Master of Financial Engineering Program

Netanel Abras holds a BS degree in Mathematics and Accounting from the Hebrew University of Jerusalem, Israel. During his last year of studies, Netanel joined the Risk Advisory Services department at Ernst & Young Israel. Starting as an intern and becoming a Project Manager, Netanel has worked on the Banking and Capital Market’s team for the past 5 years. During this time, Netanel has participated in several major projects performed at top banks in Israel. These include the building of a statistical model to track high-risk client profiles for Israel's largest pension fund, managing assets of 53 billion NIS (~ 15 billion USD), consulting with the largest mortgage banks in Israel on risk management and the building of a new mortgage system (the first of its kind in Israel), supervising the Basel II Gap-Analysis project performed at the leading bank in Israel and addressing all relevant areas of the lending business in the corporate, banking, and retail customers’ asset classes. Netanel hopes that the MFE will provide him with comprehensive and up-to-date knowledge that he will be able to leverage and that he will gain working experience with the leading players in the field of financial risk management. Other than studying, running and swimming are inseparable parts of Netanel’s way of life. He enjoys being exposed to new areas and becoming familiar with new environments and is an avid fan of professional basketball.

Thiago Barros received his BA in Economics with first class honors and Minor in Mathematics from Simon Fraser University. Prior to attending SFU, he studied pure mathematics for two years, where his main focus was computational algebraic geometry. His interest in finance and mathematics led him to pursue a career in market risk management at Itau Unibanco in Brazil, where he researched and implemented models for pricing and measuring risks of a variety of derivatives. Thiago is excited to attend the MFE program and hopes to combine his practical experience with the knowledge acquired in a rigorous academic milieu. Post MFE, he wishes to hold a position in risk management or trading. He enjoys music, basketball, and swimming.

Matthew Beier obtained his BS in Chemical Engineering with minors in English and Political Science from Oklahoma State University, where he was selected as one of the top 16 seniors of the 2008 graduating class. While at OSU, he conducted research regarding the application of dielectric barrier plasma reactor technology to the synthesis of carbon nanotubes. He also researched the link between chemistry and James Joyce’s Finnegans Wake and presented his work at the 2007 North American James Joyce Conference. After taking two summer courses at Cambridge University in 2004 and 2005, he decided to continue his nanotechnology research with a Cambridge professor in the summer of 2007, examining various synthesis techniques for zinc oxide nanowires. Matthew has also been active across campus as the Student Government Association Senate Vice Chair, a senator in the Oklahoma Intercollegiate Legislature, a member of the American Red Cross Board of Directors, a member of the Sigma Phi Epsilon Fraternity, and, most recently, as an intern for the Vice President for Student Affairs. His interests lie at the nexus of science, politics, and finance, especially as it pertains to new technologies and energy policy. In his spare time, Matthew enjoys golf, running, and percussion.

Mark Bennett graduated with a First Class degree from the University of Nottingham in Economics and Econometrics. Having interned at the company in his penultimate year at university, Mark joined the ABN AMRO Bank graduate program. He aligned with the European government bond trading desk, where he was responsible for market-making and trading of bonds from 11 countries at the long end of the curve. Later, Mark transferred to the ABS Exotics trading desk, where he modeled CDO cash flows and was responsible for a successful proprietary trading book. During the MFE program, he hopes to gain a mathematical grounding in derivatives in a variety of asset classes, with a view to returning to banking in the derivatives trading space. Outside of finance, Mark enjoys playing chess and table tennis.

Zach Biddle graduated cum laude from Western Washington University, Bellingham, WA with a BS in biochemistry in 2004. In 2006, he graduated from The Pennsylvania State University, University Park, PA with an MS in chemistry. His research at Penn State involved the development of synthetic cell surface receptors capable of shuttling foreign substrates across the cellular membrane. Subsequent to graduate school, he obtained a position at Merck and Co., Inc. in Rahway, NJ as a research scientist within the drug metabolism and pharmacokinetics (DMPK) department. His work at Merck involved utilizing quantitative models to assess pharmacokinetic properties of pre-clinical drug candidates and mass spectrometry to identify metabolites of those candidates. In late 2007, he obtained a position at Genentech, Inc. in South San Francisco, CA as a research associate within the small molecule research division. His responsibilities at Genentech included the quantitative analysis of in vivo pharmacokinetic, pharmacodynamic and toxicokinetic studies and the programming of liquid handling robotics for the group. Zach chose to pursue the MFE degree in order to rekindle his interest in finance and gain additional mathematical/programming rigor in his career. He took the CFA level 1 examination in December 2008.

