MEng Concentration: Financial Engineering
Areas of Interest: Finance/Banking, Consulting, Financial Modeling
Anticipated Graduation Date: December 2012
Sizhe Chen earned his dual degree of Bachelor of Engineering and Bachelor of Economics from Shanghai Jiaotong University, Shanghai, China. He participated in the research on Model Error in Financial Markets, in which he delved in the theorem of a novel pricing model and also presented theoretical analysis and simulations to validate the numerical algorithms. Furthermore, he devoted himself in Engineering Design Project, in which he applied statistical inference and optimization theorems to evaluate the reliability complex network in MATLAB.
During his internship at CITIC securities, he analyzed the profitability of telecommunication companies for clients. He also formed a model based on a mean reverting random process to design a simulation on the predicted performance of Shanghai Stock Index, and the simulation was included in the report for more than 50 financial institutions. Strong interests in quantitative finance motivated him to pursue the MEng degree in Financial Engineering at Cornell University. He is interested especially in risk management and financial modeling.
Upon graduation, Sizhe hopes to pursue a challenging career in an investment banks, a hedge fund or management consulting company. He looks forward to applying his quantitative skills in the dynamic world of finance in solving real world problems.