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Master of Financial Engineering Program

First-Person

Jérôme Dont

Juntao Fang

Juntao Fang graduated from Boston University with a Master’s degree in Mathematical Finance and earned his B.A. in Finance at Shanghai University of Finance and Economics. During his graduate studies, he developed a solid foundation in mathematics, stochastic calculus, derivatives pricing and numerical methods. Prior to joining the Berkeley MFE Program, Juntao interned at various financial services companies. He mainly focused on developing factor-based models, using both fundamental and technical factors to develop alpha strategies and back-tested them using historical data to achieve excess returns. At Boston University, he worked on several projects, including utilizing optimal control and DPE to simulate a pairs-trading strategy, applying machine learning techniques like boosted tree based model (GBM, Adaboost, xgboost) to predict stock returns. He has also passed the CFA Level I exam. In his spare time, Juntao enjoys travelling, working out and, playing basketball

Kentin Le Faou

Kentin Le Faou

Kentin Le Faou completed a double masters’ degree in Banking and Finance at the Magistère Banque Finance from Panthéon-Assas University in 2017, and will graduate from the Master in Applied Mathematics of Centrale Paris upon graduation from the Berkeley MFE Program in 2018. He previously interned twice at HSBC Paris - first as a fixed income analyst in charge of the offshoring of the STP activity in Manila and Kuala Lumpur and the implementation of a new STP process, then as a trader assistant in charge of the pricing of exotic rates and derivatives products with stochastic volatility models. He recently worked as a quantitative analyst for BNP in Paris conducting research on stress test scenario definition and likelihood using Bayesian Nets with applications and limitations on synthetic and real portfolios. During his time at Panthéon-Assas he was at the managed the trading of the Assas Finance Society and organized the conference “The Influence of Low Rates in the Financial Industry.” He was also the delegate of the 2018 Class in Centrale Paris. In his spare time, he enjoys playing golf, English boxing, and learning new computer programming languages.