Chaeyoung Ahn received her Bachelor's degree from Yonsei University in Korea, where she majored in business with concentration in finance and mathematics. Prior to joining the MSCF program, she interned at Woori Securities equity derivatives trading desk, where she developed application for traders to automate new issue data on equity-linked warrants. Upon completing the program, she intends to pursue a career in trading at an investment bank. This summer, Chaeyoung will be joining Barclays Capital Foreign Exchange trading desk in Singapore.

Anil Andhavarapu earned his Bachelor's degree in Computer Science from National Institute of Technology, Surathkal. Prior to joining Computational Finance program, Anil worked as a financial software programmer. At Goldman Sachs he served the Prime Brokerage team supporting their hedge fund administration services business. He was also part of the team which developed foreign exchange trading platform for Bank of America. After graduation from MSCF program, Anil plans to work in financial analytics or quantitative trading.

Upon the successful completion of his PG Diploma in finance from IFMR, Chennai, India, Bharathan Balasubramanian joined the Derivatives Structuring & Sales desk at ICIC Bank. Seeking to better understand various pricing models and to delve deeper into the mathematics behind them Bharathan joined the MSCF program. Leveraging his experience of working in a high pressured job in a sell-side bank with the quantitative finance skills of the MSCF program, Bharathan hopes to apply his skills in the ever demanding and evolving financial services industry. During his spare time, Bharathan enjoys playing squash and watching Manchester United play Soccer.

Roman Barbalat earned a B.S in Mathematical Sciences with University Honors from Carnegie Mellon University. As an undergraduate, he developed a deep interest in the application of mathematics to financial theory and practice. Roman chose to enroll in the MSCF program due to its strength in all aspects of quantitative finance and the quality of the university and its faculty. Upon completion of the MSCF program, he intends to seek employment as an analyst or trader.

Stephen Casciano completed his B.S. from the University of Colorado - Boulder in Applied Mathematics in a Quantitative Finance track. As an undergraduate, Stephen worked part-time in the Quantitative Research and Market Forecasting groups of Platts Analytics, an energy financial analytics firm, where he helped develop various energy commodity derivatives pricing and forecasting models. Upon completion of his undergraduate studies, Stephen joined ING Investment Management’s Quantitative Analysis/Analytics group as a Summer Analyst. In this role, he designed and implemented a volatility surface model for a proprietary equity trading strategy. After the MSCF program, Stephen hopes to work on a fixed income structuring desk.

Jing Chan obtained a BS in Commerce from the University of Virginia's McIntire School of Commerce where he employed his programming and finance skills to develop a trading platform to perform algorithmic trading and dynamic hedging. Jing interned at both Susquehanna International Group as a trading assistant and at Duff Capital Advisors, a multi-strategy hedge fund, as an analyst. Upon graduation, Jing hopes to pursue a career in fixed income sales and trading or management consulting. In his free time, Jing enjoys designing and developing computer games.

Siwei Chen received her Bachelor’s degree of Finance with Honors from Nanjing Agricultural University, China in 2008. Before joining the MSCF program, she did internships in commercial banks and securities firms. Her experiences at a futures company analyzing the market inefficiencies of the oil and aluminum markets led her to study quantitative finance. Upon completion of the MSCF program, Siwei would like to pursue a career in derivative sales or structuring. In her spare time, she likes playing piano and hiking.

Alex Chung received a B.S. in Computer Science from MIT in 2004. Alex started his career in the financial industry at Lehman Brothers as an IT analyst. For three years prior to entering the MSCF program, Alex was a senior member of the technology team for the Quantitative Investment Strategies hedge fund group at Goldman Sachs Asset Management. While at GSAM, he helped design and develop their High Frequency Trading platform, implemented new view portfolio models into the Black-Litterman expected returns framework, and enhanced a multitude of portfolio management and trading applications. Alex entered the MSCF program to gain a deeper intuition and understanding behind the quantitative models and factors he helped implement and support in hopes of one day becoming a quantitative researcher/portfolio manager himself. At CMU, Alex serves as one of the three elected leaders of the Quantitative Finance Club at the New York campus.