Baruch College’s Masters of Financial Engineering (MFE) team won won the ninth annual International Association for Quantitative Finance (IAQF) Student Competition! This is the fourth time that Baruch MFE students have won the IAQF competition and completes a perfect year for our students, who also won the Rotman International Trading Competition in February.
The competition required students to determine through quantitative methods whether there are truly differences between the two Julius Baer structured notes tied to US companies, which they have determined will do well based on which party wins the US presidential election in 2020. Our students won in a tie with teams from Boston University, Cornell University, and NYU Tandon.
The paper of our students is available upon email request.
Congratulations to our students, Ryan Guzalowski (team captain), Jiaying Laura He, Xinyi Jeremy Hu, Zhoufan Li, Ziyue (Vincent) Wang (team co-captain), and Jiahao Zhang, as well as to Professor Andrew Lesniewski, who guided our students!