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Bobo, GrégoireGrégoire Bobo attended ENSAE ParisTech where he studied statistics and economics. He also holds amaster in applied mathematics from University Paris‐Dauphine. During his graduate studies, Grégoiredeveloped a solid foundation in mathematics, stochastic calculus, and numerical methods, but alsospecialized in macroeconomic forecasting, monetary economics, and economic policies at ENSAE.Working as a quantitative analyst for BNP London, Grégoire developed a system based on machinelearning methods to automatically detect and classify errors occurring in the risk calculation solutionsusing Python and SQL. While working at La Caisse des Dépots et des Consignations, France's largestpublic asset management company, Grégoire worked on text‐recognition algorithms. He developed asolution to extract financial indicators from reports and emails and to operate sentiment analysis on amessage. Grégoire also had the chance to participate in daily meetings discussing placement strategyand macroeconomic forecasting. A longtime subscriber of The Economist, Grégoire truly enjoysreading about politics and economics. He also appreciates learning about modern history. In his sparetime, Grégoire plays the piano and enjoys climbing, paragliding, and hiking.Boilot, AdrienAdrien Boilot obtained his master in financial markets from EDHEC business school in Nice where hestudied financial derivatives, fixed income as well as Python and machine learning. Adrien hascompleted a master in applied mathematics at Ecole Centrale Paris where he studied stochasticcalculus and equity derivatives pricing. While in his final year at EDHEC, Adrien’s thesis work focusedon the compounding effect retail investors are exposed to when trading leveraged ETFs. Adrienworked as part of the sales team for equity derivative products at Societe Generale in Paris, where hewas a member of the listed products desk responsible for issuing a wide variety of equity andderivative products to institutional and retail clients. Adrien also worked in London in the debt capitalmarkets division of Japanese bank MUFG Mitsubishi. More specifically, he interned on the originationteam for large capitalization corporates. During his free time, Adrien enjoys tennis and skiing.Chen, YingYing Chen graduated from China Foreign Affairs University, where she received a bachelor degree infinance. While still at the university, Ying completed a six‐month internship as a research analystdeveloping quantitative trading strategies at Quantum Financial Service. Having established afascination with the finance industry, Ying then accepted employment as a quantitative researchintern at Founder Securities, where she was responsible for developing CTA strategies andconstructing trading algorithms for cryptocurrencies. Ying enhanced her programming abilities bytaking MOOC courses such as the machine learning certificate from Coursera, Baruch University's C certificate, and additional certifications. Aside from work, Ying is an art enthusiast and opera‐lover.

Chen, YulinYulin Chen earned a master degree in mechanical engineering at the University of California atBerkeley. His research focused on high performance computational combustion/chemical kineticmodeling for engine development using numerical methods, statistical computing, parallel computing,etc. To date, Yulin has authored eight and co‐authored twenty‐three peer‐reviewed papers, andserved as reviewer for seven international acclaimed journals more than forty times. Upongraduation, he worked as a senior fluids/thermal solver developer at Gamma Technologies in Chicago.During his tenure at Gamma, he developed tabulated chemistry approaches for numerically solvingchemical kinetics in reactive flows, a prohibitively time‐consuming ODE system. Prior to joining theBerkeley MFE program, he took a three‐month data scientist bootcamp at Bittiger and deep learningspecialization through Coursera. In Udacity’s machine learning nanodegree, he finished the capstoneproject on using news to predict stock movements. He also took a differential equations course byDatasim with a project of convertible bond pricing using finite difference methods in C . Yulin passedthe CFA Level I exam. In his leisure time, he enjoys snowboarding, basketball, swimming and traveling.Chenna, AashishAashish Chenna received his bachelor degree in civil engineering from the Indian Institute ofTechnology in Madras. Before the MFE program, Aashish worked at Barclays as an AVP on the credittrading desk where he generated new trading ideas each week that increased revenues by 30% whiledeleveraging the riskiest components of the portfolio. Based on his work, Aashish was promoted tothe special situations group where he packaged exotic credit derivative products and arranged ad‐hocfinancing for firms requiring bespoke lending solutions. Aashish developed and implementedquantitative filtering strategies to identify dislocations in the bond market and to generate alpha ontrader positions. Before Barclays, he worked at Standard & Poor's where he packaged structuredequity derivative products. Aashish has also developed arbitrage strategies to capture mispricings incryptocurrencies and generated a 7x profit on deployed capital. Aashish passed the CFA Level III examand completed the FRM program. In his spare time, he enjoys Sci‐Fi, Hip Hop music, poker, andswimming.Cheruvu, AnuragAnurag Cheruvu received his dual bachelor and master degrees in mechanical engineering andchemistry from the Birla Institute of Technology and Science in Pilani. During his studies, Anuraginterned with five companies, thereby gaining experience in asset management, investment banking,corporate finance, equity research, and indexing. In 2015, Anurag attended the London School ofEconomics to pursue a summer course on ‘Options, Futures and Other Financial Derivatives.’ Thisexperience gave him a glimpse into the realm of quantitative finance. Upon returning to college,Anurag embarked upon finance‐related projects that allowed him to apply his quantitative skill set. Heattempted a novel modification of Markowitz’s portfolio theory using factor models that led to aresearch paper now under review for publication in a peer‐reviewed journal. After graduation, Anuragjoined Morningstar’s indexing team where he managed the Global Upstream Natural Resources indexand other marquee products. Anurag passed the CFA Level III exam. In his spare time, he likes totravel and play table tennis.

