MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2015
Areas of Interest: Quantitative Analysis, Risk Management
Yuhong Shi joined the Operation Research Master of Engineering Program at Cornell University with a concentration in Financial Engineering in the Fall of 2014. She obtained her Bachelor of Science in Financial Engineering degree in June 2014 from Wuhan University in Wuhan, China.
As an undergraduate, in the summer of 2013, she interned as a quantitative financial analyst at Guotai Junan Securities. In 2012, she was a financial analyst summer intern at Bank of China. In both internships, she delivered great enthusiasm to her work and gained valuable experience in structured financial products and quantitative methods.
This past summer, Yuhong completed an internship as a quantitative research analyst at XTF Inc., an ETF advisory firm located in New York City. During the internship, she automated the process for ETFs component weights using VBA, and improved the algorithm of computing ETF performance in their production database, which improved the computational efficiency by 100%. She also worked on an ETF trading strategy combining volatility and momentum into statistical models, which generated decent revenue in the testing period.
With a solid foundation in finance and strong quantitative skills, Yuhong is particularly interested in quantitative, statistical and data mining tools and is eager to pursue a career in asset management, research, or risk management upon graduation.