Jiaying Feng

Jiaying Feng

Operations Research and Information Engineering
Financial Engineering
MEng
Fall
2015

Biography

MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2015
Areas of Interest: Portfolio Management, Risk Management, Investment Banking, Consulting

Jiaying Feng received her bachelor degree in Statistics from Nanjing University. During her year as an undergraduate, she served as the minister of Public Relations at the Student Union. As a result, she successfully led a team to organize and raise funds for several students’ events.

While working as a risk management analyst in China Pacific Insurance Co., Jiaying learned to identify different types of risks, validated risk management models and quantified market risk periodically. Most recently, Jiaying also did a summer internship with Altimus Capital as an associate trader. She researched on quantitative trading strategies in foreign exchange market. By utilizing knowledge in machine learning to catch the correlation and special patterns of currency prices, she built trading models and conducted back tests on the electronic trading platform.

With a solid understanding in financial markets and strong quantitative skills, Jiaying would like to pursue a career in trading, financial modeling and risk management upon graduation.

In her spare time, Jiaying enjoys playing the piano, cooking and jogging.