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| Math of Finance | Program | Courses | Faculty | Students | QuantNetwork | Application Process | 2007 incoming students
Adam Bloom graduated cum laude from Williams College with a Bachelor of Art double major in English and Theater. He spent several years as a software instructor at New Horizons. He later joined JPMorgan Chase as a consultant where he taught internal classes at the Private Bank. Adam currently works as an application developer for the North America Rates desk at JPMorgan Chase where he designs and implements tactical spreadsheet and database application across several trading desks for traders and their middle office support teams. Adam hopes to design larger scale strategic applications for traders utilizing the knowledge learned from the MFE program. He enjoys songwriting, theater, puzzle design.
Akino Yagi majors in Quantitative Methods and Modeling (Operations Research) and minors in Mathematics at Baruch College where she will receive a Bachelor of Business Administration in Sept '07. A member of Sigma Alpha Delta Honor Society, Akino spent last summer interning at Aozora Bank, Japan in both Asset Management group and Securitization group where her responsibilities included analysis of performance of the portfolios of the mutual funds, correlation between stock price indexes and interest rates, and research on rating system by Moody’s of asset backed securities. Akino plans to study credit risk, derivatives and risk management for a career in risk control group at an investment bank. She enjoys reading and cooking.
Andrey Shvets graduated cum laude from Baruch College where he received a Bachelor of Business Administration degree with Finance major and Mathematics minor. He worked as advisor for Primerica Financial Services, Citigroup. Andrey joins the Baruch MFE program to be more quantitatively challenged and prepared. Upon graduation, he would like to work for an international boutique firm or a hedge fund. During free time, Andrey likes learning new things, swimming, soccer and skiing/snowboarding every winter.
Anshul Laad graduated from Indian Institute of Technology, Bombay, India where he received both his Bachelor and Master of Technology degrees in Metallurgical Engineering and Materials Science. He was a recipient of IIT Bombay Heritage Fund Scholarship throughout his undergraduate as well as graduate teaching assistantship. Anshul is interested in finance which he plans to study further in Baruch MFE program where he can also strengthen his engineering skills. After the program, he likes to start as a quantitative analyst in a firm where he would have opportunities to learn various aspects of business and eventually starts his own. In his free time, Anshul likes reading, sport, traveling and robotics.
Barnett Feingold graduated with a Bachelor of Science from Cornell University as a College Scholar. He currently works as a technology analyst at a boutique investment bank focusing on early stage science and engineering companies. Prior to this, he was co-founder of a biotechnology company that was ultimately acquired by Celgene Corporation. Barnett is a co-inventor of two published in-process U.S. patents dealing with systems that maintain data integrity of tests results of clinically relevant human stem cell samples. He is a recipient of the Heerman's and McCalmon Writing Award. Upon the completion of the program, he looks forward to joining a technology-focused group at an investment bank or hedge fund. In his free time, Barnett enjoys spending time with his family.
Daniel Gwertzman received a Bachelors of Business Administration Degree from the University of Wisconsin – Madison with a major in Finance, Investment, and Banking. He has also completed coursework in math and programming at Rutgers University. Daniel is employed as a Central Pricing Associate with GlobeOp Financial Services where his responsibles include pricing, valuing and validating of OTC derivatives using proprietary pricing models. He also reviews OTC derivative valuation statements from trade counterparties, using market indices, yield curves and volatility surfaces. After the Baruch MFE program, Daniel will seek a portfolio management position with an alternative investment firm. In his spare time, Daniel enjoys weight lifting, running, racquetball, playing guitar, and socializing in New York City.
Dmytro Pokhylko graduated with 4.0 GPA from Baruch College where he received a Bachelor of Business Administration degree in International Business and Marketing. A member of National Dean’s List, Golden Key Honors Society, Beta Gamma Sigma Honors Society, NYC Urban Fellows Program, Dmytro has interned at UBS, Vault.com. He received a Specialist degree in Finance and Banking from Institute of Business and Advanced Technologies, Ukraine where he graduated with honors. His honors thesis was titled “The Effect of Marketing Activity on Companies’ Financial Position”. Dmytro joins the program to be constantly challenged intellectually. He enjoys music (from JS Bach to J Cage to Aoki Takamasa), gadgets, biking, skiing and beach volleyball.
Ed Coffey received a Bachelor of Science degree in Biomedical Engineering from Johns Hopkins University where he worked on protein purification and published an article titled “Purification of a vinculin binding protein from smooth muscle. He spent two summers interning with Genentech in their Process Sciences division prior to his graduate study. Ed received two Master of Science degrees from Rensselaer Polytechnic Institute – in Biomedical Engineering and Mathematics. At RPI, Ed studied medical imaging techniques, worked on an electrical impedance tomography system, and published an article titled “A Layer-stripping Reconstruction Algorithm for Impedance Imaging”. While in grad school, he started working for a small software company and have been in the software industry ever since. He currently is Director of Impementation at InterGis, a logistics software company. In joining the Baruch MFE program, Ed plans to be a front-office quantitative analyst for a buy-side firm. He enjoys reading, working out, and watching the Red Sox when they are winning.
