MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2014
Areas of Interest: Fixed Income Structuring, Risk Management, HFT, Data Mining
Ruiyun Chen received her double degree of B.S. in applied mathematics and B.Econ. in finance from Nankai University in 2013. She was awarded the Merit Scholarship of Nankai University in three consecutive years in recognition of her academic performance.
Ruiyun has a strong passion for modeling and quantitative analysis. In the Mathematical Contest of Modeling (2012), she served as the team leader, responsible for literature research and modeling. Her team was designated as honorable mention. In the summer research project, she studied financial application of data mining methods and construct a self-referential model to simulate the market trend of Shanghai stock market.
In the summer of 2014, Ruiyun worked in Goldman Sachs FICC Macro IRP strats team as summer analyst. She studied HJM framwork, LGM and LGM Basis model. She implemented the Fund LGM Basis model in SecDB by using GS in-house language.
Ruiyun also interned at HSBC and Mizuho. At HSBC, she gained practical risk management experience by conducting weekly PBOC (the central bank) credit check, analyzing financial statement as well as preparing and scrutinizing company ownership & organization chart for 32 enterprises. At Mizuho Corporate Bank, she joined the foreign currency group, where she practiced daily operations of money marketing, foreign exchange, import & export and remittance.
Upon graduation, Ruiyun intends to pursue a career in fixed income structuring, risk management, or HFT at financial institutions.