MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2015
Areas of Interest: Trading, Structuring
Erica Zhang received her bachelor degree in Business Administration from Fudan University in Shanghai. During the summer of 2015, she interned in Prime Brokerage at BNP Paribas, analyzing hedge fund clients’ portfolios, and facilitating the margin financing and the stock lending business.
For technical experience, she developed optimal hedging strategies for pension funds in the IAQF 2014 Academic Competition, and won the national championship with her team from Cornell. In her bachelor degree thesis, she analyzed the macro factor impact on the mortgage prepayment rate in Chinese market with time series models, which increased the prediction accuracy by 50%. She is currently working on a three-month-long project sponsored by Lucera Financial Infrastructures, LLC, applying her data mining techniques to developing FX order fill rate prediction models.
To build up her market fundamental knowledge, she developed background materials for equity research reports, built financial projection models and prepared pitch slides for sales managers, while interning at Bank of China International in 2014.
To gain more real market experience, she joined a 10-week trading training program at Meridian Global Inc. in Shanghai in 2014, in which she simulated trading Euro Bund and Euro Stoxx 50 futures, and was ranked the top in terms of annualized return.
Balancing both quantitative skills and market fundamentals knowlegde, Erica is eager to pursue a career in derivatives trading and structuring upon graduation.
In her spare time, Erica enjoys A Cappella singing. As an alto in Echo Chamber Singers group, she has performed in over 15 concerts and released 3 albums.