After earning a BA in Economics from the University of California at Los Angeles, Erich Wood moved to New York and began working on educational software. Shortly after, he founded a technology company that survived for eight years before finally closing in 2003. He then went to work at an energy trading and risk management (ETRM) software company where he remains today as manager of 14 business analysts, QA analysts, and engineers. He has developed agile development methodologies helping the small company to quickly meet fast-changing business requirements and win contracts with large energy clients. In 2005 Erich began studying economics again with courses such as regression analysis, portfolio management, and macroeconomics. He joins the Baruch MFE program in order to gain a deeper understanding of financial instruments, markets, and deal-making. Upon the completion of the program, Erich plans to earn a position in structured finance or energy trading and to study languages. Erich enjoys many hobbies including travel, carpentry, writing, audio/video editing, and sports. But by far his most active hobby is photography, maintaining a black and white photography Web site of his portfolio. Erich earned a scholarship for photography but chose to study economics instead.
Feixiang Xie received his Ph.D. in Physics from Peking University, China where he was a lecturer, teaching various courses to undergraduates and conducting research on super-conducting electronics. He received his Bachelor of Science in Physics, minor in Electrical Engineering from Dalian University of Technology, China. He worked as engineer at Shanghai Automation Instruments, Co, China where he helped developing industrial thermometers. After graduation from Baruch MFE program, Feixiang would like to work as a quantitative researcher for a financial institution, applying his mathematical background, analytical ability and programming skills to the area of finance. In his spare time he enjoys hardware DIY and various outdoor activities.
Jacob Hendrickson graduated with honors from Wesleyan University where he received a Bachelor of Arts in Architecture. He spent several summers interning at various architecture firms in France and NY. Jacob later enrolled at Courant Institute and received a Master of Science in Computer Science from NYU. He worked for several computer graphic firms which specialize in 3D animation as well as composition for films and TV. In addition to network administration duties, he also wrote image processing plugins for compositing software. Jacob has been writing software for Etrade Financial since 2004. After the MFE program, Jacob is interested in working in the area of algorithmic trading where he can utilize his experience in software development. In his free time, he enjoys playing basketball, cycling and photography. Jacob is a native New Yorker and a big Yankees and Knicks fan.
Jacques Makutonin received both his Master degrees, one with concentration in IT and another with concentration in Corporate Administration from Engineering School in Computing and Industrial Production Management, France and from Institute of Corporate Administration, France respectively. He later enrolled in Baruch College Zicklin School of Business Full time Honor Program where he graduated with an MBA (major Finance). After completing his education in France Jacques started his career as an Information System consultant at Altran where he designed the architecture of Siebel Projects for Bouygues Telecom. After a couple of years he moved to Poland to open an Internet Café which he managed for a while. When he recently moved to New York to start the MBA program at Baruch College, he had the opportunity to work for the NYC Government and later on for Citigroup Alternative Investments as a Business/MIS analyst. He recently worked for a French Bank, CIC, as a Risk Management Analyst in the fixed income branch. A recipient of full-time MBA academic scholarship and graduate assistantship, Jacques is also President and co-founder of the Zicklin International Student Association and Member of the Baruch College Team for the Investment Research Challenge. After the MFE program, Jacques plans to work as a quantitative analyst/modeler at an investment bank or hedge-fund. He is passionate about cross-sectional predictability. In his free time Jacques enjoys traveling, kungfu, playing basketball, and spending time with family and friends.
Jason Tung graduated from Baruch College with a Bachelor of Business Administration in Economics and minor in Math. He interned at Hendrickson & Company in Investment Banking where he analyzed live deals, worked on offering memorandums, and prepared valuation spreadsheets. Jason currently works as a trader at Nuverse Advisors, a multistrategy hedge fund where his responsibilities are to execute equity, futures, fx, and option trades for the fund. He also utilized VBA programming to design custom spreadsheets synchronized with a Bloomberg to monitor the portfolio and identify trading opportunities. A holder of CCNP, CCDP certificates, Jason joins the MFE program to further his career combining his knowledge of the market with the technical training in the program. Jason enjoys running, lifting weights, and playing basketball.
Jason Korpics graduated with a degree in Mathematics from Penn State University. Presently, he works for RiskMetrics Group as an Analytics Programmer. Prior to RiskMetrics Group, he was the tech lead for the “HedgePlatform” product. Jason has experience coding in Perl, Java, and C++. His prior work experience includes working for CBS Sportsline.com, Fantasy Sports Development Team and for IBM as a developer. Jason is hopeful that through Baruch MFE program he will become more aware of the various opportunities available to him. First and foremost is to be better equipped for his current role within RiskMetrics Group, leaving open possibility of finding new areas of interest. In his spare time Jason likes to exercise and read financial/mathematical books. He enjoys time with his two children and wife, loves to watch and play sports, especially football and makes a point each season to either take in a Penn State game or a few Army games.
