Current McCormick Students

Ben Feng

Ben (Mingbin) Feng
Ph. D. student, Industrial Engineering and Management Sciences.
Master of Mathematics in Actuarial Sciences, University of Waterloo
Bachelor of Mathematics, Actuarial Science, and Operations Research, University of Waterloo.

Mr. Feng's research interests are in portfolio optimization and financial simulation.


Yutian Nie

Yutian Nie
Ph. D. student, Industrial Engineering and Management Sciences.
B.S. in Mathematics, Physics, and Economics, Tsinghua University

Mr. Nie's research interest is time-change methods in financial modeling.

Likuan Qin

Likuan Qin
Ph. D. student, Industrial Engineering and Management Sciences.
B.S. in Mathematics, Peking University

Mr. Qin is working on inference about real-world probabilities based on financial security prices.

Imry Rosenbaum

Imry Rosenbaum
Ph. D. student, Industrial Engineering and Management Sciences.
M.S. in Industrial Engineering, Tel Aviv University
B.S. in Industrial Engineering, Tel Aviv University

Mr. Rosenbaum's research is on efficient computer simulation methods, with application to financial models.

Yaxiong Zeng

Yaxiong Zeng
Ph. D. student, Industrial Engineering and Management Sciences.
B.S. in Industrial Engineering, Shanghai Jiao Tong University

Mr. Zeng's research interests are real options, options trading, and portfolio optimization.

Recent McCormick Alumni

Luis Chavez Bedoya Mercado

Luis Chavez Bedoya Mercado
Ph. D. 2011, Industrial Engineering and Management Sciences.
Dissertation: Portfolio Optimization under Generalized Hyperbolic Distribution of Returns and Exponential Utility.

Job upon graduation: Research Assistant Professor, Applied Mathematics and Statistics, Johns Hopkins University.

Recent job: Research Professor, ESAN University, Lima, Peru.

Steven Golbeck

Steve Golbeck
Ph. D. 2012, Industrial Engineering and Management Sciences.
Dissertation: Stochastic Models in Asset-Backed Financing

Job upon graduation: Acting Assistant Professor, Applied Mathematics, University of Washington.

Hai Lan

Hai Lan
Ph. D. 2010, Industrial Engineering and Management Sciences.
Dissertation: Two-Level Simulation of Expected Shortfall: Confidence Intervals, Efficient Simulation Procedures, and High-Performance Computing.

Job upon graduation: Assistant Professor, Antai College of Economics and Management, Shanghai Jiao Tong University.

Lingfei Li

Lingfei Li
Ph. D. 2012, Industrial Engineering and Management Sciences.
Dissertation: Stochastic Modeling in Commodity Markets and Optimal Stopping of Symmetric Markov Processes

Job upon graduation: Assistant Professor, Department of Systems Engineering and Engineering Management, Chinese University of Hong Kong.

Dongjae Lim

Dongjae Lim
Ph. D. 2013, Industrial Engineering and Management Sciences.
Dissertation: Early Exercise of Options in Fixed Income Markets: An Eigenfunction Expansion Approach

Job upon graduation: Quantitative Risk Management (Chicago)

Ming Liu

Ming Liu
Ph. D. 2010, Industrial Engineering and Management Sciences.
Dissertation: Efficient Simulation in Financial Risk Management.

Job upon graduation: Associate Modeler, Sales and Trading Division, Morgan Stanley (New York).

Recent job: Quantitative Trading Strategist, Magnetar Capital (Evanston, Illinois).


Rafael Mendoza

Rafael Mendoza-Arriaga
Ph. D. 2009, Industrial Engineering and Management Sciences.
Dissertation: Unified Credit-Equity Modeling.

Job upon graduation: Assistant Professor of Information, Risk, and Operations Management, McCombs School of Business, University of Texas at Austin.


Yunpeng Sun

Yunpeng Sun
Ph. D. 2011, Industrial Engineering and Management Sciences.
Dissertation: Efficient Simulation and Applications in Finance.

Job upon graduation: Coyote Logistics (Lake Forest, Illinois).

Recent job: Associate Vice President - Quantitative Analyst, Market Risk Methodology, Bank of America (New York)


Selected Earlier McCormick Alumni

Evren Baysal

Evren Baysal
Ph. D. 2008, Industrial Engineering and Management Sciences.
Dissertation: Advances in Risk Management Simulation.

Job upon graduation: Quantitative Risk Management (Chicago).

Recent job: Director - Senior Quantitative Research Associate, Global Risk Analytics, Bank of America (New York).


Liming Feng

Liming Feng
Ph. D. 2006, Industrial Engineering and Management Sciences.
Dissertation: Computational Methods for Levy and Jump-Diffusion Processes: Applications in Financial Engineering.

Job upon graduation: Assistant Professor of Industrial and Enterprise Systems Engineering, University of Illinois at Urbana-Champaign.

Recent job: Associate Professor of Industrial and Enterprise Systems Engineering, University of Illinois at Urbana-Champaign.


Viatcheslav Gorovoi

Viatcheslav Gorovoi
Ph.D. 2005, Industrial Engineering and Management Sciences.
Dissertation: Applications of the Eigenfunction Expansion Method in Interest Rate Modeling.

Job upon graduation: Quantitative Analyst, Global Equity Derivatives, UBS Investment Bank, (Stamford, Connecticut).


Vadim Lesnevski

Vadim Lesnevski
Ph. D. 2006, Industrial Engineering and Management Sciences.
Dissertation: Simulation of Coherent Risk Measures Based on Generalized Scenarios.

Job upon graduation: Quantitative Analyst, Quantitative Research for Equity Derivatives, Royal Bank of Scotland (London).


Xiaodong Xu

Xiaodong Xu
Ph. D. 2005, Industrial Engineering and Management Sciences.
Dissertation: Equity Valuation, Integrated Investment and Financial Decisions.

Job upon graduation: Vice President, Deutsche Asset Management, Deutsche Bank (New York).