Current Students
Class of 2025
 | George Armentrout Quantitative Analyst, Quantitative Research, Risk Analyst, Portfolio Management, Financial Consultant George earned his undergraduate degree from Carnegie Mellon University in Mathematical Sciences and Music Technology, with a minor in Computational Finance. George’s robust foundation in mathematics and interest in its applications to finance led him to the Financial Mathematics master’s degree program. With his background in mathematics and skills in programming in Python and R, he plans to pursue his interests in developing comprehensive financial strategies and models. LinkedIn – Email |
 | Divija Balasankula Quantitative Analyst, Risk Analyst, Portfolio Management, Financial Consultant Divija holds a Bioengineering bachelor’s degree from IIT Kanpur but her career has focused on venture capital, financial analysis, and data-driven decision-making. She has extensive expertise in portfolio optimization and valuation modeling. Divija’s professional journey includes key roles at Idea Fund Partners and Fosun International, where she developed fund strategies and facilitated successful investments. She aims to leverage her technical skills and venture capital experience to make significant contributions in quantitative finance, combining strategic investment decisions with advanced financial modeling. LinkedIn – Email |
 | Daniel Chertock Quantitative Research, Portfolio Management, Trader Daniel Chertock is a dynamic professional with expertise in investment management, fintech innovation, and financial services. He manages his own investment portfolio, utilizing a deep understanding of economics and mathematics to analyze and navigate global market trends. With a strong entrepreneurial drive, Daniel has founded multiple startups in fin-tech and fin-services. In addition, Daniel provides private consulting in investor relations. His academic background includes studying mathematics, economics, and finance at GWU, UCLA, and NCSU, where he honed his quantitative and analytical skills. |
 | Thad Creech Quantitative Analyst, Risk Analyst, Portfolio Management, Financial Consultant Thad earned his undergraduate degree from UNC-Chapel Hill where he studied Chemistry. Following his undergraduate career, he worked for three years in data analytics which provided him with extensive experience with tools such as Excel, R, and Python to solve complex, real-world data problems. During his professional experience, he continued his education, taking courses in accounting, mathematics, and statistics through NC State University, which led him to join the Financial Mathematics master’s degree program. Upon graduation, Thad is looking to pursue opportunities in risk management, financial consulting, or portfolio management. LinkedIn – Email |
 | Ray Cui Quantitative Analyst, Quantitative Research, Risk Analyst, Portfolio Management, Trader Ray earned his undergraduate degrees in Real Estate Finance and Informatics at the University of Washington. He has experience using Python, R, MATLAB and Excel. Through his internships in the real estate and macro commodity export investment sectors, he has gained a broader macroeconomic and global perspective. Ray has a strong interest in market risk and credit risk-related work and plans to complete FRM Level 1 this fall. In the future, he hopes to combine his background in quantitative finance modeling and mathematics with his deep understanding of macroeconomics to specialize in the field of market risk. LinkedIn – Email |
 | Jacob Dolan Quantitative Analyst, Quantitative Research, Risk Analyst, Portfolio Management, Trader Jacob earned his bachelor’s degree in Biomedical Engineering from the State University of New York at Buffalo. He has experience working as a technical solutions engineer for a software company in the healthcare field. Jacob has a deep interest in financial markets and enjoys researching and investing in stocks, which led him to pursue the Financial Mathematics master’s degree program at NC State University. He looks to build upon his mathematics and programming skills during his graduate studies, and plans to pursue a career in quantitative research, risk analysis, or portfolio management upon graduation. LinkedIn – Email |
 | Sophia Feng Quantitative Analyst, Quantitative Research, Risk Analyst, Portfolio Management, Trader Sophia is a graduate student in the Master of Financial Mathematics program at NC State University. She earned her bachelor’s degree in Finance from Sun Yat-sen University. Sophia has completed three quantitative internships at leading financial institutions, where she leveraged Python, R, and SQL to develop cross-asset arbitrage strategies for algorithmic trading, implemented trend-tracking strategies across diverse asset classes, and conducted extensive back-testing of trading strategies. As a result, she has gained a solid understanding of quantitative analysis techniques and their applications in finance. Along with her academic and work experience, Sophia has been recognized with multiple awards in competitive mathematical modeling competitions, showcasing her problem-solving skills, ability to work under pressure, and aptitude for collaboration in interdisciplinary teams. LinkedIn – Email |