Choudhury, SagnikSagnik Choudhury holds a bachelor degree in computer science from BITS Pilani and an MBA from theIndian Institute of Management in Bangalore. Before joining the Berkeley MFE program, Sagnikworked as an associate on the automated trading controls strategists team at Goldman Sachs inBangalore, where he was responsible for dozens of algorithms mitigating trading risk across Asia.Sagnik was on a team attempting to defeat Goldman Sachs risk controls. Whenever a vulnerability wasdiscovered, he would write new code using Slang, C , Python, and Java. While in the MBA program,Sagnik interned with the Goldman Sachs structured credit team where he was responsible for creditanalysis, free cash flow modeling, distressed firm analysis, and asset surveillance. Sagnik worked atthe Morgan Stanley equity research technology group for three years where he was responsible fordeveloping lynchpin components for the new Research 2.0 publishing and distribution system. Sagnikhas passed the CFA Level II and FRM Level I exams. In his spare time, Sagnik enjoys playing cardgames, writing horror fiction, and learning to play the violin.Cohen, AlexandreAlexandre Cohen obtained his bachelor degree in applied mathematics from Paris‐DauphineUniversity and graduated from ESCP Europe business school with a master degree in management.Upon graduation, he worked for two years as an analyst in the equity derivatives structuring andpricing team at Commerzbank AG where he priced exotic structures for institutional clients, generatednew trading ideas, developed new pricing and booking tools, ran backtest simulations and monitoredthe hedging and execution of primary and secondary trades. Before that, Alexandre interned as aprime brokerage analyst at Societe Generale in London working in the repo markets and regulatoryinfrastructure. Alexandre also utilized his quantitative skill‐set during an internship at a Shanghai‐based hedge fund specializing in the fixed income markets. His main hobbies include music and sports,in particular, piano and tennis.Corthorn, NicolasNicolas Corthorn graduated from Pontificia Universidad Catolica de Chile, where he received abachelor degree in engineering with a minor in mathematics. Upon entering the university, Nicolaswas awarded a merit scholarship. Nicolas also volunteered to teach math to at‐risk children andtaught calculus to a blind engineering student. Before joining the Berkeley MFE program, Nicolasworked in the strategic planning management group at Santander Bank. Nicolas was responsible fordeveloping a forecast model of demand deposits for the liquidity team, elaborating upon a forecast oftransactions and a daily optimization of the workforce for the management team. Nicolas constructedmodels to forecast increases in the current accounts for the commercial banking group andautomated CPI forecasting for the economic studies department. Nicolas has used programming,database, statistics, and machine learning techniques to conduct research. He passed the CFA Level Iexam. In his spare time, Nicolas enjoys playing soccer, jogging, and chess.

