Class of 2018
Shaofei Sang graduated in 2016 with Bachelor of Arts in mathematics from New York University. In his undergraduate study, he completed numerous advanced graduate courses such as Stochastic Calculus, Derivative Securities, and Scientific Computing at Courant Institute of Mathematical Science. He also participated in the Summer Undergraduate Research Experience (S.U.R.E.), which is a program for advanced math students at NYU. He researched constructing a stochastic model to simulate nanometer cubes’ self-folding process by Monte Carlo Markov Chain (MCMC). During his internship at GF Futures, a subsidiary of one of the largest securities firms in China, GF Securities, he developed a quantitative trading strategy based on stochastic control model to exploit statistical arbitrage of commodity futures. Prior to that, he interned in Agricultural Bank of China where he gained exposure to the forex market and cultivated his market view. Through the MSCF program, Shaofei is further developing his knowledge and analytical skills in quantitative finance and is pursuing a career in quantitative research, risk management, or trading.