2012 Alumni

Oli Thor Birgisson earned his Bachelor's Degree in Industrial Engineering from the University of Iceland in 2008. During his undergraduate study he began working for a newly founded Icelandic investment bank and upon graduation he became a full-time member of the bank's risk management department.  Oli created and developed systems and applications used by the department to analyze, measure, monitor and manage risk in the bank's operations. His main tasks inside the bank were to design methods and systems to manage market risk for the proprietary trading department and for the counterparty derivative risk for the capital markets department, as well as to structure loans and collateral management for the debt finance and corporate finance departments.  He also supervised the risk management of a bond fund for one of the bank's clients and was responsible for compiling regular reports for the Board and the CEO, as well as for the supervisory authorities with other members of his department.  In 2011, Birgisson was hired at a specialized asset management firm to initiate a risk management department in a two-person team. His main tasks have been creating and developing a market tool for the capital markets department to monitor and analyze orders, trades and other market data and manipulate them for use in strategies and also he has been involved in designing methods to monitor and manage risk in the firm's funds.  As he has graduated from the MFE Program, Oli plans to pursue a career in risk management, algorithmic trading or quantitative strategy and hopes to become a member of an excellent team at a hedge fund, an asset management firm or an investment bank.

Yueqi (Todd) Cao graduated from Zhejiang University in China with a BE in Software Engineering. During his studies at Zhejiang University, Yueqi ranked in the top 5% of his class with merit lists in mathematics, programming and data structure. Yueqi was in charge of a research project on the Modeling of Mobile Phone Packages based on MATLAB which won 1st place in the Mathematical Modeling Contest. After graduation, he joined the Industrial and Commercial Bank of China (ICBC). During his first year with ICBC, Yueqi joined a team that developed a new, more efficient ATM management system. After completing the MFE Program he is looking forward to pursuing a career with an investment bank, hedge fund or an asset management company.

Vinod Chathlani has an undergraduate engineering degree and started his career developing enterprise software applications for Fortune 500 clients. A subsequent stint with an equity algorithmic trading firm stoked his interest in finance which led him to complement his technical skills with an MBA (Finance) from the Indian School of Business (ISB - Hyderabad, India). Subsequently, Vinod spent 3 years in the corporate strategy and mergers and acquisitions space working on large scale deals in the energy and telecommunications sectors. His desire to gain an in-depth knowledge of capital markets and deep interest in investment research and portfolio management motivated him to apply to the UCLA Master of Financial Engineering program.  During the year, Vinod took on several projects to enhance his learning such as the research on 'Market Liquidity and Equity Returns' with the investment research group at Citigroup and the CQA Investment Challenge. He completed an internship in quantitative investment research at Los Angeles Capital Management during the summer of 2012. After the program, Vinod is keen to pursue a career in investment research and portfolio management.

Hui Chen completed his BE in Automation from Shanghai Jiao Tong University, China in 2011. During his undergraduate program, he participated in a clustering research program in the department of mathematics analyzing original data, implementing models, and visualizing results. Prior to the UCLA MFE Program, he interned as a quantitative researcher and developer for about eight months at postdoctoral workstation in Shenyin & Wanguo Securities, one of the best comprehensive securities in China. His responsibility was to design, implement and back-test kinds of strategies for algorithm trading. He passed the CFA Level I exam during the last year of his undergraduate to enhance his knowledge of finance. Additionally, he has managed a stock account of his own since 2004. He also attempted automated high-frequency trading in FX market via the MetaTrader platform. Upon completion of the MFE Program, Hui intends to apply his analytical and quantitative skills along with his understanding and instinct of finance to algorithm trading, financial modeling and risk management in a hedge fund, with an asset management firm or insurance company.