Crelier, LaurentLaurent Crelier graduated with a bachelor degree in computer science and signal processing fromTelecom SudParis and earned a master degree in actuarial science and statistics with honors from LaSorbonne Université. During his studies, Laurent had the opportunity to work on machine learning onboth the research side at Sorbonne Université and the application side through Kaggle competitions.One of his projects involved implementing GARCH copula models on equity portfolios for riskmanagement purposes. He worked for the Credit Agricole assurance group as an apprentice actuarywhere he helped to develop and implement the Jarrow‐Lando‐Turnbull stochastic model of credit riskin their ALM model, impacting 300 billion of assets. This experience is the topic of his mastermemoir. He also worked on various quantitative models to reconcile Solvency II with Basel III capitalrequirements. Laurent is an associate of the Institute of Actuaries of France. He gained experience inasset and liability management consulting and C programming through internships. During his freetime, he enjoys running and playing rugby.Crossett, EdEd Crossett is a capital markets professional with experience solving problems and discoveringrelationships between seemingly unrelated concepts. Ed received his bachelor degree in finance fromTulane University. There he founded a student‐run trading firm utilizing foreign exchange arbitragestrategies. Upon graduation, Ed worked at Lehman Brothers and Barclays Capital where he focusedprimarily on nonlinear and volatility products; he was responsible for identifying hedgingopportunities to mitigate discontinuity and model risk for various portfolios of exotic structures. AtDeutsche Bank and American Express, Ed led several projects to implement risk‐based P&L attributionframeworks, risk management and trading systems, and pricing models and methodologies for a widearray of derivatives products. More recently, Ed has worked at a fintech firm where he providedmodeling, valuation, and data‐driven solutions for hedge funds. Ed has also been immersed in thestudy of mathematics, computer science, and developing machine learning algorithms. Ed passed theCFA Level I exam and is a member of the New York Society of Securities Analysts. He is also aninstrument‐rated private pilot and a member of the AOPA.Cui, ShiyingShiying Cui obtained her bachelor degree with honors in applied mathematics from BeihangUniversity. Before joining the Berkeley MFE program, Shiying interned as a quantitative modeler at aboutique hedge fund in Beijing. There she was responsible for overseeing a daily equity tradingstrategy in the Chinese A‐Share market. Shiying worked as a full stack engineer, producing a pipelinesystem for equity strategy construction, evaluating hundreds of factors to a final refinement of fouralpha trading models with deployed capital of 10 million RMB, generating a Sharpe ratio of 3.7.Shiying also designed flexible backtest framework for the equity group. During her undergraduatestudy, Shiying interned for six months at CICC, where she was exposed to a wide variety of hedge fundproducts. She collaborated with colleagues to make fund of funds allocations and analyze differenthedge fund strategies. Shiying has studied machine learning techniques. In her spare time, Shiyingenjoys cycling and going to the gym.

Cui, XueningXuening Cui graduated from Tsinghua University with dual bachelor degrees in economics and finance,and law. Her outstanding academic achievement garnered her the Beijing Excellent Graduatedesignation. While pursuing her degrees, Xuening completed five internships within the financialsector. During her ten‐week summer internship in derivative sales at J.P. Morgan, Xuening workedwith the trading and structuring team, applying her quantitative skills to analyze data, propose tradingideas and prepare pitch books. Xuening improved her programming and math skills during herinternship at Derivatives China Capital where she wrote Python code to optimize portfolio positionsusing Barra factors. She also created a VBA tool to increase option trading efficiency. Since graduation,Xuening has proactively sharpened her skills in mathematics, statistics, programming and machinelearning. Xuening has participated in five finance‐related research projects using NLP, data analysis,mathematical modeling, and Matlab. She passed the CFA Level I and FRM Level II exams. In her sparetime, she enjoys traveling and cycling.Desai, SharvariSharvari Desai graduated with a bachelor degree in information technology from the University ofMumbai and received her MBA, with a major in finance, from the Indian Institute of Management inCalcutta. During her MBA, she interned with Edelweiss Group where she researched algorithmictrading within the retail capital markets. Sharvari also worked on the design of high‐frequency tradingstrategies. After graduation, she worked as a discretionary trader on an Edelweiss prop desk, whereshe traded Indian equities and futures employing directional and market neutral strategies. Sharvariindependently managed a 3M trading book, generating returns 2.5x greater than the benchmarkindex over a six‐month timeframe. She has researched the financial services, information technology,transportation, and pharmaceutical sectors. Sharvari has devised systematic trading strategies onsector fundamentals and has implemented trading strategies around IPOs, corporate events andmacro events such as political elections. She was identified as an Emerging Leader within theEdelweiss group and nominated for the Risk Titans corporate award. In her spare time, she enjoysmusic and dance.Dhall, VikrantVikrant Dhall graduated with a bachelor degree in computer engineering and worked with SamsungIndia in their R&D division as a C programmer on the mobile multimedia team. Subsequently,Vikrant earned his MBA from the Narsee Monjee Institute in Mumbai. After graduation, he worked asa manager in the project finance group at ICICI Bank, where he used his financial modeling skills toperform credit analysis, asset restructuring and commercial due diligence to assess multi‐billion dollardomestic and cross‐border infrastructure and real estate projects. Vikrant received a high‐performance rating during his first performance review. Subsequently, he worked as a relationshipmanager within corporate banking where he structured short term financing, and FX hedgingsolutions such as forwards, options, and interest rates swaps to large clients. He passed the CFA LevelII exam. Vikrant is passionate about the use of technology to solve complex financial market problemsand has completed multiple MOOCs in machine learning and deep learning. In his leisure time,Vikrant enjoys cooking, running, and trekking.