 | Isaac Gohn Quantitative Analyst, Quantitative Research, Risk Analyst, Academia Isaac completed his undergraduate degree at the University of North Carolina at Charlotte, majoring in Electrical Engineering and Physics. During his undergraduate career, he completed two engineering internships during which he developed his programming skills and professional experience. He has a strong background in mathematics, Python, MATLAB, and machine learning. Upon his graduation from NC State’s Financial Mathematics master’s degree, Isaac aims to pursue a career in quantitative analytics in order to leverage his technical expertise and interest in advanced computational methods. LinkedIn – Email |
 | Zhen He Quantitative Analyst, Quantitative Research, Risk Analyst, Data Scientist Zhen completed his Bachelor of Science in Finance and a Bachelor of Economics in Financial Mathematics, which provided him a solid foundation in financial theory and quantitative methods. He has developed robust skills in Python, SQL, and machine learning through hands-on projects, including credit risk modeling and market volatility analysis. Zhen’s professional experience includes internships in marketing data analysis and research roles focusing on financial data and machine learning. He is now focused on pursuing a career in risk and quantitative analysis, seeking to apply his quantitative skills to financial modeling and risk management. LinkedIn – Email |
 | Chase Humiston Quantitative Analyst, Quantitative Research, Portfolio Management Chase earned his bachelor’s degree from the University of California, Berkeley where he majored in Data Science. His undergraduate coursework included computer science, probability, statistics, and mathematics. He has programming experience implementing these concepts using Python, R, and Java. Chase is interested in applying his technical background to the field of finance and expanding his knowledge of machine learning. Upon graduation, he plans to pursue a career in quantitative finance. LinkedIn – Email |
 | Vidyul Jain Quantitative Analyst, Quantitative Research, Risk Analyst, Portfolio Management Vidyul is a graduate student in the Master of Financial Mathematics program at NC State University. He earned his bachelor’s degree with a specialization in Mathematics along with a minor in Financial Economics from University of Delhi, India. In addition, Vidyul completed his Diploma in Data Science from IIT Madras. He began his professional journey at an early-stage Venture Capital firm in Delhi, utilizing Machine Learning to drive investment decisions and identify financial trends. He has a keen interest in Portfolio Management, Risk Management and Quantitative Analysis, areas that require his strong analytical and mathematical background. Through the MFM program, he aims to leverage his acquired skills and add to his knowledge to make meaningful contributions in the Quant Finance Industry. LinkedIn – Email |
 | Joseph Jonasson Quantitative Analyst, Risk Analyst, Portfolio Management, Actuary Joseph holds a bachelor’s degree in Mathematics from Iowa State University, where he served as a supplemental instructor for Calculus 1 and participated in research on probabilistic graph theory. He has honed his programming skills in R, Excel VBA, and MATLAB through academic projects and a co-op as a process engineer. Currently, Joseph is focused on advancing his proficiency in R and expanding his knowledge of Python. His career aspirations are centered around risk analysis, quantitative analysis, and actuarial science. In September 2024, Joseph will be taking the P Exam as part of the Society of Actuaries’ preliminary exams, followed by the FM Exam shortly thereafter. LinkedIn – Email |
 | Sarang Kansara Quantitative Analyst, Quantitative Research, Risk Analyst, Portfolio Management, Trader Sarang is a current graduate student pursuing a Masters in Financial Mathematics. He possesses a robust technical foundation cultivated through his bachelor’s degree in engineering from VJTI, India, and two years of hands-on software engineering experience. His year-long tenure as a risk analyst further provided him the opportunity to sharpen his analytical acumen and acquire valuable insights into the risk domain, leveraging industry-standard tools such as Refinitiv and S&P Capital IQ. Having successfully completed CFA Level 2 and exhibiting a strong inclination towards quantitative finance and portfolio management, Sarang is well-equipped to make significant contributions to the field of finance. LinkedIn – Email |
 | Dev Kewlani Quantitative Research, Risk Analyst, Portfolio Management, Trader Dev has a strong foundation in market analysis and experience in developing back-testing frameworks for options strategies. He has previously interned as a discretionary trader in commodities at Futures First, worked full time in Wealth Management and Risk Modelling at Blackrock and as an algorithmic trader in Indian Index Options at NX Block Trades, gaining practical experience in trading and risk management. He also successfully passed the CFA Level 1 examination and has a robust foundation in quantitative methods, financial data analysis, and econometrics. In addition to his technical skills in Python, SQL, and financial modeling, Dev has a strong interest in volatility forecasting and aims to contribute to a leading financial institution’s success in the areas of quantitative research and trading, and risk management. LinkedIn – Email |
