Carnegie Mellon University

Yiyang Shen

Yiyang Shen

Class of 2018

Bio

Yiyang Shen received his Bachelor of Arts degree from New York University in 2016, with high honors in mathematics and with honors in computer science. In his junior year, he participated in the Summer Undergraduate Research Program funded by the Courant Institute of Mathematical Sciences. As a grant recipient, Yiyang conducted independent research on numerical methods, probability, and quantitative applications in finance. In his senior year, Yiyang interned with Oak Hill Advisors, a leading alternative investment firm headquartered in New York. As a mortgage analytics summer intern in its Structured Product Group, he developed several data analytics tools using C#, Excel/VBA and SQL. His major contribution is a newly optimized development of valuation model for non-performing loans. All of his software applications were put into production and are heavily used by traders and developers on the team. As a recipient of the MSCF Merit Scholarship, Yiyang joined the program to deepen his knowledge of financial markets and to pursue a career in quantitative trading or portfolio management.