Jay Chaudhry grew up in a small Himalayan village, came to the U.S. for graduate school, and started four companies.

Chaudhry then put his life savings into a fifth venture, Zscaler, which surged 72 percent at the open in its first session of trading on Nasdaq Friday, before easing up a bit. The company closed up 106 percent at $33 a share.

Late Thursday, a bumped-up 12 million shares of the cloud cybersecurity firm's initial public offering were priced at $16 each, above the estimated range. It's the first so-called tech unicorn, with a valuation of over $1 billion, to go public this year.

The Zscaler CEO and co-founder spoke on CNBC, before the stock opened, about what he said sets his company apart from traditional cybersecurity firms for global customers such as Siemens and General Electric.