Jiten Sarathy received a Ph.D in Optoelectronics from University of Texas, Austin and a Bachelor of Technology in Metallurgical Engineering from Indian Institute of Technology, Madras. A University of Texas Fellow, Jiten has over 35 issued patents and 35 refereed publications, conference presentations in semiconductor optoelectronics, applied physics, chemistry, photonics, and optical telecommunications. He has four years experience in Research and Development of semiconductor devices for optical telecommunications at Bell Labs, Lucent Technologies. Jiten also spent six years as head of technology research and development for a telecom technology start-up. After the Baruch MFE program, he plans to work as a buy-side quant trader at an asset manager or a prop desk of a major investment bank. Whenever possible, Jiten enjoys playing golf.
Jonathan Cardenas graduated with honors from City College, NY where he recieved both a Bachelor and Master of Science in Electrical Engineering. He was the recipient of the National Science Foundation - Bridge to the Doctorate Fellowship. For his Masters thesis, he designed Vlsi high-speed arithmetic circuits and developed simulations using Cadence,Vhdl and Matlab. While in graduate school, he also worked as an academic advisor and conducted specialized engineering workshops for engineering students at City College. Currently, he is finishing his first year of MBA coursework at the Zicklin School of Business, Baruch College. Jonathan intends to enhance his analytical/technical skillset and to explore other career opportunities available in the financial industry. After completion of the MFE program, he plans to become a quantitative analyst/programmer at an investment bank or hedge fund. In his free time, he enjoys kung-fu, watching movies, reading, viewing YouTube, and spending time with family and friends.
Lin (Claudia) Li graduated with a Bachelor of Science in Physics and a Bachelor in Economics from Peking University, China where she was honored as Best Graduate Student and a recipient of WuSi first class scholarship. Claudia has published a nano-technology paper on Applied Physics Letters. She later received a Master of Science in Physics from Drexel University where her biophysics research involved computational and statistical methods such as Markov process, Langevin approach. Claudia joins the Baruch MFE program to learn how best to combine her research and quantitative skills with knowledge in the areas of finance. She plans to later join an investment bank as a quant working with fixed income products. In her free time, Claudia loves reading, travelling, cooking. She also enjoys swimming, singing and watching movies.
Matt Feinstein graduated from Cornell University, School of Arts and Sciences where he received a Bachelor of Arts in Economics. He later received a Master of Science in Information Systems from George Mason University, School of information Technology. Matt spent time at FEMA as Computer Specialist in which he managed technology for the Office of Inspector General. He later worked as Programmer/Analyst at Merrill Lynch where he played various roles in Fixed Income Research and Product Risk. Matt spent a stint as Quantitative Analyst at Overture Financial where he was responsible for performance and risk analytics for asset managers and portfolio strategies. As a CFA Charterholder, he currently consults various financial services firms in quantitative data analysis projects. Matt joins the program to prepare for a position in Risk Management or Structured Finance after graduation. In his free time, Matt volunteers with the American Society for the Prevention of Cruelty to Animals.
Michael Kolstee graduated cum laude from Binghamton University with a Bachelor of Science degree in Chemistry and an MBA with Graduate Assistantship consisting of full scholarship and stipend. After college, he has worked for Kaplan Test Prep and Admissions where he managed research and development of many GMAT and GRE products, as well as writing the majority of the math content in these classroom-based course books. After completing the MFE, he plans to seek a position as a quantitative analyst in an investment bank. In his free time, Michael likes to travel to other parts of the world, enjoys great meals with friends, explores NYC, and relaxes in the park.
Muting Ren will receive a BA in finance from the University of International Business and Economics in July. He worked as a fixed income analyst at Penghua Fund Management where his responsibilities included monitoring economic variables and portfolio risk analysis. Prior to this, he had interned at Bear Sterns & Co. (China) and Guotai Junan Securities Research Institute. Muting was a Beijing Honorary Student and received several First Prize Academic Scholarships and Enterprise Scholarships. He co-authored a book with his mentor, writing a chapter on liquidity risk. After graduation from the Baruch MFE program, he will seek a position in risk management at a large international bank. Muting aggressively participates in discussions about the Chinese economy and is Vice President of a student organization focusing on economic issues. In his spare time, he enjoys swimming and basketball.
Rachit Gupta graduated from the Indian Institute of Technology, Roorkee, India with a Bachelor of Technology in Electrical Engineering. He ranked 1st in his batch and received the Institute Medal for the best undergraduate project. Upon graduation, he worked as a software engineer in Infineon Technologies, where his work was related to the design and development of USB and Infrared Protocol stacks. Presently, he is involved in the implementation of computer vision algorithms for image registration at Kritikal Solutions Pvt Ltd. After the successful completion of the Baruch MFE program, he plans to obtain a position as a quantitative researcher and programmer at an investment bank. In his free time, Rachit likes watching movies, making models and spending time with friends and family.
Radha Krishna received a Bachelor of Technology in Civil Engineering from the Indian Institute of Technology, Madras and an MBA (Finance major) from the Indian Institute of Management, Indore. He was involved in the development of a CRM product for British Telecom, UK where his responsibilities included developing algorithms relating to intelligent routing of technicians to service requests. Radha was the co-founder of "NumberPlus", a voice enabled contact management web service based out of India. During a short stint at GE Capital in their Quality department, he used 6 SIGMA methodologies to make process improvements. He later worked as a senior consultant developing customer retention models for an MBS portfolio in Modelytics, a boutique consulting firm based out of Bangalore where he developed segment specific models for customer retention campaigns. He worked as a Senior Analyst at Fidelity Investments where he investigated the investment effectiveness of FPI, a business unit of Fidelity Brokerage. Radha plans to join an investment bank as a quant modeler after completion of the Baruch MFE program. In his free time, he likes to track tech startups, develop online games and oil paint.
