MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2014
Areas of Interest: Risk Management, Quantitative Research, Fixed Income
Leyi Pan is currently in her third semester of Cornell Financial Engineering Program. She earned a Dual Bachelor’s Degree of Finance and Mathematics from Shanghai Jiao Tong University. She was also a BBA exchange student in the University of Texas at Austin for one semester, where she was awarded University Honor for her outstanding academic performance.
Leyi has a great passion for portfolio analytics and quantitative risk management, especially in fixed income markets. This summer, she interned at Citi Treasury Investments as a Rates Portfolio Management Analyst, where she learnt fundamental investment philosophy and got exposed to a wide range of fixed income securities. Specifically, she performed ad hoc projects on market behaviors of swap spreads and TBA dollar roll specialness. Leyi also contributed to the reporting process improvements for weekly MBS dashboards. She streamlined the procedure by enhancing data efficiency and documenting the process.
Her former experiences in equity research, business strategy, and management consulting widens her scope of interests, and she is open to other financial opportunities other than fixed income. As an equity research intern at Hongyuan Securities, Leyi built a quantitative valuation model for China’s real estate developer companies. When she interned at Citibank as a business strategy intern, she contributed to the expansion of Citi’s online banking business in mainland China through her excellent data analytics and communication skills.
Leyi is self-motived and highly initiative. She is also a great team player and a quick learner. In her spare time, she loves jogging and photography.