Quantitative Quality Engineer, The Options Clearing Corporation (OCC)
Master of Financial Mathematics
Class of 2018
May Ji is a Quant QE at the OCC in Chicago. As a Quant QE she engages in quantitative model implementation, options data validation related to clearing risk. May graduated from the MFM, with a minor in Data Science in May 2018. Prior to joining the OCC full time she worked at the OCC as a Quantitative Risk Management Intern. She developed automated statistical analysis and data visualization in model valuation projects, which improved the validation efficiency in the VIX Implied Volatility Model. May also interned at Cargill Investments, China Ltd in Shanghai. She worked as Freight Trading Analysis Intern in the Ocean Transportation group. She performed analysis on a supply and demand data econometrics model for freight price trading risk factors and created a freight trading price model simulation so traders could make time critical trading decisions. In 2015, May received a Bachelor of Business Administration in Finance and a Mathematical Science degree with a focus on Financial Mathematics from the University of Wisconsin-Milwaukee.
"One of the most important aspects of Minnesota’s MFM program is the practicality of the coursework. Classes offer a good mix of academic topics but they also help you explore the practical and professional applications of the material. Experienced financial mathematics practitioners teaching in the MFM offer industry-leading financial mathematics knowledge as well as valuable market insights. This combination of rigorous mathematics and applied coursework prepared me to work at the Options Clearing Corporation (OCC), the world's largest equity derivatives clearing organization headquartered in Chicago. MFM graduates from our program are continually recruited to the OCC because of our unique training”