Satnam Singh received a Bachelor of Technology degree in Mechanical Engineering from Regional Engineering College, Kurukshetra, India and an MBA in Finance and Investments from Zicklin School of Business, Baruch College. Satnam’s professional experience includes positions at two Manhattan-based Real Estate Investment Trusts where his responsibilities included modeling and forecasting their portfolios. He expects to further enhance his quantitative and modeling skills from Baruch’s MFE program. In his free time, Satnam enjoys spending time with his family and friends, participating in endurance sports and outdoor activities.
Sandeep Panjwani received a Masters of Technology in Structural Engineering and a Bachelor of Technology in Civil Engineering from the Indian Institute of Technology, Bombay, India. He works as a Business Analyst for MarketRx Inc where he is involved in sales forecasting and trend analysis using various statistical models to enable the client to improve effectiveness within and across key sales and marketing areas. Prior to that he was a Software Engineer for IBM Global services in India where he analyzed business flows, designed and developed modules in Java. He was the recipient of the merit-based scholarship offered by Ministry of Human Resource, Government of India. Sandeep holds various certifications in Financial Markets, among them Derivatives Market (Dealers) Module, Securities Market Module both from National Stock Exchange (NSE), India. Upon graduating the program he would like to combine his quantitative, financial, and programming skills to create trading models or pricing applications. In his spare time Sandeep likes to read books, work out in a gym and listen to music.
Siqiao (Vic) Xue graduated with Bachelor of Science in Economics from Nanjing University, China where he was a recipient of People's Scholarship. He ranked 2nd statewide in 2005 China Undergraduate Mathematics Contest in Modeling. Siqiao also received 2007 Society CFA scholarship. During his study, he has interned at Research Institute, Huatai Security Co. Ltd, where he assisted in building risk management and volatility estimate model using Matlab. Siqiao joins the Baruch MFE program to learn practical skills which prepare him for a position as financial analyst in structured products research. He was captain of his department soccer team. He also helped moderating the online finance forum at Nanjing University. Siqiao was also a volunteer for China Open Resource for Education where he translated linear algebra teaching materials from MIT Open Course Ware. He has been trained intensively for 6 years in Chinese traditional calligraphy.
Soumya Vasudevan graduated First Class from University of Madras, India where she received a Bachelor of Engineering in Electrical and Electronics. Her final year engineering project involved writing a C++ application that helped size transistors in amplifier circuits using genetic algorithms. Soumya later studied at Symbiosis Institute of Business Management, India where she graduated First Class with Distinction and received an MBA, Finance major, and minor specialization in Operations Research. She joined Goldman Sachs Global Investment Research as a sell side equity analyst, tracking 20 companies in the Medical Devices sector. Certified by the National Stock Exchange of India in Derivatives, Commodities, and the Wholesale Debt Market modules, Soumya is interested in structured finance, pricing of exotics and credit derivatives. After the MFE program, she plans for career in structured products, quantitative research or risk management. In her free time, Soumya enjoys playing the guitar, horse riding, reading, and participating in animal welfare activities.
Steve Townsend received a degree in Mathematics from Christ's College, Cambridge University, UK, Upper Class Second. Currently, Steve is a Vice President at Credit Suisse in the Fixed Income Derivatives Products group. His responsibilities include research and analytics server-side development. Prior to CS, he was a developer of equity sell-side Order Management System for Lava Trading and worked for Microsoft Corporation as a software development engineer. Steve is an experienced team leader, with a solid understanding of finance and mathematics. He expects the Baruch MFE program to enable him to be a more effective leader of quantitative developers. Steve enjoys traveling, skiing, listening to music, New York City culture, and keeping up with the latest news on current affairs, quantitative finance and software development. In his free time, Steve loves spending time with his wife, daughter, and the family pets.
Subramaniam Venkiteswaran graduated with a Bachelor of Engineering degree in Computer Science and Engineering from University of Madras, India where he was recipient of Merit Scholarship award in sophomore and junior years. He went on to study at University of Texas at Austin where he received a Master of Art degree in Computer Sciences. In 2005, Subramaniam interned at Goldman Sachs in the Equities group. He also published a paper titled “Cooperative Caching with Keep-Me and Evict-Me” at the 9th Annual Workshop on Interaction Between Compilers and Computer Architectures (Interact-9, San Francisco, 2005). He has been at Bloomberg L.P. since early 2006 where he works on trading systems software development. In joining the MFE program, Subramaniam looks to further his skills in models development for pricing various complex financial instruments. He loves to read about contemporary developments in various parts of the world in his free time.