 | Will Lanzoni Quantitative Analyst, Risk Analyst, Portfolio Management, Trader Will earned his undergraduate degree with a major in Finance and a minor in Mathematics at Siena College, in Loudonville, New York. Will has experience using R and Microsoft Excel and plans to expand his skillset in Python and SAS. After developing crucial financial analyzing skills while interning for a lending company in Albany, NY, he plans to transition to a Trading and Portfolio Management role. Will developed multiple stock pitches and evaluations for the Bjorklund Fund at Siena College during his undergraduate studies and was rewarded for having one of the top earning stocks in the fund’s portfolio. Will plans on using his computational skill set to become an analyst at an Investment Bank or Hedge Fund subsequent to graduation. LinkedIn – Email |
 | Tharun Reddy Mandadi Quantitative Research, Data Scientist Tharun graduated with a master’s in Mathematics and a Bachelor of Civil Engineering from BITS Pilani in 2019. As a Senior Consultant with Deloitte US-India, Tharun handled the valuation of diverse financial instruments including private company equity securities, options, warrants, preferred and common stock, performance awards, convertible notes, debt and related embedded derivatives, fixed income securities, contingent considerations and derivatives. He utilized advanced statistical and financial techniques, such as option pricing model, binomial lattice, and Monte Carlo simulation for financial and tax reporting purposes. Prior to Deloitte, he was the Senior Analyst and Intern at EY GDS for close to 3 years, which culminated in his joining the EY US Complex Securities team to provide valuation services on various debt instruments and structured products. Tharun has broad experience working in derivatives valuation, complex securities, structured products, as well as financial and market risk modelling. LinkedIn – Email |
 | Chelsea Niles Quantitative Analyst, Risk Analyst, Portfolio Management, Financial Consultant Chelsea is currently pursuing a master’s degree in Financial Mathematics at North Carolina State University. She holds a bachelor’s degree in Actuarial and Financial Mathematics with a minor in Economics from McMaster University, Canada. Her undergraduate education provided her with a strong foundation in quantitative finance, probability theory, and mathematical modeling. Chelsea has experience with R, SAS, Python, and Excel, and has successfully passed SOA exams P and FM. Upon graduation, she hopes to pursue a career in quantitative analysis or risk management. LinkedIn – Email |
 | Jinjia (JP) Peng Quantitative Analyst, Risk Analyst, Portfolio Management, Trader, Financial Consultant Jinjia (JP) graduated from the University of California, Irvine with a degree in Math and Finance. His work experience includes interning with the Safran Group, providing statistical and demand analysis, working with optimization models and other mathematical forecast methodologies to support the needs of the aircraft equipment manufacturer. During his undergraduate studies, he conducted financial case studies and utilized CAMP and WACC models, as well as performed risk assessments. JP has a background in Python and MATLAB and is developing his programming skills in R and SAS while in his graduate career at NC State University. Upon graduation, he is interested in portfolio management and professional trading. LinkedIn – Email |
 | Adharsh Rajagopal Quantitative Analyst, Quantitative Research, Portfolio Management Adharsh Rajagopal earned his undergraduate degree in Computer Science with a minor in Mathematics from NC State University. His academic foundation emphasizes both technical proficiency and problem-solving in quantitative fields. Adharsh has hands-on experience with programming languages such as Java and Python, and he has worked with modern web frameworks like React. His interests lie at the intersection of technology and finance, particularly in applying computational methods to solve complex financial problems. With a passion for continuous learning and data-driven decision-making, Adharsh is excited to advance his expertise through the Financial Mathematics Master’s program at NC State. LinkedIn – Email |
 | Sanith Rao Quantitative Analyst, Quantitative Research, Risk Analyst, Portfolio Management, Trader Sanith completed his bachelor’s degree in Applied Mathematics from Purdue University, with minors in Computer Science and Economics. With undergraduate research in Machine Learning and Linear Optimization, he aims to apply these skills in the field of quantitative finance. Sanith has a strong coding background with proficiency in Python, C++, Java, SQL, and R. He is interested in Trading, Risk Analysis, and Portfolio Management roles. LinkedIn – Email |
