Master's in Financial Engineering Program


Student Bios
(Krishnan-Narasimhadevara)


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Mahesh Krishnan is the founder of Quantree systems, an algorithmic fund that has, since 2005, profitably applied his Bayesian vector models to market neutral strategies. Mahesh earned his Ph.D. from the University of Maryland-College Park for his work concerning numerical simulation models of high performance hetero-structure transistors. He served as a research associate specialist in the Electrical Engineering department at UC-Berkeley, where he formulated certain quantum limits to transistor scaling. As a consulting engineer with PDF solutions, a semiconductor data mining firm, Mahesh traveled extensively in his work. Notably, in 2003, he helped Toshiba achieve breakthroughs with 45 nm device performance. This and other work has led to numerous publications, both jointly and individually, in several peer-reviewed journals and international conferences. In his spare time, he enjoys playing tennis and squash, and wracking his brains with Sudoku.

 



Mahesh Krishnan

Alexander Kudlay

Alexander Kudlay obtained his MS and Ph.D. in Physics from Moscow State University, Russia. During his studies in Moscow, Alexander developed research expertise in the application of statistical physics to the modeling of soft condensed matter objects, such as synthetic and biopolymers, and gels. In 2002, Alexander started a postdoctoral fellowship at Northwestern University, where he employed his research background to develop theoretical description of aspects of DNA thermodynamics. Prior to joining the MFE Program, Alexander was a research associate at the University of Maryland, College Park, where he used extensive molecular dynamics simulations to study transitions in protein folding. After the MFE, Alexander looks forward to applying the knowledge and skills acquired in the MFE program to the development of quantitative trading strategies in an investment bank or a hedge fund. In his spare time Alexander enjoys playing tennis, reading and traveling.

 


Kyoseok (Joseph) Lee graduated from the University of Michigan in 2002. After earning BA in Economics, he returned to South Korea and served the army for two years at the United Nations Command. Prior to joining the MFE, Joseph completed MS in Statistics from Stanford University. At Stanford, he focused on building a foundation in random processes and the theory of statistics. Motivated by their financial applications, he further explored asset pricing models and econometrics. Joseph also undertook several applied projects leveraging on a variety of regression, time series analysis and datamining concepts. He has been continuously interested in generating trading ideas and developing trading algorithms based on different scientific approaches and traded his own account for over two years. Upon graduation, Joseph would like to pursue a quantitative strategy/trading career in currency or interest rate derivatives market. In his spare time, he enjoys hiking and outdoor photography.

 


Kyoseok (Joseph) Lee

Lisa Liu

Lisa Liu received her Master's degree in physical chemistry from MIT in 2005. After graduating, she worked in Milliman's financial risk management group in Chicago, where she was exposed to dynamic hedging of equity index annuity products by utilizing Black-Scholes framework. She worked closely with traders and provided trading tactics advises by performing daily risk and performance attribution reports. After the MFE program, Lisa intends to apply her analytical and quantitative skills to derivative trading teams. She is open to working in any location around the world. In her spare time, she enjoys long distance running, surfing and snowboarding.



Veronica Lo graduated from the University of California, Berkeley with a BA in Applied Mathematics with concentration in Finance. Veronica interned at the HSBC ( Hong Kong and Shanghai Banking Corporation) and JPMorgan Chase Bank in Hong Kong in 2006 and 2007 respectively. Her role at HSBC was analyst in the cash and payment operation unit. The internship at JPMorgan was with the private banking group and her role was to conduct global market research and analysis, and to provide investment strategy analysis on global market events for portfolio managers. This work has aroused Veronica's interest in understanding the theory and the design of financial products. Veronica enrolled in the MFE program to fulfill her interest in financial modeling and computations. Upon graduation, she would like to apply her quantitative skills to the finance industry, especially portfolio construction, risk management, fund management and development of structured products. In her spare time, she enjoys swimming, traveling, watching football, and meeting new people.

 


Veronica Lo

Di (Martin) Ma

Di (Martin) Ma graduated with distinction in two and a half years with a BA degree in Economics and Financial Management from the Wilfrid Laurier University, a leading business and economic school in Canada, where he earned a Master of Arts in economics with a concentration in finance. Prior to his undergraduate studies, Martin traveled to more than ten countries and one hundred cities to study and learn in different cultural environments. His research and thesis experience at the undergraduate and graduate level helped narrow his interests and inspired him to study Financial Engineering. Prior to joining the MFE program, he interned at Gifford Fong Associates, a firm specializing in valuation and risk analysis of complex transactions. Upon completion of the program, he hopes to apply his training to the field of fixed income, structured products, and credit analysis. Martin enjoys basketball, hiking, camping, football, and badminton.



Jing Ma became an entrepreneur at the age of 18 when she founded Thunderbird Courier Service in downtown Beijing. After growing the company to 28 employees and acquiring over 100 clients, including Motorola, Johnson and Johnson, Air China, and Roche, she sold the company and moved to the U.S. to enroll at U.C. Berkeley. Upon graduating from Berkeley with a degree in Mathematics, she was hired by MSCI Barra Inc. as a Risk Model Analyst. Jing has performed risk analysis for Barra's China Risk Model on a daily basis for more than two years. She also helped update Barra's Global Equity Risk Model on a monthly basis. Her hobbies include reading, yoga, and dancing ballet.

