Rohit Garg graduated from Indian Institute of Technology in 2006 with a Bachelor of Technology in Computer Science and Engineering. Prior to joining the MSCF program, he worked as a Senior Analyst at Deutsche Bank, Mumbai. He had the opportunity to be a part of the Portfolio Transition Management business and the Debt Capital Markets, underwriting senior unsecured bonds for corporates. One of his key achievements was the execution of multi manager transition of worth $ 2 bn in the Asia Pacific region. During his under graduate studies, he received the academic excellence award for the year 2003-04 and was also the part of the student exchange program at University of Dortmund, Germany. His undergraduate research thesis was focussed on attempting to find a deterministic polynomial time algorithm for univariate polynomial factorization. Upon completing the MSCF program, Rohit would like to pursue a career in an investment bank, a hedge fund or a prop trading firm. In his leisure time, he likes playing table tennis, travelling and cooking new items.

Arafat Habib graduated with a Bachelor of Science in Computer Science and a Bachelor of Arts in Economics from the University of Texas at Austin. Prior to joining the MSCF program, Arafat worked for seven years in the financial services industry. He started his career in risk management at Merrill Lynch, creating applications that facilitate in managing credit data and processes, and help the firm mitigate credit risk. Later he joined RBC Capital Markets, initially as an analyst developing statistical and time-series models in SAS to evaluate North American companies, and then as an associate on the equity trading desk, researching and implementing strategies to optimally execute a basket of securities. Upon graduation, Arafat would like to pursue a career in derivatives trading. Arafat is a CFA Charterholder and a Financial Risk Manager.

Xianhui (Cindy) He earned her BS and MS degree in Computer Science from Shanghai Jiaotong University, and another MS degree in Statistics from UCLA. In her undergraduate years, she won two Best Female Team medals in the ACM (Association for Computing Machinery)/ICPC(International Collegiate Programming Contest) regional contests and the 1st prize in the  Mathematical Contest in Modeling. After working as an analyst in the Risk Pricing System team in Morgan Stanley, she found herself fascinated by the challenging nature of finance. This growing interest motivates her to study towards a career in which she could apply her quantitative background in the financial industry. In her spare time, she enjoys music, movies and cooking.

Ning Jiang holds a B.S. Mathematics from Hong Kong University of Science and Technology and an M.A. in Statistics from Yale University. In her undergraduate studies, she received the Epsilon Award for graduating in the top 1% of her class. During her graduate study, she developed a time series model for mid- range US housing market data from 1960’s to present day. She also interned as an analyst at JP Morgan Chase Hong Kong office, where she prepared market forecasts on Qualified Domestic Institutional Investors (QDII) market capitalization.  Last year she placed 1^st in the Deutsche Bank MSCF trading competition with a 67% return on her portfolio in one month. Ning hopes to apply her analytical skills towards a future career in trading and portfolio management. In her spare time, she enjoys art, playing the piano, and karate.

Kang Jin, originally from China, completed his Ph.D. in Mathematics from Auburn University. He served as a Teaching Assistant, and taught numerous undergrad courses. His research topic was to develop and implement a moving boundary scheme using Lattice Boltzmann method in Computational Fluid Dynamics. He gained extensive experience in modeling and coding, and received the Baskerville Scholarship for Doctoral Studies for his outstanding academic study.  He also finished first three SOA actuarial exams during his Ph.D. study. Having strong interest in the financial industry, Kang joined the MSCF program after graduation. He believes that, with his background, he can succeed in the modeling of various quantitative strategies and the pricing of securities. He would like to pursue a quant or trading position in the financial services industry. Kang enjoys photography and tennis in his spare time.

Wengang (Jay) Ji grew up in China then Singapore, graduating with honours from the National University of Singapore, where he completed a major in Computer Science and minor in Mathematics. After completing his undergraduate degree, Jay joined Monetary Authority of Singapore(MAS) as Management Trainee Officer in Information Technology Department. He worked as the liaison between reserve management and technology, leveraging on his communication and technical skills. After two and half years working in MAS, he joined a boutique asset management firm, Tinco Capital Pte. Ltd. as assistant portfolio manager. He decided the pursue his master degree in the MSCF program inspired by the invaluable experiences in Tinco Capital. He completed all levels of the CFA examinations in 2008.  He believes in Austrian School of Economics and opposes to Keynesian Theories on macro-economy and government intervention on economy.

 Alex Keller graduated from Penn State in 2005 with highest honors, after three years of study, with a double-major in Finance and Economics. Alex then joined the Citigroup Sales & Trading Analyst Program, where he worked in both Equity Derivative Structuring and Interest Rate Volatility Trading. In an effort to maximize his long-term career prospects, Alex entered the MSCF program. Following graduation, he is looking forward to returning to working in financial markets.

Bomi Kim graduated with a Bachelor’s degree in Physics and a Master’s degree in Mathematics with concentrations in Stochastic Differential Equations from Yonsei University, Korea. During her graduate years, she worked as a research assistant in the area of Financial Mathematics. She focused on applications of stochastic volatility on the stock price following a geometric Brownian motion and the short interest rate models in order to show the effects of stochastic volatility on stock options and interest rate derivatives. Another main research area was modeling credit risk using the intensity-based model. As a result, she wrote the thesis entitled “Pricing for Intensity-based Defaultable Bonds with Stochastic Volatility”.   Upon completion of the MSCF program, she intends to apply her skills to valuing and structuring financial derivatives. In her spare time, Bomi enjoys traveling, playing the violin, skiing and watching movies.