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Shaojie He

  • Shaojie He
  • Dept: Cornell Financial Engineering Manhattan (OR Manhattan)
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MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2015
Areas of Interest: Quantitative Research, Quantitative Trading

Shaojie He received double degrees of B.S. in Mathematics and B.A. in Economics from Peking University. He graduated with the highest distinction and received multiple scholarships.

In the summer of 2015, Shaojie worked as an analyst intern in the Quantitative Trading & Analysis team at Citigroup. He used C++ to develop a quantitative trading strategy which captured Carry, Momentum and Volatility premium in rates market. He also developed the Smooth model to adjust the risk profile of the strategy.

During his internship at CITIC Securities in 2014, Shaojie devoted himself to intensive research about Chinese bond market and contributed to a series of published reports. Before that, Shaojie was an intern at Bank of China where he was in charge of data analysis tasks about high-net-worth clients and corresponding products. His analysis helped to improve the efficiency of marketing strategies of the wealth management business.

Besides his experience in industry, Shaojie was also actively involved in many academic activities. He was the captain of Cornell University team for the 2015 IAQF competition and they won the top award among 25 teams. He finished 2 research projects about Pairs Trading and his strategy continuously beat S&P 500 Index.

With a solid quantitative background and strong interpersonal skills, Shaojie is seeking a position in Quantitative Research or Quantitative Trading field.

In his spare time, Shaojie enjoys playing chess, poker and tennis with his friends.