 Long Chen graduated with honors from Fudan University with a MA degree in Economics. Prior to his MA, he obtained an BE degree majoring in Naval Architecture & Ocean Engineering with a minor in International Economics & Trade. During his graduate studies, he interned in the Shanghai Futures Exchange (SHFE). As an assistant researcher, he played an important role in the development of Shanghai Export Container Freight Index Futures Contract, conducted research with colleagues on the global stock index derivatives market and participated in the Steel Futures Workgroup, culminating in a research paper. Upon graduation, He joined China Securities Index (CSI), the largest index provider in China, first as a researcher and later as a senior researcher. In CSI, he researched and developed a variety of strategic indexes, most of which are innovative and nontraditional cap-weighted ones, including Equal Weighed Indexes, Sector Equal Weighted Indexes, Fundamental Weighed Indexes, Volatility Weighed indexes, Low Volatility Indexes, Minimum Volatility Indexes, Risk Return Efficient Indexes and Risk Control Indexes. Nearly all of those indexes were licensed to major Chinese fund management companies to develop index-related fund products. Chen joined the UCLA MFE Program to add to his advanced financial knowledge in both theory and practice. Upon completing the MFE Program, he hopes to apply his knowledge and experience in financial industry to forge a stronger career with a hedge fund, an asset management firm or an investment bank. 

Shishi (Cecilia) Chen received her Bachelor's Degree of Economics from the Fudan University, followed by a Master's Degree of Economics with an emphasis in Finance also from Fudan University. During her graduate studies, she completed three internships in Bain & Company, GE and Citibank, and participated in two projects for Shanghai Municipal Government, with the responsibility of data analysis. Upon graduation, Cecilia joined the risk management department at Bank of Communications. Serving as an associate risk manager there, she was a member of Basel II Accord Project and responsible for the capital charge and risk-weighted asset (RWA) calculation for operational risk. While trying to apply AMA (Advanced Method Approach), her team modeled the loss frequency and severity distribution with both internal and external loss data, estimated the expected and unexpected loss and implemented scenario analysis as an indispensible complement. Also in that role, she was involved in operational risk information system construction, cooperating Oracle in customization and User Acceptance Test (UAT) of Reveleus system. During work, Cecilia was more convinced the importance of quantitative ability in financial work and hopes to gain further in-depth education of quantitative finance. In the summer of 2012, she interned at strategy management department of GUOTAI JUNAN Securities where she implemented time series analysis and panel data analysis in Macroeconomics research. Post MFE, Cecilia intends to leverage her quantitative skills and financial experience to pursue a career in the areas of quantitative research or risk management. Cecilia is certified as a Financial Risk Manager (FRM) and just passed CFA level 1.

Yuchen (Steven) Cheng received his BA in Mathematics and Economics from Denison University with an academic scholarship. Upon the completion of college, he interned at China International Capital Corporation (CICC) in the division of investment banking. During his undergraduate studies, he also interned at China UnioPay as a project intern, and HuaTai Security as a customer service intern. He joined the UCLA MFE Program with the goal of combining his internship experience, quantitative skills, global economic insights, with the financial engineering techniques that Anderson School offers, to better serve for his future career in financial industry. Upon the completion of MFE program, Steven hopes to pursue a career in asset management, derivative valuation, financial modeling, or investment bank.

Eric Dhall graduated with honors from the University of California, Berkeley with a Bachelor's in Physics and secondary emphasis in Business.   He then continued his studies at the University of California, Los Angeles where he was enrolled in a Ph.D program in Materials Science - graduating with an M.S. and making the transition to a new career in finance upon his future completion of his M.F.E. from the Anderson school.    On a year hiatus from Berkeley, Eric worked in Dubai and Abu Dhabi where he was part of a trading house specializing in the trade of commodities and industrial goods - at the company Gulf Machinery Co. Here he was involved in financing and hedging large (30 million USD plus) deals with professionals at various banks (HSBC, NBAD, CITI) in the region.  Over the summers for the past four years Eric also worked at a small Hedge Fund, Everest Tiger Capital where he worked directly with the general manager learning about real asset management.  He was involved in equity analysis and quantitative risk management projects while working at the fund - and most importantly learned that his true passion was for asset management.  While an undergraduate at Berkeley,  Eric was selected as an Undergraduate Physics Research Scholar and his focus was on growing and modeling Multi-ferroic nano-crystalline thin films.  Here he was able to combine the complementary skills of modeling/theoretical research and experimental science, which helped develop his practical problem solving skills.  Eric has also been a highly active individual investor over the last 7 years trading with an annual return of 26%.  After graduation from the UCLA MFE Program Eric wants to leverage his love of asset management with his quantitative, creative, and analytical capabilities to work at beating the market while quantitatively hedging risk!

