Master of Financial Engineering Program

Gaurav Singhal graduated with a BTech in Computer Science and Engineering from the Indian Institute of Technology, Delhi and a Master of Computer Engineering from The University of Texas, Austin. Since then, he has been working for Microsoft Corporation in Redmond, WA as a software development engineer in the Windows CE team, where he developed software using C++ for USB drivers and Live Search for Devices. Gaurav also initiated a collaboration with Microsoft Research to implement their latest research in GPS navigation titled “A Markov Model for Driver Turn Prediction”. He passed the CFA Level I exam in December 2008. His decision to pursue the MFE was motivated by his keen interest in finance, mathematics, and computer programming. In his spare time, Gaurav enjoys dancing salsa, hiking, playing squash, and watching movies.

Steven Siow received his BS from New York University’s Stern School of Business, having double-majored in Actuarial Science and Finance. He was admitted to Beta Gamma Sigma, an international honor society of business programs, for ranking in the top 10% of his class. After graduation, Steven worked as a consulting actuary at PricewaterhouseCoopers in New York. He performed actuarial valuations of postretirement health plans for Fortune 500 clients, and helped evaluate the financial impact on his clients of events such as acquisitions and the introduction of the Medicare Part D prescription drug coverage. In another actuarial team, he provided actuarial support for life insurance company audits and served as a specialist in the secondary life insurance market and the valuation of life settlement investments. Meanwhile, having passed all levels of actuarial exams, Steven became a Fellow of the Society of Actuaries. He is also a CFA Level III candidate for June 2009. He joined the MFE program to further his understanding of the quantitative underpinnings of financial markets, and to prepare for a career in trading or structuring. Steven has lived in Hong Kong, Vancouver, and New York, and is a keen traveler. He also enjoys skiing and snowboarding, soccer, poker, math puzzles, and reading.

Sam Sokolovsky graduated magna cum laude from the University of Pennsylvania with a B.A. in Chemistry, B.S.E. in Computer Science and a minor in Mathematics. After graduating, he worked as a Technology Associate at Bridgewater Associates, a Connecticut based hedge fund, where he primarily developed financial data delivery and integrity systems. While there, Sam earned his CFA designation. After six years at Bridgewater, he decided to try himself in a different role and joined as a Quantitative Strategist Blue Mountain Capital Management, a New York based hedge fund specializing in structured credit and credit derivatives,.This new position fueled Sam's interest in financial modeling and he decided to go back to school. He hopes that the Berkeley MFE program will take him to a new level in his career development. In his spare time, Sam enjoys swimming, snowboarding, and paragliding.

Ian Swanson received a PhD in Theoretical Physics from the California Institute of Technology in 2005, and graduated summa cum laude with highest honors in physics from William and Mary College in 2000. After completing his doctoral thesis, he held research fellowships at the Institute for Advanced Study in Princeton, and at the Massachusetts Institute of Technology. He has published over twenty research articles on topics including string theory, cosmology and high-energy particle physics. His papers are highly cited, and he has received multiple awards and scholarships for his work. As a graduate student, he studied how certain theories of particle physics are encoded by string theory, a branch of theoretical physics that unifies gravitation and quantum mechanics. As a postdoctoral researcher, he contributed to a body of work that describes how a wide array of disparate physical theories are dynamically linked by a process known as tachyon condensation. He also helped discover that certain theories can lose spatial dimensions, and dramatically alter their symmetry properties. In his spare time, he avidly enjoys sailing, backpacking, traveling, and cycling.

Sandra Vedadi attended one of the top programs in Financial Mathematics at Ecole Centrale Paris, a top tier engineering school in France. Not only did she study many theoretical and applied fields, such as Optimization Models or Stochastic Models for Finance, but she also worked as a part-time intern for Dexia Asset Management in the quantitative research department. At Dexia, Sandra became interested in fractals’ use in finance and worked on the modeling of asset returns as multifractal processes. Sandra gained her first practical experience in finance last summer, while interning at Banco Santander in Madrid on their Rates Quant team. Sandra joined the MFE program because she wants to enhance her mathematics and financial background with high-quality quantitative courses and to gain experience outside of her home country. Sandra plans to start her career at an investment bank in New York City. During her free time, Sandra enjoys reading, swimming, playing tennis, and traveling.

Zhenyu Wang is the cofounder of Olympia Investment Group, LLC, a start-up private fund since 2007. He was awarded PhD by the School of Electrical and Computer Engineering at Purdue University for his work in imaging through random media. He also holds a Bachelor’s degree in Electronic Engineering from Tsinghua University. His current interests include algorithmic trading, hedge funds and private equity funds. At the Haas School of Business, he looks forward to broadening his knowledge, meeting smart and enthusiastic people and learning inspiring new investment ideas. He has passed CFA Level 3 exam and is awaiting the charter. His long-term career goal is to be a portfolio manager or to develop a venture with people who share a similar view.

Yahong Wu graduated with first class honors in mathematics department focusing on quantitative finance from the National University of Singapore,. He completed the four-year honors program within three and half years in Jan 2006, including a one-semester exchange program to Penn State University in the US. Additionally, while in the US, Yahong interned for 3-months at Citibank. Upon graduation, he has been working in Credit Suisse Product Control team, looking after exotic interest rate/FX products. He has gained extensive exposure to more than 5 trading books over the three years. His responsibility primarily includes two areas: analyzing the P&L from book level, and the valuation of individually structured trades, from range accruals and quanto CMS spreads to inflation products. He has also co-lead the set up of a new function: Middle Office Control in Singapore. His three years' experience on the Exotic Product team has also inspired him to join the Haas MFE program in Berkeley, hoping to gain further in depth and in breadth knowledge of the technical aspect of finance. Post MFE, he wants to pursue a career in the asset management, or pricing and trading. His hobbies include reading, playing soccer, chess, and card-games.

Andy Yeh holds a Master of Management Studies, with first class honors in finance and economics, from the University of Waikato in New Zealand. After obtaining his MMS from Waikato, he joined the Reserve Bank of New Zealand, where he contributed to the implementation of the Basel II capital framework for banks. His main responsibilities included the ongoing assessment of banks' internal models for corporate credit risk and operational risk, drafting prudential standards for operational risk and ICAAP, and facilitating technical discussions with commercial bankers. In addition, Andy conducted research on deposit insurance and its implications in the New Zealand context and has published several papers on corporate governance, small business financing, and risk management. Andy recently passed the FRM exam and hopes to apply what he can learn in the MFE program to solve problems in the real world. Andy's hobbies include table tennis, reading novels, research, movies, and web/blog design.

Yuan Yuan earned a Masters degree in Computer Science in 2008, and a first class honors Bachelors degree in Mathematics in 2006, both from the Hong Kong University of Science and Technology, where he earned the distinction of being named valedictorian of the class of 2006. His combined interests in both applied mathematics and computer science allowed him to follow an interdisciplinary course of study, from developing various mathematical models to researching the mathematical foundations of finance. He is especially interested in algorithmic trading and different arbitrage models. Prior to joining the MFE program, Yuan interned for six months at Fortis Bank in Hong Kong, working closely with equity derivative traders to develop and back‐test a wide range of trading strategies. Among other things, Yuan enjoys playing soccer and taking photos, and, in his student days, was active in intramural soccer games.