 | Vismit Rekhan Quantitative Analyst, Risk Analyst, Portfolio Management, Trader, Financial Consultant, Equities and Fixed Income Vismit is a graduate student at NC State University pursuing his master’s degree in Financial Mathematics. He earned his bachelor’s in Business Administration with a specialization in Finance in India. Vismit began his finance journey with cash segment investments and has completed CFA Level 2 and FRM Part 1, igniting his passion for finance further. He has worked as a Senior Analyst for an American multinational investment bank, covering equities and convertible bonds settlements across North American and European markets, and as a Treasury Associate at a manufacturing firm, managing cash buffers. Vismit has extensive experience in portfolio management, data analytics, and automation. Throughout his career, he has developed strong skills in Python, financial modelling using Excel, IPO analysis and equity valuation. He is now exploring the quantitative side of finance to bridge his traditional finance knowledge with the industry’s dynamic landscape. His interests include portfolio management, fixed income and equities research, and private markets. Vismit aims to leverage his finance and quantitative skills as well as his professional experience upon graduation. LinkedIn – Email |
 | Eric Wang Quantitative Analyst, Risk Analyst, Portfolio Management Eric Wang completed his Bachelor’s Degree at Stanford University in Computer Science with a minor in Economics. As an undergraduate, Eric worked with fundamental concepts in Artificial Intelligence and Machine Learning, with expertise in a variety of programming languages such as Python, C++, C#, and SQL. After Stanford, Eric pursued software engineering at Wells Fargo, as well as quantitative analytics at Cerberus Capital Management. At NCSU, Eric hopes to gain a deeper understanding of the mathematical foundations of finance, and pursue a career in quantitative analytics and data modeling.br>LinkedIn – Email |
 | Partha Sanampudi Quantitative Analyst, Quantitative Research, Financial Consultant Partha earned an undergraduate degree in Finance and Digital Technology Management from Kelley School of Business, Indiana University. He has done an internship in data analytics for Tata Consultancy Service and has work experience in pricing and operations. Having a keen interest in financial modeling and analysis he is pursuing a masters in Financial Mathematics to further his interest in quantitative analysis and research with goals to pursue a career in the same.br>LinkedIn – Email |
 | Jingxing Wang Quantitative Analyst, Quantitative Research, Risk Analyst, Portfolio Management, Trader, Data Scientist Jingxing is a Financial Mathematics graduate student at NC State with over 2 years of quantitative research and analyst experience. He has a rich experience in cross-sectional stock selection, time series forecasting, hedging, machine learning, and algorithm design. Jingxing holds a bachelor’s degree in Economics from Shanghai Jiao Tong University, with internship experience working in futures and securities. He is proficient in Python programming, C++, R, MATLAB and MySQL. Jingxing career interests include quantitative and risk analysis, portfolio management, and data science. LinkedIn – Email |
 | Yu Wang Quantitative Analyst, Quantitative Research, Risk Analyst, Portfolio Management, Trader Yu earned a dual bachelor’s degree in Economics and Computer Science from Shanghai University of Finance and Economics. Following her internships in fundamental research and obtaining a Master of Science in Finance from the University of Illinois at Urbana-Champaign, she aspires to transition into quantitative roles. This has led her to pursue the master’s of Financial Mathematics at NC State University. Her expertise spans complex security pricing, quantitative risk management, and data analytics with machine learning models; and she is skilled in Python, R, and SQL. She also has over a year of experience managing math competition students. Yu is focused on careers in quantitative trading, research, strategy, and risk management. LinkedIn – Email |
 | Jinyi Yang Quantitative Analyst, Quantitative Research, Risk Analyst, Portfolio Management, Trader Jinyi completed his bachelor’s degree in Financial Mathematics from Southern University of Science and Technology. He possesses a solid background in stochastic processes and partial differential equations, along with proficiency in Python and C++ programming. Jinyi has experience using Python to develop high-frequency trading strategies for market making and building global risk factor models using various regression methods. Following his graduation, he aims to pursue a career in quantitative trading and quantitative research. LinkedIn – Email |
 | Nick Zehnle Quantitative Analyst, Quantitative Research, Portfolio Management, Trader, Data Scientist Nick earned his bachelor’s degree in Mathematics and Economics from the College of William & Mary. As an undergraduate, he completed an honors thesis investigating the relative performance of a discrete-time model and a continuous-time model in the payoff estimation of variance swaps. He is experienced in applied mathematical research, statistical modeling and analysis, and time-series econometrics. Nick is proficient in Python, R, and SQL with a strong interest in machine learning and stochastic processes. Upon graduation, he aims to pursue a career as a Quantitative Researcher, Analyst, or Trader. LinkedIn – Email |