Alumni Profiles

 

Shubhrata Bhargava

Consultant - Quantitative Advisory Group, Financial Services Risk Management - Ernst & Young
Master of Science in Mathematics with an Option in Mathematical Finance, Rutgers University
MBA Finance, Amity Business School - Delhi NCR - India
BS Statistics, Delhi University - India

Shubhrata is a New York-based consultant in the Quantitative Financial Advisory Services practice of Ernst & Young. She has more than three years of experience in the financial services industry, especially in risk measurement modeling, implementation and validation. She has been involved in Basel II risk models validation, including economic capital models, operational risk AMA modeling, market risk VaR model and IMM/CVA models.

 

Sophia Chami

Desk Strategist, Interest Rates Strategies Team, Morgan Stanley, London
Master of Financial Engineering 2012, UC Berkeley
Master, Financial Mathematics, Ecole Nationale des Ponts et Chausees, France

Sophia Chami joined the Berkeley Master of Financial Engineering Program after completing a specialized program in Financial Mathematics at Ecole Nationale des Ponts et Chaussees (ENPC), a top-tier engineering school in France, under the supervision of Professors Lamberton and Lapeyre. While at ENPC, Sophia further developed her skills through internships with CERMICS, Siemens Corporate Research, and BNP Paribas. During the Berkeley MFE Program, Sophia interned with Morgan Stanley’s Strategies and Modeling division in New York. In addition, she received a scholarship from the Financial Women’s Association of San Francisco, which is given to one Berkeley MFE student each year, and won the Morgan Stanley Applied Finance Project Award, which is given to the student who submits and presents the best Applied Finance Project in the MFE Program. After the Berkeley MFE Program, Sophia was hired by Morgan Stanley’s Interest Rates Strategies Team in London as a Desk Strategist. In her spare time, she enjoys reading classical literature, traveling, and Zumba.

 

Zekun Deng

Trader, Cargill
PhD, Medical Physics, University of Minnesota
Master of Financial Mathematics (MFM) - 2011, University of Minnesota within the School of Mathematics / MCFAM
Master, Physics, University of Minnesota
B.S., Physics, University of Science and Technology - Hefei, Anhui Province, China

Zekun Deng thinks Minnesota is a great place to live because of its peaceful green landscapes, clean air, low unemployment and great cultural venues. He has also taken advantage of Minnesota's strong financial sector that includes banking, insurance investment, hedge funds, capital/asset management and agribusiness. During his MFM program he landed a hedging analyst internship at Allianz Life North American. He was then recruited as a trader in Cargill Risk Management. As a trader he manages the sugar portfolio and the foreign currency position. He trades vanilla and exotic options on commodity futures, hedges a variety of structured products, and does research on market behavior. One thing he liked about the University of Minnesota's program is that it is taught entirely at night. So he was able to network with classmates who were already working in the Quant sector. Zekun's advanced quantitative background is helping him bring innovative approaches to a critical business at Cargill.

 

Tiffany A. Gates

Financial Analyst at the Federal Reserve Bank of Chicago
Master of Science in Financial Mathematics, The University of Chicago, 2009
Bachelor of Science in Mathematics from Chicago State University

Tiffany Gates joined the Federal Reserve Bank of Chicago in September of 2003 as an Economic Capital Analyst. Tiffany is currently the Financial Analyst on the Ally Financial dedicated supervisory team where she supports the team’s risk identification and risk monitoring efforts. Prior to joining the Ally dedicated team, Tiffany was a capital markets analyst developing Net interest income and Earnings at risk models for senior supervisory professionals. Tiffany has also developed credit risk monitoring tools for community bank examiners. Tiffany has also co-authored several FOMC memos and Federal Advisory Council Memos for Supervision and Regulation. Tiffany has also work as a Senior Associate Economist in the Economic Research Department, supporting Payments Studies and independent research.

 

Fei He

Financial Engineer, PIMCO
UCLA Anderson MFE, 2010
Ph.D., Molecular & Medical Pharmacology, University of California, Los Angeles
B.S., Biological Sciences & Biotechnology, Tsinghua University, Beijing, China

Mr. He is a financial engineer in the client analytics group at PIMCO. He focuses on asset allocation, quantitative risk management and alternative investment strategies. Prior to joining PIMCO in 2011, he worked at Absolute Return Capital Advisors and was a summer intern in the analytics and risk management group at Western Asset Management Company. Mr. He has four years of investment experience and holds a master’s degree in financial engineering from the University of California, Los Angeles, where he also earned a Ph.D. in molecular and medical pharmacology. He received an undergraduate degree from Tsinghua University in Beijing. Mr. He has published papers in the journals of Science, Nature Neuroscience, and the Guide to Global Liquidity 3, a special issue by Institutional Investor Journals.


