Master of Financial Engineering Program

Jungjae (JJ) Park graduated summa cum laude with a BS in Mechanical Engineering and a BS in Business Administration from Seoul National University, and went on to receive his MS degree in Management Science and Engineering with a concentration in finance from Stanford University. During his graduate studies, he worked as a Quantitative Trading Intern at FiveT Capital AG in Switzerland and designed a proprietary model that analyzed market transaction data and predicted price trends of German stocks. Additionally, he consulted the CEO and the senior management team of MusicSoft Co. on launching an online shopping portal and managed the project to boost the company’s sales revenue by $10M. At NHN Corporation, he led the programming team that developed one of the most popular and ground-breaking online games in S. Korea, which currently generates annual revenue of over $100M. Before joining the MFE program, he worked at Woori Investment & Securities, where he developed a statistical arbitrage model using relative return spreads among ETF pairs listed on the US stock market. The MFE program’s emphasis on real-world applications through various hands-on training opportunities was a particular appeal to him. He is a CFA level-III candidate. Not only that, he is a semi-professional photographer and a novice yet prospectively professional golfer. He also loves to travel (to over 20 countries including India, Bolivia, Peru and Turkey), Korean food, and map reading.

Junil Park graduated from Stanford with a BS in Mathematics with a focus on economics and statistics. His junior economics research on electricity derivatives trading helped open his eyes to the ways to apply his quantitative grounding to finance topics. Junil later developed his interest in different areas of finance while interning in KPMG Frankfurt and Woori Securities & Credit Suisse Asset Management in Seoul. Upon completing the program, he hopes to continue tackling challenging problems in the financial industry. He has traveled extensively in Asia, America, and Europe and he is excited about the prospect of international experience within a finance career.

Georgios Petropoulos, originally from Greece, received his PhD in Structural Engineering and his MS in Computer Science from the University of California, Berkeley in 2008. He also holds a five year Diploma in Civil Engineering from the Aristotle University of Thessaloniki. The emphasis of his doctoral research was on explicit and mixed explicit-implicit subcycling time integration algorithms applied to linear and nonlinear dynamic analysis of domains. He developed an object-oriented based software for high fidelity physics-based simulations of wave propagation and nonlinear structural dynamics targeting the coupled soil-foundation-structure interaction problem. His main focus was on scalable high-performance parallel computation. For his MS research, he worked on small symmetric eigenvalue problems that are distributed across many parallel processors; the work addressed the communication latency dominated nature of the problem. Upon completion of the MFE, he intends to apply his skills at a leading hedge fund or investment bank. Giorgos enjoys playing soccer and tennis, hiking and attending symphonic concerts.

Rakesh Pilania holds a Bachelor's degree in Electrical Engineering from Indian Institute of Technology, ranked the 3rd best technological university in world. Following his undergraduate studies, he joined Evalueserve, a knowledge services company based in India, where he worked on valuation and sensitivity analysis of the credit portfolio of a leading Japanese bank using Moody’s KMV portfolio manager. To expand his knowledge of exotics in FICC domain, he joined UBS FICC exotics and worked closely with sales and trading desks at Hongkong and Singapore. At UBS, he worked on performance analysis and back testing of exotic strategies on bonds, rates, currencies and commodities. After UBS, he joined Haas’ financial engineering program to expand his knowledge of financial modeling, pricing and hedging of derivatives, risk modeling and active portfolio management. Additionally, he is a CFA level 3 candidate and plans to pursue the CFA designation after the MFE program. Post MFE, he wants to apply his skills and prior experience at an investment bank or asset management firm. He enjoys jet skiing, parasailing, parties, travelling, exploring and cricket.

Eric Powders obtained his BS in Engineering from the University of Virginia, where he graduated with honors. After obtaining his degree, Eric spent a few years at Capital One Financial, before moving on to JPMorgan, where he most recently worked as a Sr. Business Analyst on the Exotic Interest Rate Derivatives, and Structured Alternative Investments desks. He considers the MFE program the perfect opportunity to build on his base of interest rate pricing and risk management knowledge, to include familiarity with FX, commodities, equities, fixed income, and credit modeling. Additionally, Eric would like to expand his knowledge beyond the sell-side, to embrace predictive trading and portfolio optimization models, as well as to learn more structured model optimization and simulation techniques. In his free time, Eric enjoys kayaking, jet skiing, playing tennis, and traveling.

