Master of Financial Engineering Program

Mohamad Karaki graduated with a BE in Computer and Electrical Engineering with High distinction and a minor in Mathematics from the American University of Beirut.  He followed it with an MS in Electrical Engineering from Stanford University. After graduation, he worked for 3 years at Juniper Networks as a Signal Integrity Engineer. At Juniper, he was involved in statistical timing analysis of on-chip clock distribution networks as well as simulating high speed frequency effects. He recently passed level II of the CFA examination and plans to finish the designation upon completion of the MFE program. In the future, Mohamad hopes to hold a quantitative position at an investment bank or asset management firm. After competing in professional soccer for 3 years, Mohamad now enjoys playing recreational soccer. His other hobbies include watching foreign movies and trying out new Bay Area restaurants.

Mukul Khandelia received his BTech in Computer Science and Engineering from the Indian Institute of Technology, Kharagpur, which was followed by a fellowship at the University of Maryland, College Park, where he earned his Masters in the Department of Electrical and Computer Engineering. For his Master's thesis, Mukul devised scheduling algorithms for mapping signal-processing applications on multi-processor systems. Prior to joining the MFE program, Mukul worked at Synopsys, a leading Electronic Design Automation company as an R&D Engineer in the functional verification group. At Synopsys, he was instrumental in the design and implementation of a constraint solver for the System Verilog language. Using advanced heuristics, the constraint solver generates random legal stimulus useful in the verification of semiconductor chips. He also applied machine learning algorithms to determine whether designs could be automatically verified by correlating the output of designs to random stimulus at the input.  A CFA Level III candidate, Mukul was motivated to join the MFE program by his strong interest in finance and capital markets. Upon completion of the MFE program, he hopes to embark on a intellectually challenging career in finance. In his free time, Mukul enjoys reading and cooking.

Reza Khodabin specialized in Financial Mathematics at the Ecole Centrale Paris (ECP), a top tier engineering school in France. Reza also holds a Bachelor’s degree in Applied Economics from the University of Paris, Dauphine, and a Maitrise (MS) in Probability from the University of Paris VI, studying many theoretical and applied fields, such as Statistical Learning, Stochastic Models, Macroeconomics and Econometrics. While completing his University coursework, Reza held a Summer Internship at Lehman Brothers, where he completed two rotations: in the first, he created two Equity/Rate hybrids for the Volatility Product Structuring desk and in the second, worked with Quants and Traders from the Fund Derivatives team to implement new pricing tools. This year, Reza has been working towards an MS degree in Probability and Statistics at the University of Paris, Orsay along with the Ecole Normale Superieure while concurrently working part-time as an intern for Calyon in the IR-FX Exotic Hybrids Quantitative Research Department. At Calyon, Reza implemented a dynamic smiled BGM proxy with stochastic volatility. Reza hopes to apply his quantitative and programming skills combined with the knowledge he will have acquired during the MFE program to pursue a challenging career in finance. He intends to work as a quantitative trader in an investment bank or a hedge fund. During his free time, Reza enjoys swimming, travelling, and learning foreign languages.

Susana Kim graduated from the University of California, Berkeley with a BS in Industrial Engineering and Operations Research. After graduation, she was hired by Fair Isaac Corporation, where she consulted with large financial institutions to boost revenues and manage risk of the accounts through the development of credit risk models and analysis of their bankcard, loan, small business, and telecom portfolios.  Most recently, she worked for American Express, first as a Risk Manager supporting the development of proprietary logistic regression likelihood models for Inbound Telemarketing and Internet acquisition, then as a Senior Manager exploring re-engineering opportunities in customer marketing.  In her spare time, she enjoys SCUBA diving, hiking, and watching football.

Aaron Klopp graduated with first class honors from Queen's University (Canada) with a degree in Physics. Subsequently, he also received a Master’s of Science in Astronomy from the University of Victoria (Canada), where his research focused on observations of interacting galaxies using the James Clerk Maxwell Telescope in Hawaii.  After graduate school, Aaron was accepted to law school at McGill University in Montreal. While in law school, Aaron assisted in developing a trans-systemic text book on the law of contracts.  He also interned in the summer of 2005 at the law firm of McCarthy Tétrault, LLP in Toronto.  In spring 2006, Aaron graduated with distinction from the LL.B (common law) and B.C.L. (civil law) programs. After completing his articles at McCarthy Tétrault in 2007, he was called to the Bar in Ontario, where he has since been a practicing attorney. Aaron has practiced as a member of the Business Law Group, where his work focuses primarily on mergers and acquisitions, securitization, and derivatives.  During his time as an Attorney, Aaron acted for leading Canadian and US corporations and financial institutions in cross-border private equity and securitization transactions. Since becoming involved in corporate law, he has developed an interest in finance, with a special regard for the valuation and uses of derivative instruments.  In his free time, Aaron enjoys surfing, hiking, traveling and spending time with his wife. After the MFE program, Aaron hopes to trade equity or credit derivatives for a buy side firm.