Ravi Bikkani holds a Bachelor’s degree in Mechanical Engineering from the Indian Institute of Technology, Madras and a Master of Aerospace Engineering from Texas A&M University. At TAMU, he worked on computational techniques for modeling turbulence and heat transfer. After graduation, he joined Combustion Science and Engineering (CSE) as a Project Engineer where he used computational modeling tools to solve flow/thermal/combustion-related problems encountered in engineering applications such as gas turbines, fuel injectors, cooling towers, etc. He also has a keen interest in finance, economics and investing. He passed the CFA level I exam in June 2008 and plans to pursue the CFA designation. His motivation for joining the MFE program comes from a desire to combine his strong analytical and computer skills with his interest in finance. Upon graduation, he would like to use his quantitative modeling skills in areas such as Risk Management, Derivatives pricing and Commodities markets. In his spare time, Ravi enjoys outdoor activities including running, tennis, and skiing.

Conor Cassidy received his Bachelor’s Degree in Computer Science from Trinity College Dublin, receiving 1st class honors. His studies focused mainly on Computer Architecture and Systems Design. The culmination of his studies was the creation of an evaluation tool for (theoretically infinite) complex financial contracts using a mathematical programming language. Since graduation, Conor has spent 4 years working for JPMorgan in London. Most recently, he has worked as a Traders’ Assistant for both the Equity Exotics and Credit Hybrids trading desks. On a daily basis, he was exposed to Micro and Macro-hedging techniques using various derivative instruments. Conor provided daily market risk and performance analysis updates to the desk. Conor enrolled in the MFE program to fulfill his interest in financial modeling and risk analysis, bearing in mind the inevitable regulatory crack-down on complex derivative products. On completion of the MFE program, Conor intends to apply his analytical and quantitative skills to derivative trading and risk management of complex equity products. In his free time, he enjoys reading and playing rugby.

HyeonSeok Chang graduated cum laude from Seoul National University in South Korea, with a BS degree in Industrial Engineering. Prior to joining the MFE program, HyeonSeok worked as an Equity-Linked Warrant (ELW) liquidity-provider and a hedger for Daewoo Securities, which is one of the biggest brokerage firms in S. Korea. The real-estate market during the boom and bust of 2007-2008 was an event in particular that shaped his experience and outlook as a trader. He was also the first market maker for single stock futures in May 2008 when the S. Korean single stock futures market opened. Before working for Daewoo Securities, he worked as an ERP software developer for 3 years. After graduation, he plans to use his knowledge of the development of quantitative trading strategies and his real-market experience for a bank or a hedge fund. He is especially interested in various kinds of computer-based algorithmic trading. His hobbies include reading comic-books and viewing documentaries.

Yude Chen graduated in the top 5% of his undergraduate class at the University of Rochester, NY, with a major in Mechanical Engineering and a minor in Applied Mathematics. He was then honored with a National Science Foundation Graduate Research Fellowship and pursued a Master’s degree at Stanford University in Mechanical Engineering. Prior to joining the MFE program, he worked as a Thermal Engineer in a hardware product design team at Sun Microsystems for two years. He received Sun’s Innovation Award in 2008 for the design of SunBlade 6048, a high performance computer. The Texas Advanced Computing Center at the University of Texas, Austin used SunBlade 6048 to create “Ranger,” the most powerful supercomputing system in the world for open science research. Yude enjoys playing basketball and badminton in his spare time.

Zeen Chen graduated in four years with a Master’s degree in Mathematics and a Bachelor’s degree with dual majors in Mathematics and Economics, both from the University of Virginia, where he was an Echols Scholar and Pratt Bequest Mathematics Fellow. Zeen interned at Citigroup’s capital markets division in summer 2006 and joined the investment bank in 2007 as a full-time analyst in the Structured Insurance Solutions Group. As a team member, he originated and structured a wide range of live transactions in the insurance-linked product space, including catastrophe bonds for property & casualty insurers, excess reserve capital relief notes for life insurers and multibillion-dollar hedging programs for variable annuity policy underwriters. The unique experience to work on so many industry-novel transactions has really opened Zeen’s eyes to the amazing world of financial engineering. He joined the MFE program to gain intuition from the best minds in the field and receive intensive training on cutting-edge quantitative techniques. Upon graduation, Zeen hopes to work in such a place where he will learn, grow and create value everyday.