MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2014
Areas of Interest: Trading, Fixed Income, Derivatives, Asset Management
Liwei Zhang is seeking full-time opportunities in risk management, as well as other quantitative fields of finance.
Liwei Zhang developed quantitative skills together with financial acumen at Duke University through his undergraduate dual major in math and economics. To better prepare myself for quantitative roles in the financial industry, he enrolled in the Cornell FE program, which has nurtured his deep interest in risk analytics. At Cornell, he took leading roles in risk-related quantitative projects that involved model development and statistical analysis.
This past summer he worked in the counterparty risk infrastructure group at Citigroup. His work involved forecasting risk-weighted asset (RWA) for comprehensive credit analysis and review (CCAR). He assisted his team validating methodology and conducting stress tests upon trade data of different financial products. Specifically, He used Linux environment to simulate risk exposure by matrix operation, and used Excel VBA to analyze exposure profiles under various stress scenarios.
Liwei also interned at China International Trust and Investment Corporation (CITIC), Dahlman Rose (now Cowen Group), and Automatic Data Processing, Inc. (ADP). From those experience, he gained practical knowledge of investment banking and corporate finance.
In his spare time, Liwei is a semi-professional pocket billiard player and an avid basketball player.