Carnegie Mellon University

MSCF Speaker Series

Drawing from both the buy-side and sell-side, the MSCF Speaker Series offers you the opportunity to witness quantitative finance at work with dozens of industry practitioners over lunch on most Fridays during the fall.

These professionals share various applications of quantitative finance, the skill sets required for the different career paths in quantitative finance, and their experiences within their organizations. They are often looking to hire talent, making this series an excellent opportunity for networking.

On occasion, MSCF alumni participate in the Speaker Series. Enjoy listening to and learning from our early alumni, who graduated from the program in the 1990s, and have decades of experiences, anecdotes and recommendations to share with you.

November 30th, 2018 (from New York)
Sebastian Lancetti - Panagora Asset Management
"Quantitative Equity Strategies"

Mr. Lancetti is a Director at the firm and manages the Equity Portfolio Strategy team. He is responsible for conducting equity research as well as overseeing the marketing and client services product processes for PanAgora’s broad suite of equity investment capabilities. Mr. Lancetti’s areas of expertise include quantitative strategies, alpha extraction, equity factors and stock market event studies. Prior to joining PanAgora, Mr. Lancetti was Head of US Equity Quantitative Research at UBS in New York where he developed and marketed global quantitative equity research products to institutional clients. Mr. Lancetti has also worked at UBS UK, Dresdner Kleinwort and Banque de Luxembourg. Mr. Lancetti earned a BS in Economics at Università Commercial Luigi Bocconi, Economics and a Masters in Finance at the London Business School.

November 9th, 2018 (from New York)
Giles Nugent - PIMCO
"Mortgage Tranching"

Giles Nugent recently retired from his position as EVP and head of front office technology for PIMCO in their New York office. Prior to joining PIMCO in 2011, Giles owned his own software development company. Previously, Giles worked for twenty years in research and technology as the head of mortgage analytics at Bank of America and at Goldman Sachs in mortgage research. Giles holds an MBA from Duke University and a BA in mathematical sciences from the University of North Carolina.

November 2nd, 2018 (from New York)
Justin Sibears - Newfound
Managing Director
"Factor-Based Asset Allocation"

Justin Sibears is a Managing Director in the Newfound Investment Strategies group, where, as Portfolio Manager for Newfound’s direct offerings, in addition to developing new client relationships, he is responsible for the ongoing research and development of new intellectual property and strategies. Prior to Newfound, Justin worked for J.P. Morgan where he structured and syndicated ABS transactions while also managing risk on a proprietary ABS portfolio. At Deutsche Bank, Justin served on the event‐driven, high‐yield debt, and mortgage derivative trading desks. Justin holds a Master of Science in Computational Finance and a Master of Business Administration from Carnegie Mellon University and a BBA in Mathematics and Finance from the University of Notre Dame.

October 12th, 2018 (from New York)
Tony Berkman - Two Sigma
Entrepreneur in Residence
"Alternative Data in Investment Management"

Tony Berkman works at Two Sigma, a technology-driven investment manager, as an Entrepreneur in Residence. Prior, Tony was a partner at 12 West Capital, a Long/Short Tiger-Cub hedge fund. Tony founded Majestic Research (now called M-Science), the first research firm to leverage "alternative data" in 2003 and Majestic was acquired by ITG in 2010. Before joining 12 West, Tony worked at ITG for two years as CEO of Investment Research and was a part of their Executive Team. Tony has a BS in Applied Math and Computer Science and an MS in Computational Finance from Carnegie Mellon University.

October 5th, 2018 (from New York)
Dr. Vladimir Sankovich - DRW Holdings
Quantitative Analyst
"The Crossroads of Financial and Software Engineering"

Dr. Vladimir Sankovich is a quantitative analyst with over 20 years of experience in modeling of interest rates derivatives and fixed income products. He currently works at DRW Holdings where he leads a team of quantitative researchers responsible for the development of a new global analytics framework. Prior to joining DRW, Dr. Sankovich worked at several major financial institutions, most recently as a MD and Head of Quantitative Modeling and Analytics at TD Securities, and before that as a Global Head of FICC Quants at RBC Capital Markets. Dr. Sankovich earned his PhD in Theoretical Physics from New York University.

