Tatsuya Yanagihara graduated from the University of California, Los Angeles with a BS in the Mathematics-Economics interdepartmental program. After graduation, he worked as a structured finance analyst at Wilshire Associates, Inc., where his tasks included analysis of various mortgage related data, cash flow modeling, and development and enhancement of fixed income analytics software. Later he joined IDC Fixed Income Analytics as a reverse engineer, where he focused on cash flow modeling of asset-backed and mortgage-backed securities. After completing the MFE program, he would like to pursue a career in risk management or fixed income. He is a CFA Level III candidate.

Zhaoyang Yang graduated cum laude from Southeast University in China, with a BS degree in Applied Physics and a minor in Software Engineering. In his undergraduate thesis, he conducted Monte Carlo simulations researching the magnetic vortex dynamics in High-Tc superconductors. He came to the U.S. in 2003 and earned his Ph.D. degree in Physics from the University of Missouri-Columbia in 2007. He has accumulated rich experience in analytical modeling and numerical simulations through various doctoral research projects supported by the National Science Foundation, the Department of Energy and the Defense Advanced Research Projects Agency. In his dissertation, he applied advanced nonlinear mathematic techniques and extensive simulations coded in C++ to study chaotic and stochastic dynamics in spin-valve oscillators. He published two papers in Physical Review Letters and several in Physical Review B. As a distinguished student leader, Zhaoyang has been actively involved in raising funds and organizing campus events. He also co-founded a student start-up technical firm and led the development of websites and databases for a number of clients. With strong interests in mathematical finance, Zhaoyang is determined to explore a challenging and rewarding career in the financial industry. He joins the MFE program to smooth this career transition and to leverage his strong quantitative skills for his future success as a quant. He is working towards the CFA charter and is a level II candidate.

Hsao Wei Yap graduated from the National University of Singapore with first class honors in Physics and a minor in Applied Mathematics. He was on the Vice-Chancellor's List in 2001. He subsequently pursued his graduate studies in Physics at the University of Wisconsin, Madison and received his Ph.D. at the University of Pennsylvania in 2007. His main research areas were experimental nano-mechanics and tribology. He researched the structural mechanics, viscoelasticity, characterization and fabrication of carbon nanotubes. His quantitative skills were often called upon to better understand the mechanical stability of carbon nanostructures under different kinds of deformation. He has three first author publications in widely recognized journals of nanotechnology and applied physics and has presented his work at international conferences. In the last year of his graduate studies, he developed his interests in quantitative finance. Auditing several finance classes at Wharton, his passion for quantitative finance grew. He decided to pursue an MFE to enhance his understanding of finance, especially in the areas of modeling and computation. Upon completion of the MFE program, he hopes to apply the various skills acquired in a structuring or quantitative analytics capacity in an investment bank. In his spare time, he enjoys traveling, listening to music, going to the gym, tennis and swimming.

Jun Wei Yap graduated with first class honors from the National University of Singapore in Business Administration with a minor in Mathematics in 2007. His academic interests lie in mathematical modeling and optimization. Jun Wei participated in an internship with an India-based consulting firm during his undergraduate study. He was tasked with the responsibility of designing an algorithm to plan the shift-work roster for an UK company involving more than 3000 staff members. In his final year thesis, he developed a mathematical model for this manpower rostering problem and solved it using CPLEX, a commercial solver. Jun Wei hopes to combine his academic interests with his future career and plans to apply the quantitative knowledge gained from the MFE program in areas of portfolio management and derivatives pricing. In his free time, he enjoys rock climbing, trekking and running.

Annie Yaqing Zhang graduated with double honors degrees in Economics and Molecular and Cell Biology, from the University of California, Berkeley. Prior to joining the MFE program, she held the position of Finance and Banking Research Associate in the Economic Research Department at the Federal Reserve Bank of San Francisco. Her major tasks at the Federal Reserve involved analyzing financial data to conduct research on monetary policy, financial markets, and the regional economy. She computed distance-to-default measures and estimated abnormal return measures for bank holding companies. She programmed conditional moment tests to model common risk factors in corporate bond spreads. She studied the HMDA data to evaluate financial factors in explaining the recent rise in subprime mortgage delinquency rates. She is responsible for analyzing and creating presentations for briefings to the bank president prior to Federal Open Market Committee meetings. Upon completion of the MFE program, Annie would like to apply her quantitative skills and financial knowledge acquired through her studies to areas such as global asset management, portfolio model construction, and financial risk management. In her spare time, Annie enjoys traveling, swimming, skiing, and playing piano.

Yujie Jim Zhang, CFA, holds an M.S. in Applied Economics and a Bachelor's degree in International business. Prior to the MFE program, Jim worked in the Global Portfolio Strategy team at Bank of America, responsible for devising various strategies to effectively hedge the credit risk of the bank's $40B commercial loan portfolio and for minimizing the impact of mark-to-market volatility of the portfolio of hedging instruments (Credit Default Swaps, CDS Indexes, Bonds). These strategies were based on fundamental analysis as well as quantification of default probabilities and default correlation, credit portfolio optimization, macro forecast of credit spreads and relative value trades using capital structure arbitrage. Before that Jim worked on database marketing at Capital One, utilizing advanced statistical and analytical methods, and operating on one of the nation’s largest consumer database. Post MFE, Jim hopes to apply his knowledge of financial engineering and work experience in areas such as asset management or trading. His interests include soccer, reading, and stamp collecting.

Margit Pavlath Zwemer graduated from Stanford in 2006 with a BS in Mathematics. Her senior honors thesis on Computational Topology, an applied area of Algebraic Topology which deals with the global properties of high-dimensional datasets, won the Firestone Award for Excellence in Undergraduate Research. This project also helped her to realize that she most enjoyed applying advanced mathematics to real-world problems. Margit also competed for 4 years as a member of the Stanford Varsity Crew team. After graduation, instead of proceeding directly to graduate school, Margit took a year and a half to travel and improve her language skills, including a period spent in China learning to speak and write Mandarin. She is excited to attend the MFE program and launch a career in quantitative finance. In her free time, Margit enjoys hiking, xiangqi, and Lake Tahoe.