MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2015
Areas of Interest: Risk Management, Asset Management, Quantitative Research, Consulting
Zhining Chen graduated from City University of Hong Kong with a bachelor’s degree in Computing Mathematics and a minor in Finance.
During her internship in Franchise Risk Architecture Group at Citigroup, Zhining deepened her understanding of stress testing, CCAR scenarios and front-office analytics engines by implementing test cases for an in-house system developed for CCAR reporting. She was responsible for testing the system’s
capability of Other Comprehensive Income reporting for both existing Available-for-Sale/Held-to-Maturity positions and reinvestments, which cover 12 CCAR product types of fixed income securities.
Zhining has enhanced her financial modeling skills through her work on projects that required both financial knowledge and programming. Together with a teammate, she designed a rebalancing trading strategy by incorporating dynamic liquidity information to the Markowitz portfolio optimization framework. Performance analysis showed that the portfolio was able to provide stable, low-volatility returns during market turmoil.
Upon completion of the Financial Engineering program, Zhining hopes to work in Risk Management or Asset Management where she can utilize her strong analytical and technical skills.