured products for a large range of clients including corporations, institutions and private banks. He developed his programming skills by creating and optimizing a dynamic allocation index on cross-asset underlyings as well as some back test and basket optimization tools. During his spare time, he also enjoys playing soccer, fencing and listening to rap music.