John Evancoe received his Master's in Economics from the University of California, Irvine. While there, he performed research in international trade and financial markets. During his time at UC Irvine he interned at Map Alternative Asset Management where he monitored industry trends and events to assess the potential impact on the companies fixed income strategies as well as help produce risk management reports. He also interned at Harvey and Company where he worked in their distressed department researching distressed debt investment opportunities. Before UC Irvine, he went to Westmont College where he doubled majored in Mathematics and Economics & Business. While at Westmont, he was a member of the Cross Country and Track & Field teams. Upon graduating from the UCLA Anderson Master of Financial Engineering Program, he is interested in pursuing a career in quantitative research and trading for a hedge fund, investment bank, or asset management firm.

Joyce Jiang received her BS in Computer Science with a minor in Economics from Millsaps College as the only graduate honoring Cum Laude in 3 years. During her undergraduate studies, she was trained in running time-series linear regression analysis. And due to her excellence in computer skills, she earned an opportunity to assist a professor in coding an interactive computer graphics project using Java and C++. She also developed an internet-based examination system for the Modern Language Department at Millsaps College by PHP and MySQL. Along with academic practicing, she enriched industry experience and gradually realized her future career there. She was amazed by functions of financial industry while working at Bank of China in preparing financial reports and performing fundamental analysis. To strength herself, she received another internship at China Construction Bank, focusing on evaluating financial credits of business clients. After graduating from Millsaps College, she interned at Bing Long Trading in Beijing where she studied K-Line analysis and assisted qualified analysts from both USDGOLD and USDJPY groups in generating trading strategies. Upon graduation from the MFE Program, Joyce plans to leverage her analytic and programming skills with understanding of global markets to advance a career in risk management, fixed incomes, or private equities.

Pengcheng Li received his B.S in Biotechnology from Fudan University, Shanghai China and is expected to receive his M.S in Bioinformatics from the University of California, Los Angeles. Pengcheng has learned and implemented machine learning algorithms and statistical modeling techniques to retrieve useful transcription regulation information from massive biological data. Pengcheng has been an individual investor since 2007 and a team member trader with Swift-Trade Shanghai. Pengcheng is involved in both technical support and customer facing roles. At Blacksands Group, he implemented a mean variance optimization platform for portfolio management in 2010, and conveyed studies on effectiveness and risk of several purposed trading strategies. At China Minsheng Banking Corp, Ltd. he was responsible for selling specialized personal finance products. Pengcheng has passed CFA level I and level II exams at first attempts and wishes to pursue the CFA charter in the future. Upon completion of UCLA MFE Program, Pengcheng wishes to have a better understanding about taking risk so that he can apply his skills to add value into financial industry.

Tong Li graduated from California State University, Fullerton (CSUF) with a BA in Finance in May 2011. Before he transferred to CSUF in 2008 with a generous scholarship from an American foundation, he had been pursuing a bachelor of science in computer science at Beijing Institute of Technology (BIT) for two years, where he found that applying computer science and mathematics to resolve financial issues were both fascinating and fruitful. Prior to joining the UCLA MFE Program, Tong interned with the Bank of China and Western Trust Corporation, LTD. During his internship with the bank from June to August 2010, Tong evaluated the intrinsic value of China's national bonds by calculating term structure of interest rates. In order to avoid repeating complex calculation in future evaluations, Tong developed evaluation software of China's national bond. His internship with the trust corporation started in July 2011 and involved using Matlab programming to evaluate the risk and get investment portfolio efficient frontier. Writing due diligence reports of the companies applying for loans was also his job. As the research assistant for Professor Yi (Jenny) Zhang at CSUF from April 2010 to June 2011, Tong helped analyze both positive and negative impacts of American Health Reform on U.S. small-sized companies by utilizing SAS and Excel. He also developed a website for the Association for Information Systems Special Interest Group on Human Computer Interaction. Tong is interested in quantitative risk management and efficient resource allocation. Upon graduation, he would like a career in the field of asset management, quantitative strategy or hedge fund.