September 28th, 2018 (from New York)
Sebastian Ceria - Axioma
Chief Executive Officer
"Smart Beta and Factor Investing"

Sebastian Ceria is Chief Executive Officer of Axioma and founded the company in 1998. Prior to Axioma, Sebastian was an Associate Professor of Decision, Risk and Operations at Columbia Business School from 1993 to 1998. Sebastian has worked extensively in the area of robust optimization and its application to portfolio management. He is the author of many articles in publications including Management Science, Mathematical Programming, Optima and Operations Research. He has also co-authored numerous papers on the topic. He is a recipient of the Career Award for Operations Research from the National Science Foundation. Sebastian completed his PhD in Operations Research at Carnegie Mellon University's Tepper School of Business, and his undergraduate degree in Applied Math at the University of Buenos Aires, Argentina.

September 14th, 2018 (from Pittsburgh)
Keishi Hotsuki - Morgan Stanley
Chief Risk Manager
"Managing Risk - From Financial Modeling to Behavioral Science"

Keishi Hotsuki is Chief Risk Officer of Morgan Stanley and a Director of Mitsubishi UFJ Morgan Stanley Securities Co., Ltd. Mr. Hotsuki joined the firm in March 2008 as the Head of Market Risk Department and became Chief Risk Officer in 2011. Mr. Hotsuki began his career at Fuji Bank in 1984, where he worked in the Corporate Finance and Derivatives Trading Divisions. From 1993 to 1999, Mr. Hotsuki worked at Bankers Trust as the Head of Market Risk Management Japan/Asia. Mr. Hotsuki joined Merrill Lynch in 1999 as the Head of Market Risk Management for the Japan/Asia Pacific Region and was a Senior Vice President and Global Head of Market Risk Management from 2005 to 2007. Mr. Hotsuki holds a Bachelor’s degree in Economics from Hitotsubashi University and a Masters of Science in Industrial Administration from Carnegie Mellon University.

September 7, 2018 (from New York)
Dr. Michi Botlo - Quantbot Technologies, LP
Co-founder and the CEO
"From Physics to Finance"

Dr. Botlo is a co-founder and the CEO of Quantbot Technologies, LP. Before 2009, he led the Electronic Product Development in the Global Market Division at Merrill Lynch. In this role, he was responsible for the implementation of the automated trading vision across liquid asset classes worldwide. Before joining Merrill, Michael was a founding member of the Electronic Trading Lab at Morgan Stanley. The group successfully developed the Firm’s electronic capabilities in Global Equities, from quantitative proprietary to algorithmic agency businesses. Michael holds Masters Degrees in Physics and Astronomy and a PhD in Experimental Nuclear Physics. He has spent several years as a research fellow at various nuclear research laboratories across the globe. Since 2017 Michael is member of the Physics and Astronomy Advisory Council of the Johns Hopkins University.

December 1st 2017 (from Pittsburgh)
Ryan Henning - Freddie Mac
Vice President and Head of Financial Engineering
"Managing Mortgage Risk"

Ryan Henning is Vice President and Head of Financial Engineering at Freddie Mac in McLean, VA. In this role, he is responsible for firmwide model implementations. The models and applications produced by Financial Engineering are used in trading and risk management, borrower and collateral evaluation, counterparty risk, security issuance, and financial and regulatory reporting. As co-founder of the team, Mr. Henning helped lead the group’s expansion from three members to over fifty, building the foundational platforms for investment and funding decisions, mortgage and derivative valuation, interest rate modeling and risk systems. Ryan has a BS in Computer Science from Saint Bonaventure University and a MS in 2000 from Carnegie Mellon’s Master’s of Science in Computational Finance program.

November 10th 2017 (from New York)
Nick Psaris - Bank of America Merrill Lynch 
Director, Central Risk Book
"Q is for Quants"

Nick Psaris, Director, Central Risk Book, at Bank of America Merrill Lynch, has been developing automated trading systems for over 17 years. After graduating Duke University with a degree in Physics and Chinese, he began his career in finance at Morgan Stanley in New York. He obtained his CFA charter in 2003, and a Masters in Computational Finance from the Tepper School of Business at Carnegie Mellon University in 2006. Nick then moved to Hong Kong and built an equity portfolio trading and backtesting system in q. After spending three years at Liquid Capital Markets Hong Kong building a high frequency automated market making system in q, he built an inventory optimization platform in q at Bank of America Merrill Lynch Hong Kong. Nick returned to New York in November 2016 to help build Bank of America's Central Risk Book. As a hobby, Nick distilled his years of practical experience developing production trading systems in q into his book "Q Tips: Fast, Scalable and Maintainable Kdb+".

