Calvin Luo

Calvin Luo

Operations Research and Information Engineering
Financial Engineering


MEng Concentration: Financial Engineering
Areas of Interest: Trading, Quantitative Finance
Anticipated Graduation Date: December 2014

Calvin Luo graduated with honors from University of Nebraska-Lincoln with a Bachelor of Science in Mathematics and Computer Science double major. As a research assistant, Calvin helped building a TCP algorithm detection model and experimented over 5000 most popular web servers. The result was published in IEEE/ACM Transactions on Networking in 2013.

Calvin had almost two years of work experience as a Business Analyst at Capital One. During his time, Calvin owned holistic strategy supporting monthly national campaigns; he also developed and executed expansion strategies to double expected annual account booking in 2013.

In summer 2014, Calvin interned on the Portfolio Analyst Group at BlackRock. During the summer, Calvin owned and built validation tools that will save 20+ hours for the team globally; he developed a process to improve risk model in production by 30% in memory usage; and he also assisted client business and investment strategy to provide solutions leveraging Aladdin analytics.

To further enhance his quantitative and modeling skills, Calvin joined the Financial Engineering program at Cornell University. Upon completion of the program, he hopes to leverage his technical skills and quantitative experience to pursue a career contributing in derivative pricing, and trading strategies development.