Yiyun Han

Yiyun Han

Operations Research and Information Engineering
Financial Engineering
MEng
Fall
2015

Biography

MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2015
Areas of Interest: Quantitative Analysis, Structured Finance, Trading

Yiyun Han received her bachelor degree in Mathematics with a concentration in Statistics from Zhejiang University. In her bachelor degree thesis , she implemented neural network with tuned parameter to predict the price evolvement of the stock market.

She was introduced to the field of quantitative finance through a 7-month internship in Xquant Co, an emerging financial IT company in China. She joined small teams on research projects in machine learning methods in credit rating as well as worked with multiple teams in an optimization problem for asset liability management.

Her summer internship in Barclays as a structured notes developer exposed her to structured fix income product trading and pricing in the perspective of report delivery. She further built her programming skills as well as adapted herself to a multi-cultured working environment.

With strong quantitative and programming skills, Yiyun is interested in developing her career in quantitative analysis and structuring.