Vadim Nagaev received a Master Degree with honors in Applied Mathematics and Computer Science from Ufa State Aviation Technical University, Russia. He wrote a final qualification thesis on Support System for Making Decisions on MICEX and the RTS for Arbitrage Operations Performance. He also developed the financial model and software for an investment bank. He worked for several years as a business and financial analyst at Bashpharmacy Company where he led business projects, performed business plans, and developed financial and strategic models. After graduation he plans to join a investment bank or hedge fund as a quantitative analyst. In his free time, Vadim enjoys spending time with friends. He also enjoys reading, playing chess, tennis, volleyball, and takes an interest in history.
Vineet Bansal graduated with a Master of Technology and a Bachelor of Technology in Chemical Engineering from the Indian Institute of Technology, Bombay, India where he received a scholarship of academic excellence. Vineet has interned at the University of New Castle, Australia where he developed and simulated models for mineral processing techniques. He was also an Intern at Quantum Phinance, Mumbai, India, which is a financial engineering firm providing customized solutions to the financial services sector, where he developed price models for credit derivatives using Visual C++ and VBA. For his Masters thesis, funded by Volkswagen, he worked at the Max Planck Institute of Complex Non-Linear Dynamics where he developed models for chemical reactors to detect and analyze non-linear dynamics. Vineet aspires to work at an Investment Bank as a quant researcher or risk manager with a high interest in moving to the trading side in the future. In his free time, he enjoys writing, traveling, working out at the gym, watching movies and listening to music. He is a sports buff and enjoys cricket, badminton and field hockey.
Xin (Sunny) Lu graduated with a Bachelor of Computing with Honors from National University of Singapore, where she was a recipient of the Singapore Ministry of Education Scholarship. Prior to coming to Baruch, she worked at Citigroup Singapore in the Corporate and Investment Bank Division doing e-business. Her primary responsibility was to help deliver the financial products of Citigroup through electronic platforms and hence increase the market presence of the company in the Asia Pacific region. She was also involved in the building of various calculation and trading models and the support of Citigroup's online trading system using VBA, C++ and JAVA. Sunny joins the Baruch MFE program to further her knowledge in quantitative finance and plans to work in the area of quantitative analysis or structured finance after graduation. In her free time, Sunny enjoys traveling, listening to music and reading.
Yavuz Varoglu received a PhD in electrical engineering from Northeastern University. He graduated with a Master of Science in computer engineering from University of Massachusetts Amherst where he also received a Bachelor of Science in computer engineering with a minor in mathematics and is a member of Tau Beta Pi. Yavuz has worked as a software engineer and has more than ten years experience in design, implement and support commercial systems. He is interested in joining the trading desk of an investment bank to apply his software and asset trading knowledge. In his spare time, Yavuz likes to read, cook, travel and swim.
Zheng Chao graduated with a Bachelor of Science in Economics/Finance from Nanjing University, China. A winner of People Scholarship for three straight years, he was recipient of the Technological Innovation Award in Dec. 2006. His publication, "Will Commercial Banks Extinguish?" appeared on Management and Administration (ISSN1003-3475), Vol. 268, 27-28, Oct, 2006. Zheng interned at Hong Kong Forex Investment Ltd., a brokerage company based in Hong Kong, where he participated in bullion and foreign exchange trading with the staff, studied actual cases, and forecasted the trend of gold price and exchange rates. He later went to Suzhou City to help China Unionpay Co., Ltd Jiangsu Branch with the development of new software for POS terminals and was in charge of upgrading the outstanding POS terminals to the newest software. Upon completion of the Baruch MFE program, Zheng plans to work in an investment bank as an analyst or a portfolio manager. An accomplished basketball player and guitarist, he likes reading books, especially on history, politics and economics.
2006 incoming students
Prior to joining the MFE Program, Andy Nguyen was a PhD student in Mathematics at the Graduate Center, CUNY. He holds a Master of Science in Computer Science from Lehman College, as well as a double BS summa cum laude in Mathematics and Computer Science. While in graduate school, he worked as a lecturer at various CUNY colleges teaching mathematical courses. During his undergraduate study, Andy received numerous scholarships and awards for his excellent academic record, community service, and extra curriculum activities. Most notably, he has received CUNY’s prestigious Belle Zeller scholarship, the Golden Key National Honor Society Outstanding Junior Scholarship, and the Lehman College Outstanding Student of the Year Award. Andy enjoys mathematical competitions. As President of the BBC Math and Computer Science Club, he was the Northeast region champion of the AMATYC Math League competition and champion of the CUNY Student Math League competition. He also spent two years at IBM’s T.J Watson Research Lab as an intern programmer in the Enterprise Networking Group. Andy hopes to learn how best to apply his mathematical background, analytical ability and programming skills to the area of finance. Upon graduation, he would like to work in structured finance at a hedge fund or investment bank. In his free time, Andy enjoys watching movies, sports, reading computer publication and spending time with family and friends. Ari Braha holds a Bachelor of Arts in Mathematics with honors from Rutgers University. While in school, he participated in math seminars, mentored fellow students in calculus, and played intramural sports. Upon graduation, he began his professional career as an actuarial analyst for a mid-sized insurance company, where he aided the Chief Financial Officer in overall pricing of all the core lines of business using classic rate monitoring techniques. In addition, he priced more exotic contracts, including generation outage