Peter Koo received a BS in Physics with high honors from the University of California, Berkeley and an MS in Physics from Yale University. During his undergraduate years, he researched at Jet Propulsion Laboratory, where he fabricated and optimized a low temperature high resolution thermometer to be utilized on the International Space Station to test exact predictions made by Renormalization Group Theory. At Yale, he designed, calibrated, and digitally automated experimental apparatuses for Total Internal Reflection Fluorescence Microscopy and Confocal Laser Scanning Microscopy. He then made measurements to understand the efficiency of drug metabolism.  In particular, he measured the residence times of a freely diffusing fluorescent probes in immobilized phospholipid nanodisc with a CYP-3A4 receptor.  The results were the first single molecule measurements toward this kind of study.  Peter developed and implemented a method to distinguish the states and residence times from the diffusion type time series data using singular value decomposition paired with Hidden Markov Models.  After finishing the MFE program, Peter intends to apply his analytical and quantitative skills in derivative pricing, portfolio management, and risk analysis at a leading hedge fund or investment bank. In his free time, Peter enjoys watching football and playing basketball.

Joon ho Lee received his BS in Civil Engineering from Seoul National University in S. Korea and a PhD in Transportation Engineering from the University of California, Berkeley. During his graduate research, he identified detailed mechanisms of driver behaviors at freeway bottlenecks from time-series traffic data, and simulated the mechanisms using the Discrete Choice Model and the Monte Carlo method.  As an intern at Citi Smith Barney, he managed and analyzed corporate insider transaction data extracted from SEC Filings & Forms (EDGAR), and devised insider activity metrics for trading decisions. By joining the MFE program, he wants to gain a strong financial background and fortify his quantitative skills, both of which are necessary to pursue a career path in quantitative finance at an investment bank or a hedge fund. In his spare time, he enjoys watching movies, traveling, and snowboarding.

Michelle Lei graduated with a Master's degree in Telecommunication Systems from the Ecole Polytechnique Federal de Lausanne. Michelle interned at Microsoft Research Asia, working on image processing algorithms. She also worked at IBM Watson Research Center on web services visualization and graph layout algorithms. After graduation, she joined the Swiss Federal Office of Telecommunication and Information Technology as a project manager and Java software engineer. Prior to joining the MFE program, she worked as an Index Associate at MSCI Barra, where she analyzed and created various equity financial indices. Upon completion of the program, Michelle plans to pursue a career in securities trading/structuring or fund management. In her leisure time, Michelle enjoys skiing, jazz dance, tennis, and traveling.

Régis Lelong graduated from Solvay Business School, Université Libre de Bruxelles in 2006 with an MA in Business Engineering. Apart from science and general management courses, finance courses were of particular interest to him. Prior to joining the MFE program, Régis worked for two years, first as a foreign exchange trader and then as a fixed income trader for a bank in Luxemburg. There he could observe the developments of the financial crisis on the different markets and contrast business school education to reality in financial markets. Apart from his job as a trader, he also worked on projects related to the inherent risks of the bank’s balance sheet. In addition, he continued his education with the CFA program and passed the CFA level III exam in June 2008. After two years of working experience in the financial markets, he decided that it is the right time to start graduate education in the area of financial engineering. Régis joined the Berkeley MFE program because of his desire for more quantitative education in finance, the exceptional faculty members, and the diversity of the student body. In his spare time, Régis enjoys traveling, playing sports, cooking, and spending time with his family.

Jiahui Li graduated with honors from the University of Virginia with a BS in Biomedical Engineering and a minor in Computer Science. Upon graduation, she joined Bank of America as a Quantitative Risk Analyst in the Enterprise Credit Risk Group, overseeing the credit risk of consumer products such as credit cards and mortgages. Her responsibilities included developing a credit loss forecast model, a loss recovery model, and undertaking other initiatives to mitigate credit loss by focusing on consumer behaviors and macroeconomic trends. With a proven track record, she was promoted to Assistant Vice President after the first year. Bank of America also filed two patents on her behalf. Upon completion of the program, Jiahui plans to pursue a career where she can apply her quantitative skills and business experience. In her spare time, she enjoys reading, watching movies, yoga, and traveling.

Jianran Li holds a BS and an MS in computer science from National University of Singapore, where she was awarded the Lee Kuan Yew Gold Medal for her undergrad performance. She also holds a diplôme d'ingénieur from Ecole Polytechnique, France, where she majored in applied mathematics and computer science, and graduated in the top 5% of the cohort. Jianran interned at the Societe Generale Asset Management (SGAM) in Paris and Goldman Sachs International in London in 2006 and 2007, respectively. At SGAM, she was Quant Analyst in inflation derivative pricing and, at Goldman Sachs, she was Quant Analyst in research of automatic trading strategies based on statistical models. Upon completion of the program, she wishes to apply her quantitative skills in areas such as risk management or asset management. She is trilingual in Chinese, English, and French and is a CFA Level II candidate. In her leisure time, she enjoys playing piano, playing sports, and reading.