Phat Loc

Vice President, Credit Funds Business, Fortress Investment Group
Baruch MFE Program, 2003
BA Actuarial Science, Baruch College, 2001

Phat Loc is a Vice President in the Credit Funds Business at Fortress Investment Group. His principal responsibility is to develop software infrastructure used to manage investments in asset back securities. Prior to joining Fortress, Phat worked on as trader in the Longevity Markets Group at Credit Suisse. At Credit Suisse he has made major contributions by putting in place software systems and procedures to price and risk manage insurance related products. These products include life settlements, longevity swaps, annuities, structured notes, and liquidity facilities for meeting regulatory reserve requirements of insurance companies.

 

Asha Paul Matthei

Financial Analyst with the Quantitative Analysis Group at the Treasury Department, International Finance Corporation (World Bank Group)
M.S. in Finance and Risk Engineering (Computational Finance track), Polytechnic Institute of New York University

Asha Paul Matthei, upon graduation with an M.S. from the Finance and Risk Engineering (FRE) program at NYU-Poly, joined the International Finance Corporation-World Bank Group as Financial Analyst in the Quantitative Analysis Group of the Treasury Department. The Quantitative Analysis Group is responsible for derivative pricing, credit exposure measurement, asset liability management, structured finance modeling and P&L and risk measurement analytics within IFC Treasury. Ms. Matthei, a 24 year old native of Kerala, India, studied Computer Science Engineering at University of Kerala, graduating with the highest rank in her class. She then enrolled in the FRE program at NYU-Poly (Computational Finance track), where the faculty granted her its Leadership Award at graduation for overall outstanding achievement. She interned as a Risk Analyst with fund of funds Appomattox Advisory. She is co-authoring a paper with Dr. Edward Weinberger, “The Black Litterman Model and The Kalman Filter”, for publication in Algorithmic Finance.

 

Benoit Montin

Data & Signals - Team Leader, C12 Capital Management US LP

PhD in Financial Mathematics, Florida State University, Department of Mathematics, 2005
MS in Financial Math, Florida State University, 2002
Two Engineering Degrees respectively from Ecole Nationale des Ponts et Chaussees, France, and the Polytechnic University of Madrid, Spain

Mr. Montin joined C12 Capital Management US LP in 2009, a multi-asset macro hedge fund based in New York City. He leads the Data & Signals team whose responsibilities include the development of quantitative tools and the generation of signals for trading and risk management. Previously, Mr. Montin spent three years at Barclays Capital as a quantitative analyst for the proprietary mortgage trading group. Previously, Mr. Montin was a financial consultant with Murex North America, a privately-held financial software company. At Murex, he focused on new pricing and risk functionalities asked for by some of the client financial institutions. Mr. Montin received an MS and Ph.D. in Financial Mathematics from Florida State University, and two engineering degrees respectively from the Ecole Nationale des Ponts et Chaussées in France and the Polytechnic University of Madrid in Spain. He wrote his Ph.D. dissertation under the supervision of Dr. Craig Nolder on agent-based models.

 

Bao Giang (Paca) Nguyen

Program Analyst, U.S. Securities and Exchange Commission, Washington, DC
Master of Science in Financial Engineering 2011, University of Illinois
Bachelor of Science in Computer Engineering 2002, California State University at Chico

Paca is a Program Analyst with the U.S. Securities and Exchange Commission. She is a member of the inaugural class of the University of Illinois Master of Science in Financial Engineering Program. She received her undergraduate degree in Computer Engineering in 2002 and worked for several years at Pacific Gas and Electric Company and Intel Corporation. She joined the MSFE program at Illinois in 2010 and graduated in December 2011. Among her honors she received an Intel Corp “Planning Division Excellence Achievement” award, a “Most Committed Student” award from the Engineering Council, received a CME Fellowship for student instruction and won an Honors Internship at the SEC. At Illinois she was an energetic officer of the student Financial Engineering Club. Importantly her “Practicum” work involved the analysis of mega transaction and quote data sets from the Boston Options Exchange. She and her team used the analysis to identify where BOX had significant market advantage and whether the investment in enhanced complex order systems could repay their investment.