and other weather derivatives, using @RISK simulations. Ari chose to matriculate at Baruch’s MFE program to sharpen his abilities in applied mathematics and programming as it relates to the financial industry. Ari plans to work for either an investment bank or at a hedge fund in structured finance. In his free time, he loves playing basketball, skiing, and playing poker. Bridgett Xia graduated with University Honors from Brigham Young University where she received a double Bachelor of Science degree in Computer Science and Economics. As an undergraduate, she received various scholarships and research grants and completed two research projects in partnership with faculty from multiple disciplines at BYU. Her honors thesis was on digital image analysis and application in computer science. She also initiated and conducted research on women’s education in rural China. Bridgett interned in Washington D.C. with the World Resource Institute and various start-up companies in Utah. After graduation from college, she moved to New York, where she first worked at ABN Amro. She currently works as a financial analyst at Bear Stearns. Upon completion of the program, she plans to work in a structured finance environment at an investment bank or a hedge fund. She enjoys outdoor activities and loves to travel and visit friends. A graduate of the Bronx High School of Science, Christopher Chu holds a Bachelor of Science in Economics from the University of Michigan at Ann Arbor. He is an IT director at a NY–based distribution and logistics company where he advises the company’s Chief Operating Officer on ways to improve workflow processes and identified pain points. He has written database applications using VBA, SQL, and .NET professionally for the last four years. Using his experience in programming and business logic, he planned and created mission-critical applications and reports that helped increase overall efficiency and productivity within all departments in the company. Currently, Christopher is enrolled in the Computer Science BA program at Queens College, CUNY, where he is working to further advance his knowledge of Computer Science and Mathematics. Christopher joined Baruch’s MFE program to hone his abilities in programming and business. Upon completion of the program, Christopher plans to become a data analyst in an investment bank where he can use his skills to implement sophisticated modeling and data applications in finance. He enjoys reading and spending time with his family. An avid runner, Christopher will be participating in the NYC Marathon this year. Danielle Trichilo graduated from Cornell University with a Bachelor of Science in Applied Economics and Management. She has been working at JP Morgan Chase for the last eight years, first as a financial intern and later as a Quantitative Research Associate in Asset Management, US Equity group. Her responsibilities include conducting investment signal research to enhance current models. She also performs risk analytics on US Large Cap portfolios and conducts research on portfolio construction and optimization. Danielle is a CFA charter holder. She enjoys watching sports, reading and spending time with friends. Dmitriy Reznik holds a BS in Computer Science from Polytechnic University. His first job was as a Technology Analyst at Marsh, Inc., where he developed components and tools for software distribution, performance monitoring, and analysis. He later worked as a Senior Developer at X-change Technologies where his responsibilities included design and development of trading exchanges for corporate and municipal bonds and equity. Presently, Dmitriy is a System Architect at Caxton Associates, LLC. His responsibilities include design and development of trading applications, pricing and market data tools and the integration of diverse applications and systems. After completing the program, Dmitriy would like to combine his quantitative, financial, and programming skills to create trading models or pricing applications. In his free time, Dmitriy spends time with his family, traveling, and taking pictures. Eric Roberts holds a Master of Science degree in Mathematics from the University of Arizona, as well as a BS summa cum laude in Mathematics from Wake Forest University. He co-founded a successful internet-based company which he sold prior to graduate school. Eric currently teaches mathematical courses at Baruch College. He hopes to use the applied mathematics, programming and financial knowledge learned from the program to obtain a position as a financial analyst in an investment bank. Eric enjoys hiking, snowboarding, making music, reading, sailing, and playing backgammon, tennis and Frisbee. When possible, he also loves to travel. Frank Mastromauro received his Bachelor of Science degree in Environmental Engineering from Polytechnic University. As an undergrad, he received the University's prestigious Principal Scholarship. Frank subsequently earned an MBA with honors from St. Johns University while working full-time for the New York City Department of Environmental Protection as a project manager for which he received the Mayor's Graduate Scholarship. He also co-authored a paper on brokerage trading which has been accepted for publication in the Journal of Global Business and Technology. After graduation, he held various positions with JP Morgan Chase but spent a majority of his time as an Equity Product Manager. Frank currently is a Vice President Capital Markets Equity Syndicate at Bank of America where he assists with the development of retail syndicate and is responsible for growth of the business in the firm. Frank joined Baruch's MFE program to further improve his knowledge and quantitative skills in a financial environment. Upon completion of the program, he plans to apply the skills he acquires to the areas of capital markets. With his MBA background, Frank would like to eventually take on a management role in capital markets at an investment bank. In his free time, Frank enjoys cooking, reading and fine dining with family members. Giampiero Lo Monaco holds a Bachelor of Science and a Master of Science in Computer System Engineering from Rensselaer Polytechnic Institute where he graduated cum laude. He spent the summer of 1999 interning as an Internet Infrastructure Analyst at Goldman Sachs where he helped with the design and deployment of a VPN network infrastructure for over 4000 corporate clients and employees. Currently he works for a network