MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2016
Areas of Interest: Risk Management, Asset Management, Financial Modeling
Yuanyuan Zhang holds a B.S. in Finance from Zhejiang University, and an M.S. in Accounting from Shanghai Jiao Tong University.
She was awarded the national scholarship as well as received the Outstanding Student Leader Award at Zhejiang University.
Working in the market risk team at Citi during the summer of 2013, Yuanyuan was responsible for conducting VaR back testing and tracking sensitivity measures as well as liquidity ratios by mining daily market data.
Inspired by models and rules designed to quantify otherwise virtual risks she hopes to be the person who can create or use them one day. In 2016 she worked as a quantitative summer intern at the investment department of the Guardian Life Insurance Company.
She showed a great set of skills in data analysis and programming, including: working on various projects related to risk management and quantitative research, investigating corporate bond excess return volatility, studying the fixed income ETFs modeling, and effectively helping with automation of risk reporting. In several course projects at Cornell, she applied time series models to model VIX index, study cross-market portfolio allocation, and develop pair-trading strategies.
As an undergraduate she became the chairman of a student dance club and helped to organize over 50 dance training session and performances on campus.