Zhen Wang

Operations Research and Information Engineering
Financial Engineering


MEng Concentration:Financial Engineering
Area(s) of Interest: Quantitative Trading, Risk Management
Expected Graduation Date:
December 2010

Zhen Wang received her B.S. degree in mathematics and applied mathematics from Fudan University in Shanghai, China. She also spent a semester at City University of Hong Kong studying applied mathematics as an exchange student. Prior to joining Cornell’s Financial Engineering program, she interned at Global Transaction Services of Citigroup where she provided statistical analysis on trade in RMB Draft Discount Service and assisted in the Beneficiary Care Project to provide clients with confirmation and financing by letter of credit. She also worked as an account manager assistant at the Bank of Communications, offering advice on investment strategies to clients.

As an undergraduate, Zhen participated in two research projects on futures market, concerning setting margin levels and finding optimal futures hedge ratios. She also co-authored a paper, Setting Dynamic Margin Levels in China Futures Markets: An Evidence on Dissymmetrical Heavy-tailed Distribution, that was published in the Journals of Systems Engineering.

At Cornell, Zhen is taking classes in derivative, simulation and stochastic process, and looks forward to applying these skills in the financial services industry.

In her spare time, she enjoys playing the clarinet and Chinese painting. She stays active by playing ping-pong and running.