Ding, YuanYuan Ding received his bachelor degree with honors in mathematics from Zhejiang University. Duringhis undergraduate studies, Yuan took a comprehensive curriculum including applied mathematics,statistics, programming and finance, gaining analytical and technical skills such as machine learningand web crawling. Before graduation, Yuan interned at Full Harvest Asset Management in China,where he investigated the seasonality and momentum effect on commodity futures and thepredictive power of macroeconomic factors over the performance of market index futures. Yuanconverted this research into profitable trading strategies. Yuan also interned in the researchdepartment at Everbright Securities, where he tested the effectiveness of fundamental and technicalfactors in stock selection. He designed a multi‐factor model for trading equities. With these projects,Yuan has applied advanced statistical analysis to real‐world problems, thereby gaining valuableinsights and further honing his Python programming skills. Before joining the Berkeley MFE program,Yuan passed the CFA Level I and FRM Level I exams. In his spare time, Yuan enjoys traveling, watchingmovies and playing the saxophone.Dutta, AniruddhaAniruddha Dutta earned his Ph.D. in physics from the University of Central Florida, where hedeveloped a strong background in numerical methods, statistics and programming languages such asPython, Matlab and R. His research focused on developing monte carlo multi‐slice algorithms forstudying the inelastic scattering of high energy electrons and ion‐solid interaction insidesemiconductor materials. His work was published in Physical Review E and Physical Review Letters.Before joining the Berkeley MFE program, Aniruddha was a postdoctoral data scientist at Queen’sUniversity in Canada. His research topic was pricing counter‐party credit risk of curve dependentderivatives using radial basis functions. Aniruddha designed and implemented neural network (NN)architectures like LSTM and genetic algorithm NN using Tensor Flow to predict corporate creditratings and bankruptcy. Aniruddha currently serves as a reviewer for several academic journals and isa guest editor at Frontiers in Physics and Data. He is interested in applying natural languageprocessing to the finance sector. In his spare time, Aniruddha enjoys photography, water sports andwatching stand‐up comedy.Fidelin, LucasLucas Fidelin attended ENSAE ParisTech where he studied applied mathematics, statistics, andeconomics. He will officially receive his master degree from ENSAE upon completion of the BerkeleyMFE program. While at ENSAE, Lucas completed several research projects in statistics and machinelearning. Using advanced data analysis and clustering methods, Lucas produced a report on the linkbetween the standard of living and political opinions in France during the 2012 elections. Whileemployed at a transportation company, Lucas used advanced linear regressions and machine learningtechniques such as random forest to improve passenger forecasting. Lucas has completed severalcourses focusing on deep learning and big data topics. During his internship at BNP Paribas, Lucasworked within the quantitative team of the global market risk group. There he used R to implement atool for anomaly detection using isolation forest as well as distance and density‐based techniques.Lucas also implemented several portfolio optimization strategies in Python. In his spare time, Lucasenjoys the cinema and playing rugby, golf and tennis.

