Jason Foster

Operations Research and Information Engineering
Financial Engineering


MEng Concentration: Financial Engineering
Area(s) of Interest:
Risk Management, Quantitative Research
Expected Graduation Date: December 2011

Jason J. Foster joined the Master of Engineering program at Cornell University with a concentration in Financial Engineering in the fall of 2010. He graduated with a Bachelor of Science degree in Mathematics, specializing in Applied Mathematics, and a Bachelor of Arts degree in Business Administration, majoring in Finance, from Seattle University in the spring of 2010, obtaining magna cum laude. He also received an award from Seattle University that is given to the graduating Mathematics major who has demonstrated intellectual independence in research.

During his undergraduate studies he conducted research in Random Matrix Theory with financial applications to correlation matrices and volatility, which he presented at conferences, including the Pacific Northwest Section of the Mathematical Association of America. He also completed internships at BlackRock Alternative Advisors (BAA) and the Boeing Company. While at BAA, he assisted the Risk Management and Quantitative Research groups by extending performance attribution to decompose absolute and active returns of hedge funds from risk factors. Prior to joining BAA, he supported the Boeing Company with the development and presentation of financial regression models for Supplier Management.

In his spare time, Jason plays the trombone, practices Shotokan karate, and travels to the United Arab Emirates to visit his family.