MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2015
Areas of Interest: Quantitative Analysis, Trading, Portfolio Management, Risk Management
Jay Zhou received his bachelor degree in Mathematical Economics from Fudan University.
Besides his outstanding academic performance, he has a great passion for building quantitative trading models. During his recent summer internship in BNP Global Markets, his project lead to several strategy publications that were leveraged to a large number of clients. After the summer intern, he was further referred to an ETF trading part-time position to help build statistical models and create hedging proxies for international ETFs. During a previous internship in a hedge fund team, his statistical prediction model and
implemented tools were kept and further developed to facilitate trading after he left the team.
Jay and his team of fellow Cornell students have also won IAQF 2014 Quantitative Finance Competition among 25 teams. In addition, his pairs trading project was commented by Professor Jim Renegar as “at a level of professionalism that I’ve rarely seen displayed in the 5 years of the class.”
Furthermore, he has a great passion for the market and trading. He has joined several trading competitions and traded on his personal account in the stocks market for several years. He has recently taken a large position in US Dollar to Chinese Yen one month before the Chinese government suddenly announced the depreciation of the Chinese Yen.