Haoran Zhao

Haoran Zhao

Operations Research and Information Engineering
Financial Engineering
MEng
Fall
2014

Biography

MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2014
Areas of Interest: Hedge Fund, Sales & Trading, Asset
Management

Haoran Zhao received his master degree in mechanical engineering from Carnegie Mellon University. During the Cornell Financial Engineering program, he had an internship at UBS in the summer 2014. He also had intern experience at Morgan Stanley Huaxin Securities, WhiteRock Asset Management, and Bank of China.

At UBS, Haoran interned on the FX options trading desk and structuring desk. He proposed option hedging strategies on a daily basis, and learned extensive knowledge of options market making and portfolio management. He also systematically backtested a FX volatility swap spread strategy, and constructed FX options volatility surface. At Morgan Stanley Huaxin Securities, Haoran gained key trading skills working on the fixed income proprietary trading desk. His projects involved developing spreadsheet with Excel Macros, and researching the term structure of yield curves based on monetary and fiscal policies.

With his financial engineering degree, Haoran wants to solidify his quantitative skills and develop essential analytical skills in better understanding markets. As the former president of Student Union at Southeast University, Haoran was elected as the undergraduate student speaker for commencement in 2011. In addition, Haoran enjoys swimming and reading in his spare time.