Zijun Fang

Zijun Fang

Operations Research and Information Engineering
Financial Engineering


MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2016
Areas of Interest: Financial Modeling, Asset Management, Risk Management, Trading

Zijun (Jun) Fang received her Honors Bachelor degree in Mathematics and Applied Mathematics from Zhejiang University, Chu Kochen Honors College in July 2015 with Outstanding Graduates Honor.

During her quantitative internship at Bank of America Merrill Lynch on the Counterparty Portfolio Management XVA team, Jun participated in Macro Surface construction and data analysis. She helped enhance the efficiency of CVA routines and independent price verifications. She was also responsible for electronic trading and handling the uncleared margin requirement in the Market Risk State of Risk Report. While interning at E Fund Management Company Quantitative Strategies team, Jun independently completed a project on Chinese A-share market portfolio management on 800 stocks of CSI800 and obtained an annualized return of 21.51% with a tracking error of 4.93% in the long/short combination test. She also helped with the statistical analysis in Python and Excel for the company’s funds in the market. These experiences ultimately confirmed her passion for finance and her decision to pursue her MFE degree.

Jun has a strong background in mathematical modeling and quantitative analysis. She won National First Prize at the China Undergraduate Mathematical Contest in Modeling, Olympiad Physics and Olympiad Mathematics. In addition, she has engaged in many projects that utilized her strong quantitative modeling and programming skills.

In her spare time, Jun enjoys playing and listening to music and playing various sports.