Pete Chromiak graduated from Columbia University in 2006 where he earned his Bachelor of Arts degree in Economics. At Columbia, he balanced his time between his study of economic theory and his participation in Varsity Football, and he developed a strong interest in the commodity and equity markets. Prior to joining the MFE program, Pete worked on an energy futures trading desk as a research analyst, where he studied market trends in crude oil, reformulated gasoline, and heating oil. He learned risk management techniques through working directly with energy traders, and within a year and a half, he began to trade crude oil for the company. In his spare time, Pete enjoys playing sports, piano and spending time with his fiancé.

Isaac Cohen graduated with honors from Simon Bolivar University in Caracas, Venezuela, where he earned a BS in Chemical Engineering. Prior to joining the MFE program, Isaac worked as a branch manager for SwiftTrade Venezuela, where he supervised all trading activities in the US markets, designed new trading strategies and was in charge of recruitment and training of traders. Isaac enrolled in the MFE program because it combines his two passions: finance and mathematics. After graduation he plans to apply his knowledge to the development of quantitative trading strategies for a bank or a hedge fund. In his spare time, Isaac enjoys playing soccer, watching sports and playing the piano.

Mark Dean received a BS in Mathematics with honors and high distinction from Harvey Mudd College in 2002. He spent the next two years studying pure mathematics at Columbia University. After receiving a Master's degree from Columbia, he worked as an actuarial analyst for AXA Equitable. At AXA, he priced universal and variable universal life insurance, projected life insurance policies, and projected the assets backing life insurance and annuity products. During this time, he also became an Associate of the Society of Actuaries, and passed both investment track actuarial exams. His hobbies are running and competitive bridge.

Sugat Dhara received his B.Tech in Chemical Engineering from the Indian Institute of Technology, Kharagpur. He worked for Mitsubishi Chemical for 2 years before joining Asian Institute of Management, Manila to pursue his MBA program with a specialization in Finance. He started his post-MBA career in Murex, a leading financial derivatives software firm, in their Singapore office as a senior financial engineer in their micro-analysis team. He worked there for 6 years before joining the MFE program. In Murex, he worked with their client, DBS (largest bank in Singapore), in the equity derivatives space for couple of years. He helped DBS delivering different kinds of exotic equity derivative payoffs. Then he moved on to working with their other existing clients like ABN AMRO, Standard Bank, ICICI Bank, India and supporting Murex Front Office Solutions in other domains such as interest rates, FX & credit. Supporting Murex Solutions included working with the clients, delivering new exotic payoffs, validating the pricing models, implementing the same at client sites, training, and offering consulting services on the Murex Front Office and Risk Management platform to the traders, risk managers, and the quant team. Sugat joined the MFE to deepen his quantitative finance knowledge. After the MFE, he would like to work on the quantitative side in a Bank. In his spare time, Sugat enjoys swimming, playing badminton, watching movies, traveling and reading business journals.

Daniel Eggleton graduated in 2003 from the University of British Columbia in Canada with a Bachelor's degree in Mathematics. As part of an international student program, he spent a summer in Israel researching blood substitutes at the Israel Institute of Technology. Dan spent the following summer in Belize where he volunteered as a lab assistant analyzing and documenting narcotics at the Belize City Police forensic lab. Upon receiving his degree, Dan worked as an actuary at a pension consulting firm in Seattle, Washington, where he forecasted liabilities and projected payout patterns to ensure adequate plan funding. In 2005, Dan relocated to San Francisco where he continued working as an actuary at Fireman's Fund Insurance Co. At Fireman's Fund, he used his statistical knowledge to develop pricing strategies and used generalized linear modeling techniques to develop new ratings structures. On his own initiative, he developed an extension to a statistical practice to extract more predictive information from historical data. This new innovative method is now being implemented by Fireman's Fund to guide rating decisions in a $160 million book of business. Upon completion of the MFE program, Dan intends to pursue a career in derivative valuation with an emphasis on the more exotic derivatives. In his spare time, Dan enjoys staying active through a variety of intramural sports, weightlifting and judo.

Marty Epstein graduated with honors from the University of California, Berkeley, where he received a BA in Statistics. Marty has achieved his Fellowship in the Casualty Actuarial Society and has participated in numerous insurance industry pricing advisory committees. Prior to joining the MFE program, Marty directed actuarial pricing and analytics for Fireman's Fund Insurance Company (FFIC). While working there, he used his statistical knowledge to develop unique pricing strategies for new products and deliver pricing guidance for existing products. Much of his recent analysis has involved the use of event prediction models such as generalized linear modeling and data mining. Marty has led many creative analysis projects at FFIC, one of which involved estimating the financial impact of FFIC's Heritage program (sizeable grants made to local fire departments). Upon completing the MFE program, Marty plans on merging his intuitive understanding of numbers and pricing/market trends with the quantitative skills and techniques learned in the program to take on exciting challenges in asset management and strategy or trading at an investment bank or hedge fund. In his free time Marty loves taking photos, cooking excellent meals, riding motorcycles, and collecting/playing strategy board games.

Ruben Feldman was a Scholar of Trinity College, Dublin, where he received his Honors Bachelor Degree in Mathematics with First Class Honors and Gold Medal Distinction. His studies had a very strong focus on statistics and quantitative methods, as well as a solid emphasis on computer programming. Ruben has studied and traveled in a wide variety of countries, developing a multi-lingual and cultural background. He has interned in different companies acquiring an understanding of accounting and private banking. While interning in a bank in Switzerland, he developed a strong interest in finance. This interest, he hopes, will be merged with his thorough mathematical grounding through the MFE program to enable him to pursue a career in the finance and banking sector. His hobbies include soccer, tennis, squash and playing cards.

Anysse Ferchichi attended one of the top programs in Financial Mathematics at Ecole Centrale Paris (ECP), a top tier engineering school in France. Not only did he study many theoretical and applied fields such as Optimization Models or Stochastic Models for Finance, but he also worked as a part-time intern for Dexia Asset Management in the quantitative research department. At Dexia, Anysse became interested in behavioral finance and worked on the modeling of non-rational agents in trading rooms. Anysse joined the MFE program because he wants to enhance his mathematics and financial background with high-quality quantitative courses and to gain experience outside of his home country. Anysse plans to start his career at an investment bank in New York City. He is sure the MFE is the best way to acquire these skills and enter the working world with confidence. During his free time, Anysse enjoys reading, swimming, playing soccer, and the guitar.

Deng (Dan) Huang received his Ph.D. in Operations Research with a minor in Microeconomics from Ohio State University and his Bachelor’s degree in Materials Science from Tsinghua University. He has seven years of experience in software development with a specialty in mathematical programming and numerical analysis. Most recently, he held a position as an Optimization Architect at Nomis Solutions, Inc., and led the effort to solve large-scale nonlinear programming problems for optimal pricing of automobile and personal loans. Prior to working for Nomis, he had been a post-doctoral fellow at the Pacific Northwest National Laboratory, an adjunct professor at the Washington State University, and a research scientist at the Scientific Forming Technologies Corporation. He has also published several journal papers on efficient global optimization under uncertainties and design of computer experiments. His interest in finance includes algorithmic trading, portfolio management, and fixed income. In his spare time, he enjoys long-distance running, ski-racing, and mountain climbing.