Chao Liang was an actuarial consultant at Ernst & Young Advisory, and worked with major insurance companies throughout Asia. During her four plus years of experience, she was a key member in many projects and has gained extensive experiences in insurance liability valuation, actuarial modeling, merger & acquisition advisory, capital requirement calculation and embedded value calculation. She is a Fellow of the Society of Actuaries, and has passed all three levels of CFA. Driven by her great interest in financial engineering area, she joined the UCLA MFE Program to sharpen her quantitative skills. Upon graduation, she hopes to pursue a career in quantitative finance.

Anshul Maheshwari spent close to six years working on CMBS/RMBS products. He spearheaded multiyear programs spread across continents at Morgan Stanley and Clayton to set up end to end subprime RMBS/CMBS business and IT. He was awarded the Entrepreneurship award at Headstrong for taking the revenue run rate of the account from 0 - 2 million dollars in two years. At Royal Bank of Scotland he worked on improving trading systems' latencies by creating and implementing statistical tools using mathematical models and carrying out empirical research. While earning his MFE degree,e Anshul completed the applied finance and research project on MBS relative value arbitrage trading strategy. This project was awarded first place at UCLA. He also completed projects on equity statistical arbitrage and risk management. He continues to work in valuations of fixed income products including interest rate derivatives, MBS, options and futures. His area of interest includes prepayment and default modeling, unraveling CMOs and relative value/statistical arbitrage trading strategies.

Maitreyi Mandal received a PhD in Applied Economics from West Virginia University and subsequently held a research faculty position with the Dept. of Economics at Sveriges LantbruksUniversitet (SLU), Uppsala, Sweden. She also holds a bachelors and masters degree with highest honors in Physics/ Applied Physics from St. Xaviers College, Kolkata and the University of Calcutta, India respectively. She has also worked as a statistical modeler with financial services firms before joining UCLA MFE Program. For her applied finance research project, she worked on variance swap structuring of a few commodities and computing/comparing risk premia among them. She has received a number of awards for excellence including Alumni Fellowship from the University of Florida, Junior Research Fellowship from India's premier business school Indian Institute of management, Calcutta. Upon graduation, Maitreyi wants to work in the areas of quantitative research, structuring and trading. She also plans to complete the requirements for a CFA charter in the near future. Travel, photography and adventure sports are her hobbies.

Chitpuneet Singh Mann received his B.E. (Hons) degree in Computer Science from Birla Institute of Technology and Science, Pilani (India). During his undergraduate study, he developed a curiosity in the interdisciplinary applications of Computer Science and thus, joined Oracle to explore the domain of business software applications. Having worked there for three years, he considers his analytical ability to be his biggest asset and is driven by the quantitative analysis required for identifying and solving business problems. He intends to build a career drawing on his quantitative and programming skills, and for this he enrolled in the UCLA MFE Program. At UCLA, he acquired the hands-on experience of implementing and applying quantitative models and empirical procedures to understand the characteristics of different asset classes. He became particularly interested in the domain of quantitative equity research and portfolio management, and was able to hone his skills while working as a research intern at a hedge fund during the summer and fall of 2012. His current research interests include understanding asset pricing behavior through fundamental valuation metrics, using investor sentiment to predict cross sectional stock returns, and developing statistical arbitrage trading strategies based on published anomalies.

Aditya Panda holds a Bachelor of Engineering Honors in Electrical and Electronic Engineering from Nanyang Technological University in Singapore. He received the Dean's recommendation letter and was also selected to pursue undergraduate research under the President's Research Scholarship. In addition, he is a qualified Financial Risk Manager. He has nearly four years' of industry experience in the Credit derivatives business at the investment banking division at Credit Suisse. He joined the Credit Valuations Risk Group in 2008 and was actively involved in the CDO remediation playing a significant role in reviewing the valuation techniques. Aditya's strong programming and mathematical skills helped him take on a more technical role in the structured credit business and he was heavily involved in the valuation modeling of exotic credit derivative products. He led the technical focus group in credit derivatives for one year where his team was responsible for exotic product valuations working in cohesion with the trading desks, structuring and quantitative strategy groups in the business. During his last year at Credit Suisse, he has been involved in developing appropriate pricing strategies in the emerging markets structured lending business. His interest in mathematics, computation and finance motivated him to apply to the UCLA Anderson MFE Program where he hopes to further enhance his quantitative skills and financial knowledge. Upon graduating, he intends to pursue a career in quantitative trading/structuring, hedging, and derivatives valuations. In his spare time, Aditya enjoys playing tennis and cricket.

