Fengyu Lu

Fengyu Lu

Operations Research and Information Engineering
Financial Engineering


MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2014
Areas of Interest:Quantitative Analysis, Risk Management


Fengyu Lu graduated from Fudan University in 2013, where he earned a B.S. in mathematics and applied mathematics. It was his strong interest both in math and finance that drove him to financial engineering.

In 2014, Fengyu interned at the Treasury Investment Department in Citigroup. He maintained and modified the VBA system which collected, linked and analyzed more than 20K trading records every day. He also reconciled with various teams for the correctness of data population and risk calculation methods.

Prior to that, Fengyu interned at the credit department of Bank of China, where he designed a data processing system to replace the inefficient, manual process of collecting and analyzing clients’ credit risk. During his undergraduate years, Fengyu devoted himself in mathematical modeling. As the co-founder and team leader in Fudan Mathematical Modeling Association, he devised a new solution to the Steiner Tree Problem utilizing genetic algorithm in C++. He also analyzed the traffic condition of Shenzhen, China, using statistics from taxis’ GPS to improve transportation efficiency.

Fengyu is pursuing a degree in financial engineering in order to further his quantitative skills and understanding of the financial universe. Upon graduation, Fengyu will be seeking a role in quantitative analysis or risk management to leverage his analytical skills in the finance industry.

In his spare time, Fengyu enjoys swimming, playing badminton and strategic games.