Master of Financial Engineering Program


Class of 2007 Bios
(Abbasi-Chua)


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Yousuf Abbasi graduated with honors from the University of Central Arkansas, where he obtained a BS in applied and pure mathematics along with a minor in computer science. As an undergraduate, he worked as a mathematics research assistant in the field of Lie group theory and symmetry analysis of non-linear PDEs. He also spent the summer interning as an actuary at Blue Cross and Blue Shield, where he used his programming and quantitative skills to analyze data and develop statistical models in order to manage the firm's risk. After graduation, Yousuf worked as a quantitative analyst in the fixed-income division of the Bank of Oklahoma Securities, developing financial models and providing support to mortgage-backed securities traders and the public finance group. Yousuf's interest in financial economics, mathematics, and entrepreneurship directed him toward the MFE Program. Upon completing the program, he intends to apply his knowledge to the areas of derivatives valuation, trading, and financial innovation. In his spare time, he pursues filmmaking. He has competed in several film competitions.



Yousuf Abbasi

Manish Agarwal

Manish Agarwal graduated with a B Tech degree in Civil Engineering from the Institute of Technology, Banaras Hindu University, India. Prior to coming to the US, he worked as a Research Associate at the Transportation Research Center, IIT-Delhi for about a year. His work at IIT-Delhi included traffic modeling and simulation for analyzing different traffic management strategies for New Delhi. Manish received an MS with a major in Civil Engineering and a minor in Statistics from Iowa State University. His thesis research involved analysis of statistical relationships between weather and traffic parameters for urban interstates in the US using SAS and MySQl. While pursuing his MS degree, he interned with Cambridge Sytematics and obtained a full time position with Parsons Brinkerhoff (PB) in Los Angeles. As a Transportation Engineer, he analyzed Wireless LAN applications to reduce delay and travel time for Metro Rapid Buses in LA. His inclination towards mathematics, statistics, and programming coupled with an interest in quantitative finance motivated him to choose the MFE Program. Currently, he is a CFA level I candidate. After graduation, he wants to apply his quantitative skills in investment banking, fixed income, and/or portfolio management. He enjoys reading books, traveling, and listening to music in his free time.



Rekha Angepat holds a PhD in Mathematics from Cochin University of Science and Technology, India. Prior to joining the MFE Program, she taught mathematics for four years. She is pursuing the MFE Program to facilitate her transition from academia to the finance sector. Upon graduation, she would like to explore effective ways of using quantitative skills in the financial arena. Her interests include cooking, watching movies, and listening to classical music.



Rekha Angepat

Jonathan Bloom

Jonathan Bloom was a PhD student in pure mathematics at the University of California, San Diego prior to joining the MFE Program. There he received a Master's Degree and concentrated his PhD study in the area of Functional Analysis and Stochastic Calculus. Before the PhD program he worked for a San Francisco Bay Area firm to develop and program databases for their business operations. He also earned a bachelor's degree in both mathematics and computer science from Colgate University in Hamilton, NY. He was attracted to the MFE Program in order to learn how best to apply his skills in mathematics and programming to the area of finance. Upon graduation, he plans to perform derivative pricing and risk analysis for a hedge fund or an investment bank. He enjoys eating in restaurants, reading, and outdoor activities, such as sailing on the San Francisco Bay.

 


Young Chang graduated with honors from Columbia University where he garnered an engineering degree in Operations Research. Prior to joining the MFE Program, Young worked in Lehman Brothers' Equity Derivatives and Quantitative Research group providing portfolio managers with research on market dynamics. He then worked at Coast Asset Management where he helped manage nearly $1.2 billion in structured product assets across three CDO-squared portfolios. Young joined the MFE Program to hone his quantitative skills and develop the discipline needed to allow him to further his interest in structured credit derivatives. After the MFE Program, he plans to join a structured credit trading desk. Young enjoys surfing, playing basketball, golfing and various other outdoor sports.



Young Chang

José María Castillo

José María Castillo has over 8 years of experience in capital markets and investment banking. He started his career as a junior quantitative analyst forecasting key economic indicators, valuing fixed income instruments and vanilla derivatives, and developing new products for Credicorp, the largest financial corporation in Peru. After two years he moved to the Structuring Consulting Group (SCG), a Peruvian investment bank that had a joint venture with the former Flemings. There, José María was working for two more years as a senior consultant in charge of the structuring and design of two private equity funds for distressed companies holding a total of US$1 billion. He also preformed economic sector forecasting, the definition of the optimal portfolio composition and company valuation, as well as the definition of company debt restructuring plans and bank negotiations. After SCG, José María worked independently and in the former Andersen as financial consultant helping Peruvian corporations with debt restructuring using CDOs instruments. More recently, after finishing the mathematical track of a master in finance, José María worked as a senior quantitative analyst trainee at the Philips Corporate Treasury Department in Holland programing in VBA a tool that estimates the Philips yield curve. Subsequently, Jose María was Head of Treasury and Financial Modeling of Lima Airport Partners, a Fraport Group Company. José María holds an economics bachelor degree from the Universidad del Pacífico, Perú and a master degree in Finance – Mathematical Track from the University of Amsterdam (full Netherlands government scholarship). José María has also taken one year of courses at the Master in Mathematics from Universidad Católica, Perú. After completing the MFE Program, José María is interested in obtaining a quant front desk position at a fixed income derivative trading desk. He enjoys martial arts, swimming, mathematical science fiction, and traveling.

 

Min Chen received her PhD from the University of Southern California and a Bachelor's and Master's degrees from Tsinghua University, Beijing, China, in Chemical Engineering. Min has more than 6 years of research experience in scientific computation, modeling, and simulation. Her focus was mainly in flow and displacement of non-Newtonian fluid and optimization of potential flow. She plans to mingle her previous experience with knowledge of financial engineering to add to her cohesive body of knowledge and to acquire the skills to meet the challenges of a financial engineering position. Upon graduation, Min would like to incorporate state-of-the-art tools and methodologies to her daily work and make contributions to the development of a financial organization's strategies. She enjoys hiking, listening to music, reading, playing table tennis, and traveling.



Min Chen

Teow-Youg (Charles) Chua

Teow-Yong (Charles) Chua graduated with first class honors from the National University of Singapore, where he earned a BEng in electrical engineering. Upon graduation, he joined a national defense research institution and applied quantitative analysis in the field of information hiding and IT security. Subsequently, Charles assumed several leadership positions at PricewaterhouseCoopers (PwC), specializing in performance management consultancy and information system auditing. During his two years at PwC, he received an award for his leadership and client management skills. Prior to the MFE Program, he was part of a derivatives trading implementation team for United Overseas Bank, Singapore's premier regional bank. After the MFE Program, Charles intends to apply the analytical and quantitative skills he acquires to exotic derivatives trading at a hedge fund company or investment bank. In his spare time, he enjoys international travel, listening to jazz, graphic design and water sports.

 


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