Laurent Morrissette-Boileau completed his Bachelor of Science at Laval University in Canada where he studied Actuarial Science. During his undergraduate studies, he completed two internships: the first with IA Financial Group, a top Canadian insurer, and the second with Optimum Asset Management, where he developed an econometric model to explain US corporate spreads using R. He passed all five of the Society of Actuaries’ preliminary exams and the CFA Program Level I Exam. After graduation, Laurent joined Desjardins Securities as a quantitative analyst with the Fixed Income Sales & Trading team. Working closely with traders and salespeople helped him gain a keen understanding of fixed income market-making. During his time at Desjardins, Laurent implemented a term structure model for the Canadian yield curve in MATLAB and built a dynamic hedging strategy for corporate bonds using credit default swaps. He also worked on valuation models for fixed income derivatives with implementations in C++, Python, and VBA. Laurent is a science & technology enthusiast, a movie connoisseur, and a sports fanatic.
Conrad Ng graduated from the University of British Columbia in 2017 with a Bachelor’s Degree in Engineering Physics and a minor in Honors Mathematics. Trained in numerical analysis statistics, and various programming languages, he applied his quantitative skills in working on plasma compression and stability simulations at General Fusion, a private company designing and testing nuclear fusion reactors. Conrad advanced his machine learning skills through an ultrasound time-series imaging research project to classify cancerous tissue with a support vector machine and radial basis function kernel in Python and MATLAB, developing a cross-disciplinary theory relating the physics and biology of ultrasound cancer imaging. He furthered his experience by taking several online courses in econometrics, investment strategies, portfolio management, corporate finance, and machine learning. Conrad is highly interested in fintech, data science, and machine learning. In his free time, Conrad enjoys playing ultimate frisbee, badminton, violin, and hiking.
Pierre-Yves Parisy attended Paris-Dauphine University as a double diploma with Ecole Centrale Paris where he studied Applied Mathematics, Statistics, Economics and Management. He will officially receive his Master's degree upon completion of the Berkeley MFE Program. Pierre-Yves has previously interned for one year at Société Générale CIB in Tokyo, where he worked in the structuring team. He was responsible for the daily computation and analysis of SG indices linked to variable/fixed annuities products sold in Japan, managed the reinsurance amounts for these products (GMAB / GMDB), and analyzed and developed new strategy indices. He also developed VBA tools to optimize operational tasks. Pierre-Yves is deeply interested in the application of data science to finance. He is currently working on a research project to study the correlation between sovereign bonds and inflation-linked bonds in order to improve the hedging model of inflation-linked bonds. Pierre-Yves enjoys travelling and discovering new cultures. In his spare time, he enjoys reading and is interested in political philosophy and history.
Salman Khan Pathan completed his Bachelor's degree in Computer Science and Engineering from the Indian Institute of Technology, Bombay. Upon graduation, he worked at Deutsche Bank in the fixed income and currencies division, developing business analytics for the listed derivatives business. During his tenure, he worked with sales and risk management functions covering Australia, Singapore, and London. He also developed financial models used for portfolio pricing, profitability analysis, and risk management. Salman also worked with execution sales in New York to provide analytics on options trading strategies in the debt instruments. He achieved the FRM certification by GARP in January 2017. Salman is passionate about cricket and technology.
Vaibhav Pednekar graduated with a Bachelor of Technology in Mechanical Engineering from the Indian Institute of Technology Bombay. Upon graduation, he worked in a treasury consultancy firm and used Java, SQL and Object Oriented Programming to provide technical solutions to major Indian banks. He then joined Deutsche Bank as a trader assistant on their Exotics Equity Derivatives desk. His primary responsibilities at Deutsche Bank involved pricing structured products using Monte Carlo simulator and building tools for traders to better monitor the market parameters and their risks. He has cleared all three levels of the CFA examination. In his free time, Vaibhav likes to study and play poker and has winnings in both online and live games.
Pleingpart Pluangnuch received his Bachelor’s Degree in Petroleum Engineering with First Class Honors from Chulalongkorn University, Thailand. During his undergrad, he developed quantitative and programming skills through rigorous courses, projects and internships. After his sophomore year, he took his first internship at Chevron, working on sand control and erosional management project. He used VBA to perform Monte Carlo Simulations to improve the valve flow coefficient monitoring program. The following year, he completed a second internship at Chevron, focusing on analyzing the oil sand performance for potential reserve gain. Pleingpart developed a model using artificial neural network to predict the performance of oil sands in the Gulf of Thailand. The successful implementation of this project, earned him an Internship Project Award from the company. After graduation, he took a position at Chevron as a petroleum engineer where his main tasks involved production optimization, gas blending strategy, and infill-drilling projects. He has passed the CFA Level I exam and plans to complete all three levels soon. In his spare time, he enjoys reading and playing soccer.
