MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2016
Areas of Interest:
Shabai Chen received her bachelor degree in Financial Mathematics and Economics from University of Virginia. While interning at Bank of China (HK) during the summer of 2014, she used internal risk-assessment models to determine the bank’s exposure and updating business clients’ credit limits, and suggested that more rigorous models would help the bank improve trading efficiency and precision in modern financial markets. In addition, during her summer internship at Bank of China (New York Branch), Shabai worked closely with Chief Data Office and gained a solid understanding of Risk Management practices, including Three Lines of Defense and risk metrics. It was during these experiences that Shabai truly found her passion for finance.
Shabai has dedicated much of her academic career to exploring the quantitative finance realm. During one of her academic projects, she addressed topics on the smart money effect and stock return momentum using Fama-French three-factor model and Markowitz Optimization approach to optimize portfolios.
In her spare time, Shabai enjoys taking on leadership roles and is very artistic. During her study at University of Virginia, as the editor for VKe Magazine, she wrote and edited articles for each issue of the magazine and was responsible for recruiting new members. In addition, Shabai received a minor in Studio Arts from UVA and held her thesis show and solo shows. Her online portfolio website can be found at www.shabaichen.com