management company where he designs networks for corporate enterprises, government agencies, telecommunications manufacturers, and service providers. After the program, Giampiero would like to join a Quantitative Finance Group at an investment bank to work on the development of algorithmic trading applications. He enjoys playing soccer and eco-tourism. Gregory Sipress holds an MA in Computer Science from Boston University, an MS in Business Computer Information Systems from Baruch College/Zicklin School of Business, and a BS in Mathematics from the State University of New York at Albany. In May, 2006, Gregory became a partner at TraderEx, LLC, a financial software company specializing in developing market simulation software. He spent 2005-6 designing and developing the TraderEx application. Gregory began his professional career designing Health Care Information Systems for various hospitals and health care providers. When not coding simulations, he enjoys playing golf; he is co-founder and CIO of Golfinity Inc., a golf handicap tracking online company. Hasan Islam graduated from the Indian Institute of Technology, Kanpur, India, with a Bachelor of Science in Civil Engineering. He holds an MS in Engineering Science from Louisiana State University. Hasan currently works at Information Builders as a senior software developer. His responsibilities include development, enhancement and the maintenance of major corporate systems. He plans to join the Baruch program to improve his knowledge of the theories and practices in financial engineering. Upon successful completion of the program, he hopes to obtain a position as a quantitative researcher and programmer in order to best utilize his programming skills. Hasan likes to watch soccer and baseball and spend time with family and friends. Maciej Cierpka received a full scholarship to participate in the prestigious Double Diploma Program in Finance and Banking. Upon his successful completion of the program, he obtained a Master of Science in Finance and Banking from Warsaw School of Economics and a MBA-equivalent Diplom-Kaufmann Degree from University of Mainz, Germany. He wrote his graduate thesis on modeling correlated defaults in reduced form credit risk models. Prior to joining the program, Maciej worked at Dresdner Kleinwort Wasserstein, a German investment bank, first as an intern in the Fixed Income Product Control division in Frankfurt and later as an analyst in the Equity Product Control division in New York. Currently, he works for ING Investment Management in New York as a Research Analyst in the Derivative Strategies department where he quantitatively analyzes the macroeconomic data, monitors risk and exposure for options strategies, and creates tools needed for the development of derivative strategies. He hopes to use his finance background and the quantitative skills learned from the program to develop investment strategies based on the quantitative analysis of market data. He loves ocean sailing, windsurfing, skiing and hiking the Adirondack Mountains in New York. Maxym Rumyantsev graduated with a Diploma of Honors from the National University of Ukraine where he received a bachelor’s degree in Aerospace Engineering and Fluid Mechanics. Prior to joining the program, Max worked as a C++/Java software developer for several projects utilizing various numerical methods and programming skills to solve practical problems. In addition, he conducted two marketing researches, supervised website development for an independent informational agency and worked as an energy market analyst. Upon completion of the program, Max plans to work as a quantitative researcher for a financial institution where he would apply his programming skills and financial knowledge to finance. In his free time, he enjoys digital photography, participating in sports, reading, listening to music, and watching movies. Nalin Aeron graduated from the Indian Institute of Technology, Bombay, India, with a Bachelor of Technology in Electrical Engineering. He ranked 17th in the State Science Talent Search Examination and won the Early Bird Prize at the Robotics Festival, IIT Bombay in 2000. He has spent time as a member of product development and implementation team for the World’s number one banking product, Flexcube, for Citibank Bahrain and Citibank Bulgaria. Currently, Nalin works with the Quantitative Strategy team for Hedge funds at Gartmore Investments, Ltd. After the program, he intends to work in the equity and fixed income sector at an investment bank. Nalin loves music, novels, going to movies with friends and learning western dance. Peik Looi Ong holds both Master’s degree and a Bachelor’s with honors in Civil Engineering from Nanyang Technological University, Singapore, where her research focused on environmental hydraulics and coastal hydrodynamics numerical modeling. Prior to joining the program, she was a Senior Structural Engineer with KBR (a subsidiary of Halliburton) where she spent 4 years designing offshore platforms which require rigorous modeling including stochastic fatigue in a dynamic environment. Peik Looi hopes to use her experience in numerical modeling and acquired finance knowledge to obtain a position as a quantitative researcher and eventually evolve into a trading role. In her free time, she enjoys watching films, writing, and various types of outdoor activities, such as rock climbing, trekking, and backpacking. Rushali Parikh graduated from L.D. College of Engineering, Ahmedabad, India, with a Bachelor of Engineering in Electronics and Communication. She then received an MSEE in Digital Signal Processing from the University of Michigan at Ann Arbor. Before joining the program, she spent a year as a research investigator at the UMich Neural Engineering Lab where she designed a digital system to record, process and transmit wireless neural data acquired from implanted neural probes. She worked briefly at an India brokerage firm where she used software to analyze stocks and generated 'tips' for trading. Rushali is interested in the area of structured finance and hopes to learn about other areas of finance that are important to the emerging Indian market. Rushali spends much of her free time painting abstracts, and her work had exhibitions both at UMich and in India. She loves tennis, squash and enjoys reading non-fiction literature. Sarath Kunda holds a Master of Science in Mathematics and a Bachelor of Engineering in Computer Science from Birla Institute of Technology