Finkelstein, GaryGary Finkelstein graduated with a bachelor degree in business science from the University of CapeTown. His rigorous double major in actuarial science and statistics included courses in mathematics,finance, economics, and stochastic calculus. While at university, Gary’s keen interest in the real estatemarket led him to develop a simple but effective model to evaluate the suitability of properties forinvestment purposes. The model allows an investor to calculate the size of the initial deposit requiredto set up a self‐financing property portfolio. In his final year of study, Gary completed a researchproject with Allan Gray Investment Management, which analyzed the appropriateness of performancefees in the South African unit trust industry. Following his graduation, Gary completed an internship atDataProphet, a Cape Town‐based machine learning solutions firm. His contribution was the trainingand testing of an object detection model. Gary passed the CFA Level I exam.Fortineau, OlivierOlivier Fortineau attended ENSTA ParisTech where he studied applied mathematics, statistics, andeconomics. He will officially receive his master degree from ENSTA upon completion of the BerkeleyMFE program. During his studies, Olivier completed several projects in statistics includingimplementing variance swap pricing in C and the application of the finite element method to thepricing of European options in C . Before joining the Berkeley MFE program, Olivier completed theUdacity Machine Learning Engineer nanodegree. Last year, Olivier interned at Université du Québec ÀMontréal, during which he studied the interpretability and fairness of machine learning algorithms.Olivier also interned as a counter‐party risk analyst at Société Générale. During this time, he usedstochastic calculus to develop a new model for the calculation of interest and inflation rates, theimplementation of the calibration methodology and the impact on EEPE and CVAR risk measures. Inhis spare time, Olivier enjoys reading French literature and is an avid sailor. He is also interested ineconomics and geopolitics.Gandhi, RohanRohan Gandhi graduated with a bachelor degree in mechanical engineering from the Indian Instituteof Technology in Madras. During his undergrad, Rohan interned on the synthetic equity sales desk atDeutsche Bank, where he developed a user‐friendly research platform to provide market intelligenceacross Delta 1 products before an initial sales call. At the end of his internship, Deutsche Bank offeredRohan a full‐time position as a trader assistant on the synthetic equity delta 1 desk. Rohan's primaryresponsibilities involved daily hedging and risk management of equity and FX exposures on clientswaps. To make his job easier, Rohan built a tool to organize the desk's financing swaps inventory toreduce associated balance sheet costs. Rohan passed the CFA Level II exam and plans to complete thethird level soon. Rohan likes to play table tennis, watch cricket, thriller movies and TV in his sparetime.

Garg, MayankMayank Garg obtained a bachelor degree with distinction in computer science from GGSIPU in India, amaster degree in business with merit from ESCP Europe, and post graduate diploma in managementfrom the Management Development Institute. Mayank has experience working as a trader with aDutch mutual fund and a London based hedge fund. Mayank has multi‐asset exposure in both cashand derivative instruments across the globe. At Ostrica BV, Mayank was responsible for managing theEUR 150M fixed income portfolios with a wide spectrum ranging from U.S. T‐Notes to emergingmarket high yield in both local and hard currency. Mayank was also involved in research andautomation efforts at the fund, conceiving mid‐frequency alpha overlay strategies for low yieldingEuropean debt funds generating a 1 Sharpe. He also co‐manages an equity portfolio, which wasnominated as a UCITS global best performing fund, and UCITS global best emerging fund (2017‐18). AtOstrica, Mayank worked with statistical arbitrage strategies involving futures on benchmark indices,sovereign bonds, and G‐10 currency pairs. Personally, Mayank is a student of Ido Portal method.Goyal, RitvikRitvik Goyal completed his bachelor and master degrees in materials science & engineering from theIndian Institute of Technology in Bombay. During his undergrad, Ritvik interned at Milestone Capital, areal estate private equity fund, where he worked on project financing and cash flow modeling. Thisexperience piqued his interest in financial modeling, inspiring Ritvik to join the market risk quantsteam at Nomura where he constructed and implemented various regulatory standardized models.Ritvik worked on the SIMM model, where he measured the initial margin requirements for bilateralOTC derivatives by shocking portfolio greeks. Ritvik scrutinized ISDA data sets to recalibrate the SIMMpricing model. Under the new Basel FRTB regulations, he capitalized Nomura’s linear and nonlinearmarket risks. Leveraging his strong skills in Python, SQL, and MDX, Ritvik built an engine to calculateexposure at counterparty default. Using stochastic mesh, Ritvik