Tapan Prakash worked as a quantitative analyst in Nomura Securities before joining UC Berkeley, where he was responsible for identifying and back testing intraday arbitrage opportunities among different financial instruments. Before Joining Nomura, he had been part of Equity Risk team in Lehman Brothers and Quantitative and Derivatives Strategy Group in Morgan Stanley, where he was mainly responsible for carrying out equity portfolio analytics, equity enhancement strategies, portfolio trading analytics and risk management. Tapan holds an MBA from the Indian Institute of Management, Lucknow and a BTech in Civil Engineering from Indian Institute of Technology, Kharagpur. Tapan was drawn to the MFE program by his desire to enhance his knowledge of quantitative finance. Post MFE, he is interested in taking up a position in a bank or a hedge fund. In his free time, Tapan enjoys travelling, playing cricket, and chess.

Ankit Raj obtained his Bachelor’s degree in Mechanical Engineering from Indian Institute of Technology, Kanpur. During his undergraduate studies, he was a summer intern at Fraunhofer Institute of Industrial Mathematics in Germany, where we developed a fluid dynamics simulation code to tackle various boundary conditions. He also worked on a wall-climbing robot for his senior design project, which was awarded the best design project for the academic year. Subsequently, he obtained an MS degree in Mechanical Engineering from the University of Illinois – Urbana Champaign. He carried out an experimental study and the mathematical modeling of ionic charge transport in nanoscale channels. He presented his work at a conference of the American Physical Society. He was drawn to the field of financial engineering because of the opportunity it provides him to work in a dynamic and exciting field where he can use his strong mathematical and programming skills. He believes that the MFE degree at Haas is a promising opportunity for him to build a strong foundation for a career in Finance. After obtaining the MFE degree, he plans to start his professional career in a challenging position at a hedge fund or an investment bank. Other than his studies, he enjoys playing cricket, badminton, and multiplayer strategy games.

Matt Reed earned a BS and MS in Mechanical Engineering from the Georgia Institute of Technology. He has worked five years as a control systems engineer at Northrop Grumman Space Technology in support of a variety of NASA and DOD space programs. His experience includes the design of spacecraft pointing control systems and the development of flight software algorithms. He currently supports mission operations of the LCROSS lunar impactor out of NASA Ames Research Center. Matt is a CFA Level I candidate and is interested in several areas of finance, including venture capital, quantitative trading, hedge funds, and investment banking. In his spare time, he enjoys weightlifting, running, racquetball, and snowboarding.

Geoffroy Samarcq attended Ecole Nationale des Ponts et Chaussees, a top tier engineering school in France. There, his studies ranged from economics to computer programming with an emphasis on quantitative methods. After studying stochastic calculus, he interned for 1 year as a junior structurer at Goldman Sachs in Paris, where he took part in designing, pricing, and marketing various exotic hybrid derivatives. Geoffroy joined the MFE program to improve his background with high-level quantitative courses and to gain international experience. As a member of his school's debating club, he also enjoys discussing economic and political matters. Among his hobbies are scuba-diving and long-distance running.

George Siakolov holds a BA in Economics and Computer Science / Mathematics from Colgate University. George graduated magna cum laude with honors in Computer Science / Mathematics. After completing his undergraduate studies, he took advanced mathematics and statistics courses at Stanford University to further strengthen his quantitative background. George cofounded a publishing house. He used his quantitative skills to determine the market size and the demand for the books to be published, as well as to develop a marketing strategy and to price the books. His computer science background helped him when he worked with the relevant programs during the preprinting stages of the publishing process. George has taken courses devoted to technical analysis and developing and back-testing trading strategies using a specialized programming language. After graduating from the MFE program, George would like to pursue a career in valuing, structuring, and trading financial products at an investment bank or a hedge fund. In his spare time, George likes to play soccer and ski.

Anita Kumari Singh holds a Master in Technology degree in Industrial Mathematics from Indian Institute of Technology, Madras, India and a PhD in applied mathematics and scientific computing from Technical University Kaiserslautern, Germany. Anita was selected for the competitive German Academic Exchange Scholarship to do research on the properties of an isothermal viscous incompressible flow through the generic porous media governed by Navier-Stokes equations, resulting in her master’s thesis. Her PhD research work focused on the modeling and simulation of vehicular traffic flow through the network of roads in order to predict the evolution of traffic flow through the network. She also formulated the optimal control flow problem defining the shortest path through the network, which lead to her designing an adaptive penalty algorithm for solving nonlinear optimization problems with general equality and box constraints. Through her MTech and PhD studies, she gained extensive research and computational experience in the mathematical modeling and simulation of real industrial problems. She wants to pursue the MFE due to her keen interest in finance and to utilize her strong programming and quantitative skills essential in the field of financial engineering.