      Rajeev Sharan, before joining UCLA Anderson, worked as a Quantitative Analyst at Standard Chartered Bank, Singapore, where he was responsible for quantitative measurement of counterparty credit risk. He also worked as an AVP in the Risk Analytics team of Deutsche Bank across various types of derivatives, particularly in FX, Equity and rates. Rajeev holds a Masters in Economics and an M.Phil. in Economics Degrees from Jawaharlal Nehru University (JNU), New Delhi, with a significant exposure to Econometrics and never fell out of love for macroeconomics. He has worked in the field of analytics for last 10+ years. He enjoys observing, analyzing financial markets, solving quantitative challenges arising from any business domain and playing chess, cricket and badminton.

Jie (Edward) Sheng graduated with a B.S. in Engineering from Nanjing University and received the highest honors and a National Scholarship. He earned his Ph.D. in Environmental Engineering from Arizona State University, where he was granted Science Foundation Arizona Fellowship and Chinese Government Award for Outstanding Ph.D. Students Abroad. His Ph.D. dissertation contains thermodynamic optimization of photosynthesis for biofuel production funded by U.S. DOE. During his Ph.D., Edward invested in U.S. stocks by designing quantitative models for risk management and trend analysis, and he further pursued his passion on finance by taking core courses on economics and finance. Inspired by his investments and financial training, he decided to join UCLA Anderson's MFE Program Edward interned as summer associate at Citigroup sales, trading and quantitative analysis division. He also co-authored a conference paper on Weeklys options in Oct. 2012, in addition to 3 patents and 10+ peer-reviewed journal papers. Edward is a CFA Level II candidate and he wants to pursue a career of being a quantitative analysis in hedge fund/asset management or a strategist in front office after his graduation.

Navid Sohrabi, CFA, graduated from the University of California, Berkeley with a B.A. in Neurobiology and a minor in Business Administration from the Haas School of Business in 2001. Upon graduating, he joined the proprietary trading desk at KL Financial Group, a long/short equity hedge fund, where he managed a discretionary equity portfolio, and as a Senior Trader was instrumental in developing and implementing trading strategies and risk management protocols for the proprietary trading desk. He then joined Newpoint Securities as a Trader for the proprietary derivatives portfolio. Navid created a database to track P&L and risk exposures in real time in addition to employing trading procedures to reduce cost and increase efficiency. As a Senior Trader, his duties also included strategy development and implementation. In his next position as a Trader at Pantera Capital Management, a global macro hedge fund, Navid conducted trading efficiency/cost analysis and generated risk and P&L reports in addition to executing trades in numerous asset classes and markets. Navid leveraged his trading and market experience to become Portfolio Manager at Opes Capital Group in 2009, a commodities trading advisor specializing in equity index derivatives, where his strategy has averaged nearly 24% annually net of fees. Upon graduating from the MFE Program, Navid intends to continue his career in portfolio management as a quantitative strategist or trader.

Yingcong (Michael) Tang graduated with a dual B.S. in Electrical Engineering and Finance from Shanghai Jiao Tong University in 2006. Upon graduation, he joined KPMG as an auditor and was promoted to audit assistant manager in two years. While at KPMG, Yingcong was in charge of financial statement audits for public and private clients from over 10 industries and managed teams of up to 8 persons. In addition, he was responsible for valuation model assessment and accounting standard research in his engagements. This experience led him to join China Pacific Insurance Group, the leading insurance and asset management service provider in China to further explore the application of financial modeling and quantitative methods. As a risk manager, he designed models to monitor the operational and compliance risks of the property insurance business for the company's forty branches all over China and participated in the special team of internal control optimization project. In summer 2012, he worked as a quantitative analyst for Pine River Capital Management. Yingcong is a Certified Public Accountant (CPA) and now a CFA Level II candidate. He looks forward to leveraging his experience in financial statements analysis with the statistical methods to pursue a career in quantitative asset management.

