Student Bios

Anna Astretsova graduated from Moscow State University with diploma Suma cum laude in Applied Mathematics in 2007. Her specialization was celestial mechanics. She has two years of analytical experience in Porsche and then in Adidas group where she has grown from finance intern to planning manager. Her job is focusing on quantitative analysis and forecasting of sales and business development. Now she’s pursuing an MS in Financial Mathematics at Stanford to receive deeper skills in financial modeling and quantitative analysis. In her spare time she likes modern dancing and meeting with family and friends.

Ayan Bhattacharya: Prior to joining the program Ayan was Associate Vice-President at Kotak Securities and leading the Equity linked Structured Products Group at the Proprietary Trading Desk of the firm. Kotak Securities is India's largest securities and investment banking firm. Ayan has a Bachelors in Engineering (Computer Science & IT) and an MBA from Indian Institute of Mangement, Lucknow.

Johan (Jeff) Blokker completed PhD course work in Electrical Engineering at UCSB and was an RA under Nobel Laureate Herbert Kromer investigating GaAs devices. He left UCSB in 1984 to form a corporation that he ran as CEO for 18 years. There he directed the development of real-time financial software that calculated equations across all financial transactions in the US markets. Jeff has a broad engineering background with expertise in software development, digital circuits, microwave devices, and device fabrication. He is currently a member of the UCSB Engineering Deans Cabinet and the Chairman of the Whittier Trust Company Family Counsel.

Blandine Boyadjis received her B.S. degree in Engineering from Centrale Paris in France in 2008. She is currently pursuing a 'diplôme d'ingénieur' from Centrale Paris and an M.S. In Financial Mathematics. She interned respectively at HSBC and Morgan Stanley in summer 2008 and summer 2009. Given the complementarity of her interests in mathematics, probability and financial markets, she intends to work as a trader or a structurer after graduation. She was captain of the tennis team in Centrale Paris and enjoys skiing and traveling.

Sarita (May) Bunsupha is concurrently pursuing a B.S. in Mathematics (Honors) and an M.S. in Financial Mathematics. In 2008, she received the Present's Award for Academic Excellence in the Freshman Year and was ranked in the top 200 in the Putnam William Lowell Competition. She also won the bronze medal from the 47th International Mathematical Olympiad in 2006. Last summer, she participated in the REU (Research Experience for Undergraduates) in the Electrical Engineering Department at Stanford University. Her academic interests include finance, consulting, mathematics, statistics, and economics. In her spare time, she enjoys reading, dancing and singing.

Anwei Chai is also a Ph.D. candidate in the Institute for Computational and Mathematical Engineering at Stanford. His research mainly falls into scientific computation, numerical analysis and mathematical imaging. He also has intern experience on natural hazard risk modeling. Before Stanford, Anwei graduated from East China Normal University with a B.Sc. in Information and Scientific Computing and from National University of Singapore with an M.Sc. in Mathematics.

Emile Chamoun is concurrently pursuing a B.S. in Electrical Engineering (Computer Software concentration) and an M.S. in Financial Mathematics. In 2007, he received the President's Award for Academic Excellence in the Freshman Year. From 2007 to 2008, Emile served as an academic tutor in mathematics, physics and French in the Center for Teaching and Learning at Stanford. From June to September 2008, he worked as a software engineer in the Network Software and Systems Technology Group at Cisco Systems. His academic interests include finance, mathematics, statistics, artificial intelligence and systems programming. Outside class he enjoys playing basketball, tennis and soccer.

Sharalyn Chen graduated from the University of Waterloo in Canada with a Mathematics degree in Actuarial Science. She worked two years as an Actuarial Associate in life insurance, pension consulting, and property and casualty insurance consulting. In 2007, she joined Barclays Capital in Tokyo as a Business Analyst, focusing on the development of trading systems in their pricing and risk aspects for the Fixed Income division. Beyond work, she enjoys social dancing, hiking, tennis, and skiing.

Xiao Chen received his B.S. degree in Information and Computational Science from Nanjing University in China in 2004. And he graduated from the Pennsylvania State University in 2008 with an M.A. degree in Mathematics, and with a minor in Statistics. During the summer of 2007, he interned at Headquarters of China Life Insurance Company Ltd. in Beijing. He aspires to become a quantitative researcher in finance in the future. In his free time, he enjoys swimming and reading.

Jonathan Harris graduated from the University of British Columbia in 2004 with a BSc honors degree in Mathematics and Physics. In the following year he studied, worked and traveled in China and Mongolia, including programming Excel spreadsheets in the middle of the Gobi desert. Before coming to Stanford he worked on the development of credit risk models at the Commonwealth Bank of Australia. His areas of interest in finance include credit derivatives and quantitative trading strategies.

