Xinyu (Susan) Fan Elected to the Program Director’s List
I am delighted to announce that the recipient of the Program Director’s List for the spring 2017 is Xinyu (Susan) Fan. After completing her B.S. in Finance, Mathematics and Applied Mathematics at Shanghai Jiao Tong University; Susan joined the program in September 2016.
Susan has excelled both academically and professionally, and showed great program citizenship. Besides the core courses from the program, so far she has taken the electives Natural Language Processing and Active Portfolio Management. This fall, her electives include Advanced Econometric Modeling and Big Data, Time Series Analysis & Statistical Arbitrage, Fixed Income Derivatives: Models and Strategies in Practice, and Credit Analytics: Bonds, Loans and Derivatives.
She did an internship during the summer of 2017 in the Option Market Making Team at Citigroup. There she developed a minimum edge model using factors related to hedging and transaction costs, achieving an increased PnL by about 30%.
Please join me in congratulating Susan for her great achievement!
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