Mengyue Wu

Mengyue Wu

Operations Research and Information Engineering
Financial Engineering
MEng
Fall
2014

Biography

MEng Concentration: Financial Engineering
Anticipated Graduation Date: December 2014
Areas of Interest: Quantitative Trading, Structuring, Risk Management

Mengyue Wu earned her B.S. degree in mathematics from Fudan University where she was awarded several first prizes in national and international mathematical modeling competitions. She also studied at Yale University for the summer in 2012. A strong interest in finance and mathematics contributed to her decision in Financial Engineering program.

As a wealth management intern at Citi Bank, she was exposed to several structured wealth management products based on the FX market and gained insight into how they react to market changes. At Everbright Securities, Mengyue also worked on several quantitative modeling projects using R that focused on trading strategies, applying GARCH and other time series models to measure volatility.

At Cornell, Mengyue expects to combine the theoretical training and quantitative analysis to better understand the market. Upon completion of the financial engineering degree, Mengyue intends to pursue a career in quantitative trading, structuring or risk management.

In her spare time, Mengyue enjoys traveling, volleyball, cardio-kickboxing and cooking.