MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2015
Areas of Interest: Trading, Risk Management, Strats and Modeling
Hao Huang earned his bachelor’s degree in Mathematical Finance with distinction from Wuhan University of Technology in June 2014.
In his course project for Statics for Financial Engineering, Hao and his teammates established an AR/regression model to predict daily returns of targeting markets in R and constructed a dynamic portfolio selection using Markowitz optimization. The strategy applied on back test data had an annualized return of over 10%, which outperformed the benchmarks.
During his summer intern as an analyst for Citigroup’s Global Modeling & Risk Analytics, Hao self-taught SAS and was able to analyze and process (sorting and merging) data before model construction. He also analyzed Russian credit card data and defined performance variables used for vintage analysis. He constructed a Poland credit card no hit model using logistic regression and performed characteristic analysis, stability analysis and swap set analysis between the new score and existing score.
In the National Natural Science Foundation of China General Project, Hao was able to apply quantitative tools in new areas and used simulation to study complex network problems.
With a solid quantitative background and a strong interest in finance, Hao desires to pursue a career in quantitative risk management and quantitative research upon graduation.
In his spare time, Hao loves playing soccer. He now plays for Cornell Dragon Soccer Club and has attended two tournaments with the team.