MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2015
Areas of Interest: Structuring and Strategies, Quantitative Research, Risk Management
Jin Li received her Bachelor of Science degree from the Hong Kong University of Science and Technology with a First Class Honor in Mathematics and Economics and a minor in Actuarial Mathematics. While there, she developed a keen interest in mathematical modeling and quantitative finance.
In the beginning of 2015, Jin, together with 5 other students, participated in the IAQF Academic Competition. There, they developed hedging strategies for a defined benefit pension fund and placed first in the competition. She also led a team in PRMIA Risk Management Challenge (New York Region), designing a system architecture and a credit rating methodology for P2P lending and got second runner up.
During the summer of 2015, she worked as a trading book market risk summer analyst at Citigroup. There, she examined and implemented CCAR BHC scenario generation algorithms, performed iVast full revaluation on correlation book and conducted pre-audit review for Permitted Product List documentation.
In addition, Jin did a few projects on applying mean-variance optimization techniques in portfolio management, fitting S&P 500 return data into ARIMA/GARCH model and predicting realized volatility, etc. Throughout projects, she applied theoretical knowledge into practice and gained hand-on experience in Matlab, R, and C++.
Jin is now pursuing a Master of Engineering in Financial Engineering degree at Cornell University to further enhance her quantitative skills and understanding of financial markets. Upon completion of the program, Jin is interested in working in structuring and strategies, quantitative research and risk management.
In her spare time, Jin loves cooking, swimming, traveling, and photography.