Yu Dong

Yu Dong

Operations Research and Information Engineering
Financial Engineering
MEng
Fall
2016

Biography

MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2016
Areas of Interest: Sales and Trading, Investment Banking, Asset Management, Quantitative Research, Risk Management

Yu (Jimmy) Dong received his bachelor degree in Applied Math and Statistics from the University of Toronto. He graduated with high distinction and obtained a dean’s list scholarship for 3 consecutive years. Aside from his academics, he has worked in an investment bank, commercial bank and insurance company, which collectively provided him with a strong practical understanding in the financial market.

While working full time at 4Finance Group in Canada, Jimmy carefully analyzed risk portfolios and developed asset pricing models with Monte Carlo Simulation in VBA to assist the country head with decision making. In addition, he initiated VBA applications to automate the reporting process, and successfully improved customer verification and forecasted future accounting metrics. As a result, he has developed strong communication skills and gained useful experience in explaining complicated models to people with a non-quantitative background.

In the summer of 2016, Jimmy worked as a Sales and Trading summer analyst at Goldman Sachs, rotating on the Equity Derivative trading team and FICC sales team. During this internship, he prepared the weekly market summary, overnight recap and morning meeting summary to support sales and traders. He also analyzed warrant trading data to discover the relationship between turnover and total Vega sold in order to drive the profit. Moreover, he designed and developed an interactive warrant market dashboard with VBA, conducted quantitative research on Callable Bull/Bear Contract issuing strategies with Monte Carlo Simulation and studied correlation and volatility between Asian equity market indices. From this internship, he gained valuable experience on the trading floor as well as a solid foundation in both Equity and FICC.

In his spare time, Jimmy enjoys trading in the North American market. With his international background and profound interest in capital markets, he is eager to pursue a lifelong career in finance.