and Science, Pilani, India, after which he completed a six-month internship at Texas Instruments where he helped design efficient algorithms for TI’s Digital Signal Processor. For the last two years, Sarath has worked for Amdocs Development Ltd, Cyprus. After graduation, he plans to work in structured finance at an investment bank. In his free time, Sarath volunteers for various non-governmental organizations. He enjoys playing foosball and ping pong, reading books, and watching movies. So-Yeon Kim holds a Bachelor of Science and a Master of Science in Electrical Engineering from Rensselaer Polytechnic Institute where she graduated magna cum laude. As a research assistance at Rensselaer Polytechnic Institute and GE Global research center in Niskayuna, NY, she has worked on designing and implementing systems benefiting wideband technology in Advanced Semi-conductor Labs. Kim co-founded BioVeriCom, Inc., which develops and sells fingerprint and facial biometric products. As an undergrad, she received the Rensselaer Medal, International Excellence scholarships, and the Center for Power Electronics Systems Fellowship. After graduation, she would like to work in a risk management team at an investment bank in NYC. She loves spending time with her infant daughter. Prior to joining the program, Sudhanshu Pardasani was a graduate student in the Department of Electrical Engineering & Computer Science at UC Irvine where he received the Henry Samueli School of Engineering fellowship. Sudhanshu graduated from the Indian Institute of Technology, Bombay, India, with a Bachelor of Technology in Electrical Engineering. He has interned at the Swiss Federal Institute of Technology, Lausanne, Switzerland where he worked on mobile ad hoc networks. He has worked at Siemens Corporate Technology in Munich where his responsibilities included developing bioengineering solutions for power communication networks; currently he works in the equity research department at Cheuvreux, a brokerage subsidiary of Credit Agricole. After completing the program, Sudhanshu would like to continue with the equity research department or apply financial engineering concepts with a hedge fund. He enjoys playing table tennis and badminton, and is an active member of the children’s Childline India Foundation. William Mirabella holds a Bachelor of Arts in Mathematics with a minor in Philosophy from Stony Brook University. He also holds a Master of Arts in Mathematics from Hunter College, CUNY. For the past 10 years William has been developing UNIX/Windows networking and UNIX kernel software for CA Inc (formerly Computer Associates International Inc). He has experience as a specialist clerk on the floor of the New York Stock Exchange and as a clerk and trader on the former New York Futures Exchange. He would like to develop risk and pricing models for large, multi-national financial institutions, preferably based in another country. He’s trying to learn to speak, read, and write Chinese. Yan He graduated from the University of International Relations, Beijing, China, with a Bachelor of Arts in Law. She then received a Master’s degree in Law from the University of Political Science and Law, Beijing. After graduation, she worked as a Copyright Specialist at the National Copyright Administration of China where she analyzed nationwide copyright data and prepared executive reports. To improve her understanding of the law, she studied at the University of Toledo, Ohio, where she earned her second Master of Law degree (LLM). A licensed NY lawyer, she worked as a paralegal at Kuzmin & Associates. Yan entered the Baruch's MFE program to explore other career opportunities where she could utilize her skills at data analysis. She plans to use the programming, mathematical, and finance knowledge learned from the program to obtain a position as a financial analyst in an investment bank. In her free time, Yan enjoys cooking and traveling. Yang Yu graduated with a Senior Prize from the University of Auckland, New Zealand, where he obtained a Bachelor of Commerce in Finance and subsequently received a Graduate Diploma in Applied Math. During his graduate study, he utilized Matlab and Maple to calculate the order conditions for Runge-Kutta numerical methods under a summer research scholarship by the Math department. Prior to joining the Baruch MFE program, Yang worked as a junior financial analyst for a New Zealand firm designing loan structure and repayment solutions for clients. He also interned as an analyst for Xingye Security, China, where he conducted financial analysis and advised clients on investment issues. Upon completion of the program, Yang plans to work as a quantitative researcher in an investment bank and eventually evolve into a trading role where he can combine his interpersonal skills and business acumen. An avid and competitive badminton player, Yang enjoys playing poker and engaging in other outdoor activities during his free time. Yanniv Avitan holds a BA in Accounting and Economics from Ruppin Academic Center, Israel. Upon graduation he worked as a Financial Auditor for the Government of Israel’s Ministry of Defense in their New York City office where he audited financial reports and analyzed the Financial Department’s activity. At his current position as a Financial Analyst he forecasts long-term operating and purchasing budgets to facilitate multi-year budget planning; prepares a monthly cash flow and budget allocation reports for Ministry of Defense executivesplans future procurements and loans, performs variance analysis, and reports to senior management. Yanniv plans to work in an investment bank or hedge fund after completion of the program. Yusheng Hao holds a BS in Physics from Nankai University, China. After graduation, he worked as a software engineer at INVENTEC Electronics Co., Ltd., where he participated in several projects including the E-business Solution System in which he was responsible for designing modules, programming, and database. Prior to joining the program, Yusheng was a PhD student in Physics at the Graduate Center, CUNY. While in graduate school, he worked as a Teaching Assistant in the Physics department of Queens College, CUNY. Yusheng hopes to apply his quantitative and financial training and programming background to obtain a position at a hedge fund or investment bank. He enjoys playing soccer, watching TV, listening to music, and traveling. | | |||||||||||||||
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