Xin Shu

Operations Research and Information Engineering

Financial Engineering

MEng

Fall

2017

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Biography

Anticipated Graduation Date: December 2017

Education (previous degree): University of Rochester; Bachelor of Science, major in Mathematics; Bachelor of Arts with Honors, major in Financial Economics

Experience:

OTCFin: Financial Engineering Modeler Intern in Optimization Extensions of the Litterman Carbon Pricing Model (Summer 2017)
Academic Projects:
- Utility Based Multi-Asset Portfolio Construction (Spring 2017)
- CVaR-based Portfolio Optimization and Its Application (Spring 2017)
- Time Series Analysis on Nikkei 225 (Spring 2017)
- Python Algorithmic Trading Project (Fall 2015)
- Financial Mathematics Independent Study (Fall 2014 – Spring 2015)
- Leadership: President of Compass News in Chinese Student and Scholar Association (Spring 2015-Spring 2016)
- University of Rochester: Teaching Assistant for Contract Theory and Functions of a Real Variable (Fall 2015)

Hobbies: Traveling, Zumba, running, skiing, photography, LEGO

Why do you want to pursue a career in finance?

I like to consistently challenge myself with the fast pace dynamic of financial services and make the most of my skillset in quantitative and qualitative analytics.

What makes you unique?

During a road trip in Iceland, I got stuck on an icy mountain road. While I waited for roadside assistance, I saw the most amazing aurora. That experience not only broadened my horizons but also shaped my calmness toward difficulties and open-mindedness toward challenges.