Xiaocheng Chen

Xiaocheng Chen

Operations Research and Information Engineering
Financial Engineering
MEng
Fall
2014

Biography

MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2014
Areas of Interest: Sales & Trading, Quantitative Research, Risk Management, Investment Management

Xiaocheng Chen earned his bachelor’s degree in physics (minor in finance) with distinction from Nanjing University in 2011. He continued his studies and earned his first master’s degree in operations research with high distinction from Northeastern University in 2013.

Xiaocheng previously interned at the proprietary trading division of Tebon Securities Co. Ltd, where he developed and back tested Neural Networks based trading strategies as a quantitative analyst. Later in his independent research, he enhanced performance of a pairs-trading strategy by remodeling the underlying process and applying control theory techniques. He also developed a classifier to detect technical analysis patterns in equity markets that can be used as trading signals.

To further enhance his quantitative skills and understanding of financial markets, he joined the Financial Engineering program at Cornell. Upon graduation, he is eager to pursue a career in sales and trading, quantitative research, risk management or investment management.

In his spare time, Xiaocheng enjoys travelling and bicycling.