Jiayu (Nina) Wu
Class of 2022
I graduated from University of California, Santa Barbara in 2020 with a High Honors Bachelor of Science Degree in Financial Mathematics and Statistics. During my undergraduate studies, I explored the fascinating combination of mathematics, statistics, and finance by actively participating in several researches and projects. I had extensive experience in applying complex mathematical and numerical models into financial problems, such as forward, backward difference, Steepest Descent, and Crank Nicolson method. I also did research on pricing both European and American options incorporating dynamic programming, one-step Monte Carlo simulation, Control Variate method, as well as regression analysis. During my internship at Shenwan Hongyuan Securities in my junior year, I further explored the regression techniques in pricing analysis and learned communication while working closed on a contract deal. I decided to join MSCF program to passionately explore in depth about the quantitative finance field while hone my skills for future career as a quant strats or quantitative researcher.