Sheena Yau M.A.Sc Candidate Department of Mechanical and Industrial Engineering University of Toronto 5 King’s College Road Toronto, Ontario, M5S 3G8 sheena.yau@utoronto.ca

OBJECTIVE

To obtain a position in operations or finance where there is an opportunity to utilize my analytical and quantitative skills

EDUCATION

	University of Toronto
09/2004 – Present	Master of Applied Science - Industrial Engineering Dissertation: Stochastic Programming Models for Electricity Forward Contracts Selection and Replication with Conditional Value-at-Risk criterion
09/2000 – 06/2004	Bachelor of Applied Science - Industrial Engineering Dissertation: Variance Reduction in Cold Roll Forming Process

EXPERIENCE

	University of Toronto Toronto, Ontario
05/2003 – Present	Research Assistant – Department of Mechanical and Industrial Engineering Over 2.5 years of research experience in quality control, logistics, and financial optimization. Developed a multi-period model to design a procurement strategy for custom power contract suppliers that minimizes the cost of supply with the consideration of uncertainty in electricity prices. Developed an optimization model to evaluate the inventory requirements at each stage of the supply chain as a function of customer service level requirements, with the consideration of uncertainty in external customer demands. Developed an optimization model to investigate the relationship between the number of scenarios considered and the number of securities selected in the stock portfolio. Conducted statistical analysis to determine the optimum operational setting in Cold Roll Forming Process using designed experiment, Taguchi’s S/N ratio, and the MSE model and determined tolerance ranges for the optimal setting using Monte Carlo simulation. Executed a fractional factorial design to investigate the effects of two tolerance grades of 13 components on the current of an electrical circuit
09/2005 - Present	Part-time Teaching Assistant – Department of Mechanical and Industrial Engineering Tutored fourth year industrial engineering students in “Facility Planning” (Spring 2005, 2006), third year engineering science students in “Economic Analysis and Decision Making” (Spring 2006), and second year industrial engineering students in “Engineering Economics and Accounting” (Fall 2005) Duties included: prepared and conducted problem-solving sessions, instructed and designed laboratory materials, and evaluated problem sets, projects, and term tests
	CLP Power International Ltd Hong Kong
05/2002 – 08/2002	Temporary Receptionist Answered all incoming phone calls in a professional manner and directing all calls to the correct individual Greeted all visitors and offer administrative assistant Handled all couriers including local and international, incoming and outgoing mail Coordinated logistics for all meetings including booking boardrooms, projectors and catering
	Global One Communications Ltd Hong Kong
05/2001 – 08/2001	Temporary Receptionist Answered and transferred phone calls in a professional manner Handled incoming and outgoing mail and couriers Purchased and maintained the inventory of office supplies

SKILLS

Experienced in C, C++, Java, SQL, GPSS/H, AMPL, SIMUL8, AutoCAD, Minitab, VBA, Matlab

Proficient in MS Word, Excel, Access, PowerPoint

Fluent in spoken and written Cantonese and Mandarin

PUBLICATION

S. Yau, R.H. Kwon, and J.S. Rogers, “A Stochastic Programming Approach to Electricity Forward Contract Replication with Conditional Value-at-Risk criterion”, (in preparation)

R.H. Kwon, J.S. Rogers, and S. Yau, “Stochastic Programming Models for Electricity Forward Contract Replication", Journal of Naval Research Logistics, (in press)

S. Yau, R.H. Kwon, and J.S. Rogers, “A Stochastic Programming Approach to Electricity Forward Contract Replication with Conditional Value-at-Risk criterion”, CORS / Optimization Days Joint Conference, Montreal, Canada, May 2006.

ACADEMIC AND RESEARCH AWARDS

2004 – Present	Fellowship, University of Toronto
2003	Edith Grace Buchan Undergraduate Summer Fellowship Award, University of Toronto
2000	Admission Scholarship, University of Toronto

ACTIVITIES AND INTERESTS

Member, Golden Key International Honor Society (University of Toronto Chapter)

Pianist, completed Royal Conservatory of Music Grade 9

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