James Chao

Biography

MEng Concentration: Financial Engineering
Areas of Interest: Fixed Income, Equity Derivatives, Quantitative Finance
Anticipated Graduation Date: December 2012

James Chao received his bachelor’s degree in finance and mathematics from McGill University, where he graduated with great distinction. As an undergraduate, he interned at Scotiabank where he made markets for U.S. dollar Canadian dollar swaps. He also had additional actuarial experience his sophomore year in pension consulting. After graduating from McGill, he worked in Chicago as an options trader for Optiver. There he employed algorithmic options strategies for options arbitrage.

His motivation for joining the Cornell Financial Engineering program comes from a desire to further his knowledge of quantitative finance and increase his technical skill set. Upon completion of the program, he hopes pursue a career in sales and trading at a bank or hedge fund, where he can leverage his quantitative skills to the area of derivatives pricing and hedging.

In his spare time, he enjoys playing poker, chess, basketball, and lifting.