Hailin Wang

Hailin Wang

Operations Research and Information Engineering
Financial Engineering
MEng
Fall
2015

Biography

MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2015
Areas of Interest: Risk Management, Quantitative Modelling, Asset Management

Hailin Wang received her B.S. in Financial Mathematics and Financial Engineering from Shandong University in China.

During the summer of 2015, Hailin interned at Citibank in New York, where she worked on the CCAR wholesale credit benchmark modelling project. She independently consolidated 15 GB Citi’s loan and exposure records by industry and geography with SAS, and built five Citi wholesale loss prediction models for different geographies by using time series and multivariate regression models with R language. She also helped the operational risk modelling team to satisfy the Basel AMA requirement by building a tool that analyzes the relationship between Citi’s model for Business Environment & Internal Control Factors and subsequent operational loss experience.

Hailin also worked part time as an ETF trading research analyst at Qilu Securities in China, where she extracted trading strategies from 10 GB trading records. She has also interned at two other top financial service companies in China.

With the quantitative skills that she acquired from her academics, and the modelling experience she had in the financial industry, Hailin hopes to pursue a career in risk management or quantitative modelling.

In her spare time, Hailin enjoys singing, dancing, playing the guitar and electronic piano.