Peter Trinh graduated cum laude from the University of California, Los Angeles (UCLA) with a Bachelor's in Mathematics. After graduation, Peter worked as an actuarial analyst for a small northern California actuarial consulting firm. His responsibilities included end-to-end production of the annual actuarial valuation report, select benefit calculations, and actuarial projections model development. As part of continuing education as an actuarial student, he passed four Society of Actuarias (SOA) exams. Further, Peter passed the CFA Level I exam in December 2011. Peter joined the UCLA MFE Program in order to broaden his understanding of techniques available to model financial processes. After graduation, Peter would like to earn a position as a quantitative trader or researcher.

Shiyang (Eugene) Tu obtained a Bachelor's degree in Electronic and Computer Engineering with first-class honors from the Hong Kong University of Science and Technology. He also holds a Master of Philosophy degree in Electronic and Computer Engineering with a full scholarship award from the same university. In his undergraduate study, he won the best final-year project award by designing, implementing and optimizing a real-time H.264 standard video streaming system that runs four times faster than the industry benchmark. Fascinated with the world of finance, Eugene joined the finance industry through working with Macquarie Bank's Equity Trading Desk and with a few banks in Hong Kong. When Eugene was at Macquarie, he learnt to leverage his programming and quantitative skill to assist front office traders in developing VBA and performing technical analysis. In the summer of 2012, he interned at Discover Financial Service where he was given a unique opportunity to critically review the conventional methodologies and processes adopted by the Portfolio Modeling team. His strong quantitative skill allowed him to contribute a list of concrete improvements that significantly improved the productivity and efficiency. Additionally, he passed the CFA Level I test in June 2011. Eugene's strong interest in finance led him to join the MFE Program to seek a rigorous understanding of quantitative finance. Upon completion of the program, Eugene aspires to transition into a quantitative or strategic role in a financial institute.  

Rohit Ventrapragada graduated from the University of Mumbai in 2008 with a degree in Mechanical Engineering. Upon graduation, Rohit worked at Tata Consultancy Services (TCS) for a period of three years. At TCS , he was trained in object oriented programming, business intelligence, analytics and their applications in finance. In this role, he has worked on the development and support of an equity trading system for a major asset management firm. Rohit has also worked on private equity reporting and analysis using SAS. During his time at TCS, Rohit has undertaken quality control measures and was awarded a Six Sigma Green Belt for this effort. Rohit is an Oracle certified Java professional and a CFA level III candidate. His desire to explore more in-depth applications of computational and quantitative finance led him to the MFE program at UCLA. Post MFE, Rohit hopes to work in the areas of algorithmic trading, derivatives pricing or quantitative risk management. In his spare time Rohit enjoys reading and playing badminton. 

Lillian Wu graduated cum laude from UC Berkeley with a Bachelor of Arts in Economics. Upon graduation, she joined Research Affiliates as part of their research team. Her primary responsibilities included conducting empirical research for new product design in areas including equity, currency and REITS, automating investment processes, conducting empirical research for publications, and developing quantitative models for performance attribution purposes. Her role in the group allowed her to acquire in depth knowledge of the elements of operations research and the nuts-and-bolts of day-to-day work in an investment management company. In the same time, she also learned research discipline by working with a number of highly-educated Ph.D.s at the firm. She is very experienced with several financial databases and has a great working knowledge of SAS. Lillian joined the MFE Program to boost her theoretical knowledge and strengthen her quantitative skills. After the MFE Program, Lillian plans to pursue a career in quantitative trading, asset management, or risk management.

Limin Xiao received her PhD degree in Astrophysics from Louisiana State University at the age of 24. Prior to that, she graduated with a Bachelor of Science degree from Special Class for the Gifted Young, University of Science and Technology of China. Limin's PhD research was sponsored by the NASA Earth and Space Science Fellowship, and was focused on data analysis and model development of Gamma-Ray Bursts (GRBs) detected by space telescopes Swift and Fermi. Seven academic papers were published on US top journals and two presentations were given at international conferences based upon her research work. After graduation, her keen interest on quantitative financing led her to join the UCLA MFE Program. She is expecting to leverage her solid background in mathematics, physics, and statistics in finance and investing, and to develop a successful career as a quantitative analyst.