Luba Hornung graduated Suma cum laude from Perm State University in Russia with an MS in Applied Mathematics. She focused on computational hydrodynamics. It was not until she completed her MBA studies in the US that she developed a strong interest in applying mathematical science in the financial industry. Her work as a software developer and IT manager further promoted her desire to concentrate in algorithmic trading as well as quantitative software development. She plans to continue her career designing trading systems, risk management and other types of quantitative tools.

Chen Hu received her B.S. in Mathematics and Applied Mathematics at Southwestern University of Finance and Economics in 2006. As Meritorious Winner of Mathematical Contest of Modeling (by INFORMS, MAA, SIAM, etc), she has cultivated the strong capacity of introducing advanced Mathematics/Statistics theories and computing languages to realistic projects. She was a Member of China Economics Summer Camp for Outstanding Undergraduates (nationwide top 30), RA in National Health Reform at Peking University China Center for Economic Research, Associate in Risks Management at China Merchants Bank, and Associate in Financial Institutions/Corporate Finance at Industrial Bank. Yoga and meeting friends are her favorite pastimes.

Andrew Hung is concurrently pursuing a B.A. in Economics and an M.S. in Financial Mathematics. He has spent time as a research assistant in the Economics department at Stanford, modeling the cash flows of the Social Security system, and as a teaching assistant for undergraduate economics classes. Beyond finance, he enjoys writing music, performing with bands, and playing basketball.

Ibrahim (Bob) Jreige graduated with high distinction from the American University of Beirut in 2004 with a B.E. in Computer and Communications Engineering, then obtained his S.M. in Engineering Sciences from Harvard in 2006. At Bloomberg L.P., he developed applications for the Commercial Mortgage-Backed Securities (CMBS) analytics platform from 2006 and modeled cashflows for new CMBS deals. His interest in probability and computations and exposure to finance sparked his interest in quantitative finance. After Stanford, he plans to pursue a career in trading and quantitative strategies in an investment bank or hedge fund. Outside class he enjoys playing tennis, traveling, reading news, and dining out with friends.

Krishnan Nair Kesavan graduated with an MS in Structural Engineering from Indian Institute of Technology Madras in 2002. His masters research work was in the development of time variant structural reliability models for reinforced concrete structures. Currently, he is a PhD candidate in the Department of CEE at Stanford University. His dissertation topic is on the use of statistical signal processing and pattern classification for health monitoring of structures. In addition, he has also obtained an M.S. in Statistics from Stanford University. Outside the classroom, he enjoys watching and playing soccer and cricket.

Natasha Khera graduated as a BE in Information Technology from Mumbai University in year 2006.During her undergraduate course, she completed certificate programs in stock market, derivatives exchange and mutual funds at National Stock Exchange, India. After her engineering studies, she gained experience in the treasury department of Alok Industries Limited, India. Apart from her course work, Natasha won the reputation of being an outstanding performer in areas like debates, group discussions, dramatics and sports. She is also inclined towards social work and has served in a charitable trust for two years.

Nitesh Khera completed his Electrical Engineering with distinction from VJTI. He was honored with JRD Tata Scholarship Award in year 2003-04 for his excellent academic performance. He has attended various workshops in Mathematics and attained an in- depth knowledge of Stock Exchange Operations, Mutual Funds and functioning of Derivatives Markets through the courses held at National Stock Exchange, India. Nitesh underwent hands-on training in Stock Broking and F&O Division at Fortune Financial Services India Limited, a Category I merchant banker. He has honed his communication skills by presenting various technical papers, and has played on his college cricket and tennis teams.

Baeho Kim is also currently a Ph.D. candidate in the Department of Management Science and Engineering (Economics and Finance area) at Stanford. He graduated from Pohang University of Science and Technology (POSTECH, South Korea) with a double major in Industrial Engineering and Computer Science & Engineering. His research interests include stochastic modeling and computational techniques in financial engineering. His interests and pleasures outside of work include any sort of sports such as soccer, bowling, baseball, and so on. He is a Christian and he lives with his wife, Dawoon Jung.

Won Chae Kim graduated with a BS from Seoul National University. Currently, he is a PhD candidate in Electrical Engineering at Stanford, and his research topics include optimization and statistical estimation in wireless communication systems. He intends to be a quant in Wall Street after completion of his PhD study.