 


Jing Ma

Yiqing Ma graduated with a first class Honors Bachelor degree in Mathematics (Statistics Concentration) from the Hong Kong University of Science and Technology in 2007. During his undergraduate study, he gradually developed his interest in finance while taking business courses. Prior to joining the MFE program, he completed two internships at Citibank and at a corporate advisory firm. Yiqing sees the Berkeley MFE program as the perfect bridge to connect his analytical skills with real world finance problems. Upon graduation, Yiqing hopes to pursue a career in securities trading/structuring or fund management. Yiqing enjoys playing soccer, swimming and meeting friends during his spare time.

 


Guido Marandella received his Ph.D. summa cum laude in Physics from Scuola Normale Superiore, Pisa, Italy, the top academic institution for advanced studies in Italy. Previously he got his BS summa cum laude in Physics from Milano University, Italy. After obtaining his Ph.D., he moved to the United States to pursue a postdoc position in theoretical particle physics. He worked at the Los Alamos National Laboratory in Los Alamos, NM, for one year, and at the University of California, Davis, for more than two years. His research has been focused on theoretical models that aim to describe how fundamental particles interact at very high energies. Guido gave significant contributions to the most innovative theories and ideas that will be tested at major experiments at Fermilab (USA) and CERN (Switzerland) in the next decade. He has been particularly active in the quantitative analysis of these models, comparing their predictions with experimental data. He is also the author of several scientific papers published in international journals. Guido joined the MFE to acquire the strong financial background necessary to build a successful career in the finance industry as a quantitative analyst. In his free time, he enjoys going to the opera, biking, skiing and traveling.



Guido Marandella

Nicolo Menez

Nicolo Menez graduated with a BS in Physics and Mathematics from the University of Michigan, Ann Arbor. Nicolo was introduced to the finance industry during a summer internship at Investment Technology Group, Inc. Upon graduation he worked as a research analyst at ITG, working on several projects including pricing foreign-based mutual funds, constructing market impact models, and optimizing portfolios. As a result of his commitment and dedication to his research, he was promoted to Assistant Vice President in 2007. In his spare time Nicolo enjoys training in Muay Thai, reading, mentoring, and cheering for the Michigan Wolverines and the Golden Bears.

 


Nick Meredith was born in Ketchikan, Alaska. He went to Oregon State University, where he received double Honors BS degrees in Math and Physics. During his time at OSU, Nick also conducted research with his mentor, Dr. Yevgeniy Kovchegov, jointly discovering an analytical form for the occupation time probability density function of an n-state Markov chain. Having recently passed the CFA Level I exam, he looks forward to the MFE program's emphasis on the quantitative aspect of finance, which he thinks will merge well with his strong analytical skills. He enjoys playing Frisbee golf, traveling, hiking, and camping.

Nick Meredith

Michael Mulkerin

Michael Mulkerin graduated with a B.S. in Electrical Engineering from the University of California, Irvine, and most recently worked as a Junior Analyst at a boutique private equity firm where he assisted with evaluating leveraged buyouts and helping a portfolio company back to profitability. Prior to transitioning to finance, Michael worked for two years in the defense industry where he developed computer systems to test missiles as an Associate Project Engineer. Michael plans to apply the knowledge and skills from the MFE program in sales and trading or asset management. He is a CFA Level II candidate and his hobbies include mountain biking, surfing, playing music, reading, and traveling.

 


Priyanshu Mutreja Priyanshu Mutreja graduated summa cum laude with a BS in Computer Engineering with minors in Computer Science and Mathematics from Valparaiso University. During his undergraduate studies he gained engineering experience during various internships and the research he conducted with faculty members. He conducted research in the area of carbon nanotube capacitors, modeling a carbon nanotube capacitor as a combination of MOSFET Capacitors and simulated the model to analyze their performance. He also simulated the performance enhancement of a conventional power delivery network and decoupling network using the carbon nanotube model. As a summer intern at Wolverine Trading, he worked on metrics calculation for the high-frequency trading division, analyzing the efficiency of their trading strategies. He was drawn to the MFE program because of his interest in the financial markets and in quantitative finance. He is currently a CFA Level I candidate. He enjoys playing Indian classical guitar, reading about economics and politics, and traveling.

 


Priyanshu Mutreja

Sujan Narasimhadevara

Sujan Narasimhadevara graduated from IIT Bombay with a Masters and Bachelors in Mechanical Engineering in the year 2002. Since then he has worked as a Management and Data Analytics consultant across the globe, including India, Singapore, and USA (New York and Chicago). He has worked on a wide variety of projects, ranging from developing Asia Pacific strategy for a global financial institution, conducting negotiations with vendors for procurement optimization, to developing quantitative models including Operational Risk model for a large credit card company. He keenly follows financial markets especially interest rate and FX markets. In his free time, Sujan enjoys sketching, playing flute and trekking.

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