MEng Concentration: Financial Engineering with Financial Data Science Certificate
Anticipated Graduation Date: May 2017
Areas of Interest: Quantitative Analysis, Risk Management, Quantitative Trading
Xiaolong Sun is a Cornell Financial Engineering Manhattan (CFEM) student. Prior to joining Cornell, he received his bachelor's degree in mathematics and applied mathematics from Renmin University of China (RUC) and his bachelor's degree in computer science from the State University of New York at Binghamton (SUNY Binghamton).
With his solid communication and quantitative skills, Xiaolong hopes to pursue a career in market risk management or quantitative trading upon graduation.
Xiaolong has a keen interest in utilizing his statistical and programming skills in the financial industry. He interned at the Market Risk division of Barclays Capital this summer where he worked with his teammates to develop stress testing scenarios for CDS index options and enhance reporting systems. He also conducted research on regulatory capital with a specific focus on the risk management of Contingent Convertible bonds. In his coursework project for Optimization Modeling in Finance, he worked with his teammates to study the relationship between implied volatility and equity return using python.
In his spare time, Xiaolong plays basketball, because he enjoys the sense of teamwork that basketball brings.