Christopher King graduated cum laude from Boston College with degrees in mathematics and economics in 1999. He traded Asian securities and researched equity arbitrage models in an algorithmic trading group at SAC Capital from 2001 to 2007. He plans to continue trading, either equity derivatives or researching statistical arbitrage models, upon completion of the program.

Eric Koehrsen recently graduated with an MBA from Duke University where he received the Breeden Award in Finance. He also holds a B.A. in Mathematical Economics from Haverford College. He has five years of work experience with the majority as a credit trader at Barclays Capital in New York where he traded corporate bonds and credit default swaps within the utilities and chemicals sectors. This summer he worked for a start-up quantitative hedge fund on valuation methodologies for various financial instruments. After Stanford, he plans to pursue a career in portfolio management at an asset manager or hedge fund.

Jacob Michelsen Kolind graduated from the University of Copenhagen with a BS in mathematics and economics in the spring of 2007. Before enrollment at Stanford all exams but his thesis for a MS in the same program were completed July 2008. Jacob has worked as a TA in mathematics, economics, probability theory and biostatistics, and while a RA at the economics department at the Uni. of Copenhagen he coauthored a paper on lottery systems. During high school he represented Denmark at the 2002 IMO. His interests include econometrics, statistical learning, stochastic calculus and derivative pricing.

Ashish Kumar received an MS in Mathematics and Computing from IIT Kharagpur in 2006. He worked in Citigroup, Mumbai as an analyst in Credit Risk Modeling where he developed an acquisition model for CitiCapital leasing business. He then moved to Fidelity Investments. He performed behavioral analysis using multiple regressions model to find out the profitable clients to market Auto Workplace Savings Program (401(K)). He has also done the certification in Derivatives Market from NSE, India. He wants to pursue a career in quantitative strategy or structuring team after graduation. His interests include tracking financial market, playing cricket and watching movies.

Wooyul Lee graduated with a BS from Seoul National University. He is a PhD candidate in Electrical Engineering at Stanford, and his research topic is spectrum optimization for multi-carrier interference channels. He intends to be a quantitative researcher or trader in the financial industry.

Jing Liu worked for Fidelity Investments (Boston) for four years as Director of Valuation Oversight. He helped build Fidelity Investments’ fair valuation procedures of international equities, domestic small caps, and fixed income products. He also participated in the efforts building Fidelity’s asset valuation models using empirical / statistical methods. Jing’s current research interests / projects include entropy based coding strategy on high frequency time series. Jing also has three working papers on quantitative stock selection, high frequency trading, and asset pricing. Jing holds an MBA from Duke University.

Koupin Lu graduated with Distinction from Tsinghua University in China with a B.A degree in Math & Physics and a minor in Computer Science. He completed an associate internship in China Broadband Capital where he was responsible for raising a new fund. He also interned at Mckinsey & Company, worked as a trader intern of commodities and Forex product in Sincere Finance Group (Hong Kong), and was a research assistant in Microsoft Research Asia. Upon graduation, he would like to develop his career in an investment bank or hedge fund. In his spare time he enjoys skiing, swimming and movies.

Daniel McKellar received undergraduate degrees in mathematics and business administration from the University of Waterloo and Wilfrid Laurier University respectively. He interned with the rates trading group at Deutsche Bank in Toronto during summer 2008 and 2009, developing and testing trading strategies, and automating data collection and analysis. He hopes to pursue a career in quantitative trading or strategy, and enjoys playing the piano, soccer and golf.

Avinash Patra received his BTech. in Computer Science and Engineering from IIT Delhi. He was one of two students with full scholarship, selected to represent India at INSA-Lyon under an international exchange program. He interned at Yahoo’s Text Mining & Research group and also co-authored a research paper on algebraic properties of amortised bisimulations. He worked in Morgan Stanley's Risk Analytics team dealing with computation of risk metrics for a variety of financial instruments leading him to develop a keen interest in quantitative finance. He passed CFA Level 1 exam in 2008. He enjoys transcendental meditation and adventure sports.

Karol Przybytkowski graduated from McGill University in 2008 with a Bachelor of Science in Probability and Statistics. While developing software for experimental research in behavioral economics, he acquired a taste for economics and game theory. This was the main experience that made him realize how rewarding it can be to apply knowledge to concrete use. Given his combination of interests in statistics, computer science and financial markets, it seemed simply natural for him to pursue a career in quantitative finance. Outside class, he enjoys skiing, traveling and hiking the most.

Dennis Qin graduated with distinction from the University of Virginia in 2008 with a B.A. in Mathematics and Economics. In 2007, he attended the Institute for Advanced Studies/PCMI undergraduate summer session focused on an in-depth study of discrete probability and Brownian motion. His academic interests include stochastic processes, auction theory, and economic decisions with incomplete information. In his free time, he enjoys traveling, basketball, football, table tennis, guitar, and piano.

