Qian He

Qian He

Operations Research and Information Engineering
Financial Engineering
MEng
Fall
2014

Biography

MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2014
Areas of Interest: Risk Management, Derivative pricing, Asset Management,and Portfolio Analysis

Qian (Claudia) He graduated from Nankai University in June 2013, where she earned her Bachelor of Science degree in applied mathematics with a specialization in mathematical finance and actuarial science.

Qian has developed genuine interest in financial risk management through her previous internship experiences in risk departments and her academic research experience on credit risk quantifications. Qian spent her recent summer with Citigroup’s Franchise Risk Architecture team where she was working on risk measure and regulatory documents of counterpart credit risk models, developing test cases for quantitative risk projects such as CCAR RWA Forecasting, Commodity Forward Swap and Cleared OTC market. During her internship at Bank of China’s operational risk department, Qian worked on audit reports and mastered risk management and operational risk monitoring policies.

Qian benefits a lot from this Financial Engineering program, which largely enhances her quantitative skills and understanding of financial market. Upon graduation, Qian desires to pursue a career in quantitative risk management, financial modeling or asset management.