MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2015
Areas of Interest: Quantitative Research, Algorithm Trading
Yifan graduated from Zhejiang University in China with a major in Statistics before joining Cornell in 2014. With a passion for quantitative research and algorithm trading, he worked as an intern in a Chinese commodities hedge fund and developed statistical trading strategies on palm oil futures during the summer of 2014.
To improve his understanding of the financial industry and sharpen his skills in quantitative finance, he joined the Financial Engineering Masters program at Cornell in August 2014. During this summer, he worked as a summer quantitative analyst on the Commodities Research team at Citigroup. His main job was to develop quantitative trading strategies on a broad range of commodities and to build
analytical tools using Excel/VBA. Specifically, those trading strategies included the momentum strategy, the carry strategy, the volatility strategy, optimizations models and the Black-Litterman model.
Throughout his academic and professional experiences, he has developed a strong set of quantitative skills as well as the interpersonal skills required in the financial industry. Yifan is eager to deepen his understanding of global financial markets by following the news, connecting with practitioners and trading on his own.
Upon graduation, he hopes to pursue a career in quantitative finance, especially in quantitative research and algorithm trading.