Amrit Prasad completed his Bachelor’s in Chemical Engineering from the Indian Institute of Technology, Bombay. During his undergrad years, he interned at SBI General Insurance, where he created and proposed strategies regarding a Fourier Transform model that predicted stock price returns. This sparked his interest in the financial markets, which led to him joining Gravitas, a hedge fund consultancy firm. While at Gravitas, he was responsible for managing the end-to-end risk framework of a Global Macro hedge fund with AUM in excess of $ 10 Bn. He worked on calculating risk numbers (VaR, Expected Shortfall, Scenario Analysis), providing risk commentaries, detailing fund performance via market commentary, and managing any breaks in the entire process. He gained insight into how hedge funds manage their portfolios, the pricing/risk modeling of very diverse instruments from equities to credit default swaptions, and used VBA extensively. He later joined a methodology team at Credit Suisse where he worked on developing models to calculate the default risk charge for the upcoming FRTB regulations of Credit securitized and non-securitized portfolios. He learned how to work with large data sets (data cleaning, checking data quality, and coding techniques like parallelization), translating regulatory constraints into valid model assumptions, and used R and VBA extensively. Amrit likes to play Badminton, watch cricket games and study philosophy in his spare time.
Jing (Lily) Qi obtained her Bachelor’s degree from the University of Waterloo in 2015 with a double major in Computational Mathematics and Actuarial Science. As part of her degree requirement, Lily joined the co-operative program and completed several internships in both Canada and United States. During her last study term, Lily participated in a research project and worked on pricing European options using partial differential equation methods on a GPU system. Upon completion of the project, she was able to apply her knowledge of linear algebra, financial modeling, and C++ programing to real world problems. Prior to joining the MFE program, Lily worked as an actuarial analyst at the Royal Bank of Canada Insurance for two years, where she was responsible for implementing a segregated fund cash flow model, creating stochastic pricing model, and developing new wealth products. She has completed all of the requirements for the Association of the Society of Actuaries, and has been an ASA member since March 2018. Lily has passed all three levels of the CFA Program and will be awarded the charter upon completion of the required work experience. In her spare time, Lily enjoys cooking at home and travelling around the world.
William Shi studied Mathematics, Economics, and Computer Science at the University of California, San Diego, finishing with a B.S. in Mathematics and a B.S. in Economics. Post-graduation, William has held positions in research at Research Affiliates, quantitative investment management, and in risk management at Pacific Alternative Asset Management Company, a fund of fund. He has also held positions in research at the Office of Financial Research, the U.S. Treasury, and the Financial Industry Regulatory Authority (FINRA). The technical aspects of these roles involved implementation and research of risk analytics from surveys of academic literature and processing of high volume market data. Code development was done in Matlab/Python/R, and large data sets (TRACE, TAQ, EBS/Brokertec) were managed in distributed environments. These roles also demanded both depth and breadth of finance knowledge to communicate with research academics and policy makers. William is a certified FRM and a CFA level III candidate. In his spare time William enjoys traveling, live music, basketball, and weightlifting.
Anurag Siroliya obtained his Bachelor’s and Master’s degree in Economics from the Indian Institute of Technology, Kanpur, and received the Academic Excellence Award, given to meritorious students of the institute. He managed his studies while working part-time for a US-based start-up, Design Economics LLC., as a statistical analyst. His role involved developing framework for providing purchasing recommendations associated with multi-product consumption problems by applying microeconomic and statistical tools. In his senior year, Anurag interned with EXL Services, where he underwent training in SAS & Excel VBA, and, subsequently, applied those skills in a text-mining-based project. Upon graduation, he joined the Consumer Banking business of Citigroup, where he leveraged his strong analytical capabilities & advanced machine learning skills (Random Forests, PCA, etc.) in high-priority data-driven initiatives pertaining to North American retail credit cards. In his leisure time, Anurag indulges in cooking, watching psychological thriller movies, and reading classic novels.
