MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2014
Areas of Interest:Quantitative Analysis, Risk Management, Trading
Yuxiao (David) Liu graduated from The Chinese University of Hong Kong in 2012, where he received his BEng degree in Operations Research with First Class Honors.
During his undergraduate study, David developed strong interest in financial markets. Because of his technical background, he mainly focused on quantitative aspects of finance. David passed two levels of FRM exams, and he did a gap-year internship at HSBC.
Through the Financial Engineering program, David further improved his financial knowledge and quantitative skills by taking courses and doing projects in product pricing, model implementation and data analysis. This summer, he did internship at Citigroup. He worked in Trading Book Market Risk where he implemented a simulation model on all major asset classes in Citi trading book, which calculates and analyses the aggregated market risk. This model facilitates the limit setting process for VaR, risk factor limits, and stress testing P/L. David also did work on risk measurements and regulatory issues.
David is expecting a challenging position in risk management or quantitative analysis.