MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2016
Areas of Interest: Quantitative research, Asset management and Market microstructure
Rohini Jayanthi received her bachelor’s degree in finance from Birla Institute of Technology & Science in Pilani, India. In 2013, during her senior year, Rohini researched forecasting exchange rate volatility using ARCH/GARCH models. She also built valuation models for South Asian real estate investment trusts (REITs) and collaborated with different teams to prepare pitch books for client managers during her internship as a Junior Analyst at JPMorgan Services. These two experiences strongly contributed towards her passion for quantitative finance.
Rohini’s interest in quantitative finance has led her to engage in various academic and professional projects. During her internship at Western Asset Management, she coded the municipal basis into bond attribution production. This ultimately helped to better discern the municipal portfolio manager’s skill in producing alpha. In addition, throughout her study at Cornell, Rohini empirically researched de facto network induced vulnerabilities for mutual funds that were statistically significant in the presence of the three Fama French factors. Throughout these experiences, Rohini has been able to apply her strong quantitative skill set and ability to work well in teams.
During her spare time, Rohini loves to reads columns and books discuss different cultures. She also enjoys meeting new people, yoga and researching relevant stock trading ideas.