Li (Sally) Zhang received a full scholarship from the Chinese University of Hong Kong and graduated with a BBA major in financial engineering and minor in mathematics in 2011. During her study at CUHK, she achieved the Business Administration Dean's lists in the years of 2008 and 2010. Meanwhile, she was awarded with the Inter-discipline Mathematics Scholarship for her proficiency in math. During her undergraduate program, Li interned with the Hong Kong Bank of Communications where she conducted industry research in support of analysis on a mortgage loan portfolio, and helped to facilitate the IPO and warrants transactions. She also interned with the People's Insurance Company of China Asset Management, the subsidiary of 4th largest insurance company in China. Li was responsible for quantitatively measuring and analyzing the leverages and risks involved in the innovative equity funds. Before attending the MFE Program at the UCLA Anderson School of Management, Li also joined the Moody's Analytics in 2011, where she tested the risk systems to provide internal risk control solutions for multinational banks. She validated the EDF and RiskCalc risk modeling tools used for the corporate rating. Li is a CFA level I candidate. Post MFE, Li plans to leverage her quantitative skills to pursue a career in structure products pricing, portfolio management or risk analysis in the asset management, hedge fund or investment banking industries.

Yuyi Zhang received a Master in Financial Engineering degree from UCLA Anderson, a PhD in Structural Engineering from UC, San Diego and a BS in Civil Engineering from Tsinghua University, Beijing. In his PhD research, he developed methodology based on the Total Probability Theorem to account for the primary uncertainties involved in Earthquake Engineering and to probabilistically assess the seismic performance of bridge structures. After he received his PhD, he worked as a project engineer in ANATECH, a San Diego based engineering consulting firm. At ANATCH, he developed probabilistic risk assessment methodology for important US infrastructure and performed such assessment to ensure and improve their reliability, evaluated safety of nuclear reactor buildings against impact of airplanes, and designed and programmed specialized structural engineering software tools to US Army Corps of Engineers nationwide in effectively maintaining reliability and safety of US inland waterway infrastructure system. Prior to joining the MFE Program, he was a senior riser engineer at Technip USA, where he was in charge of the component design and analysis for the marine drilling riser system. He joined the UCLA MFE Program because of his keen interest in finance and investment, and his desire to apply his strong quantitative and programming skills to his interest in finance. For his MFE summer internship, Yuyi worked as a quantitative equity researcher at Research Affiliates in Newport Beach, where he backt ested and extended various equity market anomalies. This experience has piqued his interest in asset management.

Ze (Allan) Zhang graduated from the University of Hong Kong with a first class honors BSC degree with major in statistics and minor in computer science in 2011. During his undergraduate study, he completed various projects, such as self-innovated pairs-trading strategy analysis on the Hong Kong stock market, as well as LINIX integrated system design, using C++ and JAVA. Ze also interned in the IBD division at the China CITIC bank, where he assisted seniors in preparing pitch books for bond insurance projects. In addition, he interned at China Everbright Bank and China Mobile. He joined the UCLA MFE Program because he saw it as an opportunity to combine his passion in finance with quantitative and programming skills needed to work in the finance industry. Upon completion of the MFE Program, Ze plans to pursue his career in investment banking and equity research at an investment bank or investment management firm.

Can Zhao is a recent graduate from the Master of Financial Engineering Program at the UCLA Anderson School of Management. During his study at UCLA, Can participated in the University Trading Challenge in New York and won the First Place Team Award with his team members. Can also worked an internship with a startup hedge fund, 3 Square Trade. During this internship, he helped a trader build and back test algorithm trading strategies based on nonscheduled events. He utilized multiple programming languages like R and VBA. Before coming to UCLA, Can graduated from Michigan State University with honors with a B.A. in Finance and an additional major in Mathematics. He was also a member of the Honors College. He had two internships during his undergraduate study: One at Oriental Patron Investment Management; a large hedge fund in Hong Kong specialized in long short positions, multi-strategies and stock market neutral. He designed and tested trading strategies based on the implied volatility of index options. He also researched individual stocks in the chemical materials industry and built models to keep track on returns of fund-of-funds. Another internship he did was at the headquarters of the Ford Motor Company in Dearborn, Michigan. During this internship, Can worked as a financial analyst in the Retail Variable Marketing team. He participated in the research of a new budgeting system, through which the company could achieve optimal budgets from an econometric model and apply in real operations. Can is currently pursuing a career in trading and quantitative analysis.