Aditya Singh graduated from Indian Institute of Technology Guwahati in 2008 with a BTech degree in Computer Science and Engineering. Last summer he interned with the Global Markets division of Standard Chartered Bank in New Delhi where he worked at the Forex and Derivatives Sales desk. He has also worked as an intern with Corporate Advisory Services at Crisil, India's largest credit rating agency. He represented his college in Water Polo and Tennis, and enjoys photography and traveling.

Tarun Vir Singh received his B.Tech. in Electrical Engineering from IIT Delhi in 2007. During this, he co-authored two research papers in semi-conductor device physics. He worked for two years as a trader with Lehman Brothers in Mumbai, pricing and hedging equity derivatives. Currently, he is pursuing an M.S. in Financial Engineering at Stanford University. Tarun qualified to attend the International Mathematical Olympiad-Training Camp, Mumbai-2002. He has also interned with Texas Instruments, where he developed and implemented routing algorithms. He enjoys squash, chess, yoga and has been to several hikes in the Himalayas.

Kumaraganesh Subramanian graduated from Indian Institute of Technology Kharagpur in 2006 with a Bachelors in Energy Engineering. His bachelors thesis was on speaker recognition using probabilistic models. From June 2006 he worked in Goldman Sachs as a technology analyst in the Fixed Income Currency and Commodities division.While working at Goldman, he also pursued a part time project in quantitative finance at Indian Institute of Science, Bangalore apart from completing certficate programs in Derivatives Markets from National Stock Exchange, India. Upon graduation, Kumara would like to work as a structurer or trader. Outside class he enjoys playing cricket and solving puzzles.

Pierre Thomas graduated from Ecole Polytechnique in 2007 where he majored in Applied Mathematics and Economics. He worked at Sophis, London, as a quantitative analyst on equities & fixed income during summer 2008. In his free time Pierre enjoys rowing, skiing and traveling.

Christophe Vandrot graduated from Ecole Centrale Paris in 2008 where he majored in General Engineering. He also holds a ‘Licence’ and a ‘Maîtrise’ in Pure Mathematics from Université Paris-VI. During summer 2008, he was a research student in the Quantitative Finance Team at Ecole Centrale Paris. His academic interests include Probability Theory and Analysis. In his spare time, he enjoys hiking and reading essays.

Lijia Wang is also a Ph.D. Candidate in the Institute for Computational and Mathematical Engineering. She graduated from Nanjing University in China with a B.S. in Computational Mathematics. Her academic interests include numerical analysis and stochastic modelling in finance. After graduation, she intends to work in the financial industry as a quantitative researcher. In her free time she enjoys traveling, adventure and watching movies.

John Weng received his B.S. in Mathematics with Honors from University of California at Los Angeles in 2006. He then spent two years at the Courant Institute of Mathematical Sciences and received his M.S. in Mathematics from New York University in 2008. John interned in the Risk Management Department at AllianceBernstein from 2007 to 2008, where he participated in a wide range of duties relating to portfolio oversight, error analysis, risk valuations, and acquired exposure to different risk models. His academic interests include quantitative methods in finance and algebraic topology. In his spare time, John enjoys practicing Taekwondo and golfing.

Jiacheng Wu graduated from Fudan University in 2008 with a B.S degree in Mathematics and Applied Mathematics. During his undergraduate study, he spent one exchange semester at HKUST and one summer session at UC Berkeley. He has worked at Bain & Company Shanghai Office as an Associate Consultant Intern in the summer of 2008. In his spare time, he enjoys playing tennis, traveling and card games.

David Yu is concurrently pursuing a B.S. in Computer Science and Mathematics at Stanford. He has spent his past summers working at Google, Microsoft, and New York based hedge fund QVT Financial. On campus, he serves as the co-captain on the Stanford Dragon Boat team. David enjoys working with technology, dabbling in guitar and piano, camping, hiking and traveling.

Hongsong Yuan received his BS in mathematics from Peking University in China in 2006. He is now a PhD student in Management Science and Engineering with a concentration in operations research. He is interested in convex optimization and stochastic processes, especially their applications in finance problems. In his spare time, he enjoys playing and watching soccer and basketball, reading novels, and watching movies.

Xiaowei (William) Zhang joined Stanford after he graduated with a BS in mathematics from Nankai University in 2006. He is currently a PhD student in Operations Research in the Department of Management Science and Engineering. His research interests include applied probability, stochastic modeling in finance and rare even simulation.