Thibaud Sor received his undergraduate degree in Applied Economics and Financial Engineering, and his Master's degree in Banking, Finance and Insurance from the Université Paris-Dauphine. He previously interned at Société Générale in London for one year with the Equity Derivatives Pricing and Structuring team where he handled the pricing of complex equity and hybrid derivatives products using Monte-Carlo and Least-Squares Monte-Carlo, generated trade ideas with Salesforce, and computed regulatory simulations and back-tests. Prior to this, Thibaud interned as a support analyst at Varenne Capital, a Paris-based hedge fund, working with the portfolio managers and automating the calculation of metrics. He also sharpened his analytics and corporate finance skills when he produced corporate and macroeconomic analyses. Thibaud’s main hobbies include cooking and sports, in particular tennis and horseback riding.
Jack St. Clair graduated from the College of the Holy Cross in 2015, earning a Bachelor of Arts in Mathematics and Economics. During his studies, Jack captained the baseball team and was twice named to the CoSIDA Division 1 Academic All-District team, which spans the Northeast region. Jack comes to the Berkeley MFE from Bridgewater Associates, where he worked as both a derivatives trader and a lead trade support associate. While there, Jack built Excel-based tools with the help of VBA to automate many aspects of the job and studied the pricing of different financial instruments including credit-risky bonds, inflation-linked bonds, interest rate swaps, futures, options, and FX forwards, among other products. Prior to Bridgewater, Jack was part of EY’s Quantitative Services group with quarterly analyses of client expenses as well as assisting EY’s internal efforts to systematize reporting of client-held foreign accounts. In his spare time, Jack enjoys working out, gaming, and playing golf, both leisurely and competitively.
Nian Su graduated from the National University of Singapore in 2013 with an Honors Bachelor degree in Quantitative Finance. Her honours project focused on GARCH model application in option pricing and risk management. Applying Monte Carlo simulation and option data calibration, she evaluated the performance of the GARCH model in comparison to the Black-Scholes model. Upon graduation, she joined Bank of America Merrill Lynch as a full-time credit risk analyst. There, she worked closely with internal and external business partners to assess creditworthiness of corporate clients. In her four-year experience, she focused on conducting in-depth financial analysis / due diligence and obtained valuable exposure to various industries and financial instruments. She also obtained the CFA charter in 2017. Prior to joining the Berkeley MFE Program, she took Udacity’s machine learning course and completed six projects with Python programming, including the capstone project on stock price prediction with support vector regression method. In her spare time, Nian enjoys cycling, reading, and watching movies.
Alex Vossmeyer graduated with Honors from UC Santa Barbara with a B.S. in Computer Science and a Minor in Statistics. His emphasis on Machine Learning and Statistics led him to an independent study focused on statistical crowd sourcing using Wikipedia’s open source project MediaWiki. This tool allows straightforward public sharing of datasets for statistical analysis http://rwikipedia.org/mediawiki-1.29.1/index.php/Movie-dataset.csv. He also participated in Stanford’s TreeHacks teaming up with a Neurodiagnostic Intern to co-develop an Epilepsy Detection and Treatment Device. The solution utilized an Arduino with biosensors to detect an epileptic event, winning his team the Intel TreeHacks award. Prior to his undergraduate studies, Alex participated in an international internship at IDS with part of his work taking place in Manila. During his internship he worked across various departments developing a comprehensive view of their structural engineering and software development businesses. Alex has a passion for communication, leadership, and technology. He was recognized by WashU with a Global Leadership Writing Award. He enjoys traveling abroad and has studied Italian in Sienna and Vetralla. His travels have taken him across Europe, Hong Kong, Vietnam, and the Philippines. His favorite sport is Skiing and was a member of the UCSB Ski Club and the Hidden Valley Ski team.
Tianbi Wang received a Bachelor's degree with majors in Computer Science and Statistics from University of California at Berkeley. During his undergraduate studies, he developed a solid theoretical and practical background in fields such as machine learning and data analytics while his graduate studies trained him in advanced finance methodologies, econometrics, and mathematics. Prior to joining the Berkeley MFE program, Tianbi worked at PricewaterhouseCoopers’ (PwC) San Francisco office for a year as an advanced risk and compliance analytics consultant. He helped businesses and organizations transform audit, risk, and compliance through data analytics. Tianbi later worked for a year at Gifford Fong Associates (GFA) as a quantitative financial analyst. At GFA, he specialized in fixed-income products valuation and supported the fixed-income research teams from four top-tier U.S. investment banks. Tianbi has passed the CFA level I exam and during his spare time he enjoys playing golf, swimming and reading.