developed a monte carlo, pathdependent model for pricing American options. Besides derivatives pricing, Ritvik has a keen interestin machine learning and time series analysis and has worked on clustering and Q‐learning projects.Ritvik likes to play squash, travel and listen to music in his spare time.Gupta, AkshayAkshay Gupta graduated with bachelor and master degrees in electrical engineering from the IndianInstitute of Technology in Delhi. There, Akshay established a strong foundation in calculus, appliedmathematics, macroeconomics, and microeconomics. Working on his thesis in collaboration with theLondon School of Hygiene and Tropical Medicine, Akshay used machine learning and regressiontechniques to analyze public confidence in immunization programs. Upon graduation, Akshay joinedthe natural language processing team at the Samsung Research Institute. While there, Akshay workedextensively on statistical and probabilistic models for information extraction, building a robust dialogmanagement system for the Bixby virtual assistant. Before joining the Berkeley MFE program, Akshayworked for two years at Deutsche Bank as a quantitative analyst on the treasury desk of theTradeFinder team. During his tenure, he developed frameworks in Matlab and Python for daily P&Land risk reporting, cash reserve forecasting, and funding requirements across geographic regions.Akshay passed the CFA Level II exam. In his spare time, Akshay enjoys playing cricket, painting in oiland charcoal, and traveling.

Hong, ChuhanChuhan Hong earned his bachelor degree in mathematics and finance at Jiao Tong University inShanghai and his master degree in applied statistics from Fordham University. Chuhan'sundergraduate dissertation addressed the topic of long‐term memory of volatility on the ShanghaiStock Exchange. One of his school projects centered on temporal clustering and GARCH models toconduct comparative research. After graduation, Chuhan interned at the Bank of China and HFTInvestment Management where he performed quantitative research and analysis. During his graduatestudies and with an eye on Wall Street, Chuhan took classes in C for financial engineering andadvanced calculus to strengthen his quantitative skills through practical projects. Before joining theBerkeley MFE Program, Chuhan received training in machine learning theory with proficiency in R andPython through Udacity and Coursera. In his spare time, Chuhan enjoys reading, working out andplaying basketball.Ji, RaymondRaymond Ji earned dual bachelor degrees in applied mathematics and financial engineering fromEcole Centrale Paris. Ray will officially receive his master degree from Centrale upon completion of theBerkeley MFE program. During his studies, Raymond interned with the Equity Derivatives Structuringteam at Commerzbank AG in London. While there, Raymond was responsible for the dailycomputation and analysis of complex structured products. Using his VBA proficiency, Ray createdseveral pricing and reporting tools to optimize operational tasks. Raymond also interned for sixmonths as a data analyst at Amazon France where he designed country‐wide performance reportsusing VBA and SQL. Raymond wanted more experience applying data science principles toquantitative finance and accepted a position at MICS Paris, a math and computer science laboratoryassociated with CentraleSupélec. There, he built a sentiment index of the French stock market basedon artificial neural network structures and the application of natural language processing methods totextual data. Raymond passed the CFA Level I exam. In his free time, Ray enjoys traveling, playingchess and winning at poker.Jin, LeiLei Jin earned her bachelor degree in electrical and electronic engineering with first class honors fromthe University of Nanyang Technological University in Singapore. After graduation, Lei worked forthree years as a data scientist, first at Citigroup and then at AON in Singapore. In 2016, Lei began workat GIC, the Singapore sovereign wealth fund, where she produced daily estimates on market valuerankings for telecommunication companies based on the predictions of company earnings andanalysis of subscriber behavior. Most recently, Lei worked in the equity research department atNeuberger Berman, where she constructed tools to convert fundamental investment signals intoquantitative trading strategies. Lei has also created several machine learning models to evaluatecredit card transactional data, clickstream data and web search results to derive insights, trends andprofit opportunities for investment in the retail sector. In her spare time, Lei enjoys swimming andtraveling.

Jing, XinXin Jing received his bachelor degree with honors in applied mathematics and statistics from theUniversity of Toronto. There he developed his passion for utilizing machine learning with la

worked in the strategic planning management group at Santander Bank. Nicolas was responsible for developing a forecast model of demand deposits for the liquidity team, elaborating upon a forecast of transactions and a daily optimization of the workforce for the management team. Nicolas constructed