Le Zhu

Finance and Risk Engineering
""

Class of 2021

Hometown: Beijing, China

Employment: Le Zhu currently works at Morgan Stanley with the Exotic equity derivatives team as an equity derivatives strats to create bumps and scenarios for volatility surface and maintain the pricing engine when new contracts come in. 

Le Zhu was born in Beijing. Except for living in Kyoto, Japan with her family for three years, she spent most of her time there before going to Chengdu, Sichuan (AKA the hometown of panda and hotpot) for undergraduate study in Financial Engineering at Sichuan University. Before starting her journey in Finance and Risk Engineering (FRE) at NYU Tandon, Le completed a one-semester international exchange study at Sciences Po, France, and conducted summer research with Mitacs in Canada.  The efficiency of solving financial problems with mathematical and computational tools and the experience of working in teams with a multicultural environment made her determined to develop her career as a quant.

By taking the well-designed courses offered by the FRE program, Le found her passion for derivative pricing. The small class size allows frequent in-class interaction and timely feedback from professors. The variety of elective courses offered by industry professors helped her better transform technical skills from academia to industry. She enjoys solving problems with different methods and thus was especially benefited from the well-constructed course Option Pricing & Stochastic Calculus, which equipped her with the language of being a Q Quant.

Le believes learning is never limited to the classroom and it’s beneficial to be connected to the industry before graduation. She thinks it is exciting to have professors and practitioners that are well-known in academia and in the industry presenting their latest research results at FRE’s Brooklyn Quant Experience (BQE) Lecture Series. Le is also involved in recruitment and career guidance events offered by the FRE department, which helped her a lot in getting the summer internship at Nomura. 

Receiving constant support from FRE faculty, staff, and alumni, Le is keen on giving back to FRE and the NYU Tandon community. She worked as a graduate assistant for FRE courses and was selected as a graduate orientation leader for Fall 2020. In her spare time, Le enjoys going snowboarding. She is definitely the right person to turn to for recommendations for ski resorts near New York City.