MEng Concentration: Financial Engineering
Areas of Interest: Portfolio Management, Fixed Income Structuring/Strategies
Anticipated Graduation Date: December 2013
Dunfei Chen graduated from the University of Rochester with a B.A in financial economics (Distinction) and a B.S. in mathematics (High Distinction) in 2011. He also earned the Citation of Special Achievement in Financial Economic Theory based on his excellent academic performance and broad perspective on financial economics.
During a summer internship in 2010, Dunfei participated in a leveraged buyout deal as an analyst in the private equity team of The Blackstone Group (HK) Ltd. He used several financial models along with qualitative analysis to evaluate the potential deal, backed by extensive company and industry research. As a research assistant for a Simon Graduate School of Business professor, he collected data of 3 million firm-month observations of traded stocks and applied GARCH, CAPM, and other time series models to measure idiosyncratic volatility.
The lure to find the compelling truth behind the complex and capricious financial market motivated Dunfei to pursue a master’s in financial engineering at Cornell, where he expects to combine rigorous theoretical training with advanced analytical methods to understand the fascinating market better. Dunfei intends to pursue a career in portfolio management or fixed income structuring/strategies, though other fields in the financial industry also interest him.