October 27th 2017 (from New York)
Paul Russo - Goldman Sachs
Global co-COO of the Equities Franchise
"Equity Derivatives"

Paul Russo is Global co-COO of the Equities Franchise at Goldman Sachs, serving on the Management Committee, Firmwide Risk Committee, the Securities Division Executive Committee and the Volcker Committee. He is also co-chair of the firm's Execution & Clearing Committee and the Execution Standards Review Committee. Paul joined Goldman in 1990 in US Equity Derivatives where he ultimately was responsible for the Portfolio Trading and the Index Volatility businesses. In 1997, Paul moved to Hong Kong to run non-Japan Asia Equity Derivatives. In 2000, he became co-head of the Fixed Income, Currency and Commodities Division in non-Japan Asia and in 2002, moved to the Equities Division in London to head the Equity Derivatives business in Europe. In 2003, Paul was named co-head of European Equity Product Group Trading, returning to New York in 2004 as co-head of Global Equity Derivatives. Paul became a Managing Director in 1998 and Partner in 2000. Paul is a member of the MSCF Advisory Board. He earned an MBA from the Univ. of Chicago in 1990 and a BS from Carnegie Mellon in 1986.

October 6th 2017 (from New York)
Giles Nugent - PIMCO
Executive Vice President
"Mortgage Tranching"

Giles Nugent is EVP and Head of Front Office Technology for PIMCO in their New York office. Prior to joining PIMCO in 2011, Giles owned his own software development company. Previously, Giles worked for twenty years in research and technology organizations on Wall Street, most recently as head of mortgage analytics at Bank of America and at Goldman Sachs in mortgage research. Giles holds an MBA from Duke University and a BA in mathematical sciences from the University of North Carolina.

September 29th 2017 (from Pittsburgh)
David Korpi
"Fixed Income Trading"

David Korpi, former Managing Director at Goldman, has traded interest rate derivatives for twelve years -- three years at Goldman in New York and nine years prior, at Deutsche Bank in New York. Dave has traded a variety of interest rate products including options, callable agency debt and swaps. Dave holds a BS in Computational Finance from Carnegie Mellon where he has provided advice on trading to students since 2011.

September 22nd 2017 (from New York)
Werner Eppacher, Deutsche Asset Management
Managing Director
"Trends in Asset Management"

Werner Eppacher, Managing Director at Deutsche Asset Management, is Head of Multi Asset Americas, New York. Werner grew up in northern Italy, gaining his first financial markets experience in Vienna, Austria. He started his professional career at Deutsche Asset Management in Frankfurt, Germany in 2004 as portfolio manager in the fixed income department. Werner managed various mutual funds, including long/short currency funds, multi manager funds, global short duration funds and multi asset funds. He has headed various teams on the investment platform of Deutsche Asset Management including Multi Strategy, Multi Asset Defensive, and Currency Strategy. Werner is a member of the global Multi Asset Investment Committee, directly and indirectly influencing EUR 100 billion of assets. Werner holds a Master in Business Administration from Vienna University of Economics and Business Administration

September 8th 2017 (from New York)
Christopher Barr and Christopher Wilcox
Members of the Investment Team at Varadero Capital
"The Quantitative Impact of Fintech in Specialty Finance"

Christopher Barr is a member of the investment team at Varadero Capital, where he uses advanced quantitative techniques to evaluate opportunities in securitized and un-securitized pools of credit. Prior to joining Varadero, Chris was a Vice President within the M&A group at Goldman Sachs, where he focused on real options, interactive analyses, and the valuation of enterprises with complex stochastic features. Previously, he was an Assistant Professor at Harvard University, working in health policy, statistical methodology and applied probability. Prior to Harvard, Chris was a postdoc at Johns Hopkins University, where he co-authored OpenIntro Statistics (, an open source statistics book now used around the world. He has also served as a member of the staff at Lawrence Livermore National Laboratory and City Hall Los Angeles. Chris holds a PhD in Statistics from UCLA and a BA in Economics from Berkeley.

Christopher Wilcox is a member of the investment team at Varadero Capital, where he focuses on sourcing, analyzing, and executing investment opportunities involving securitized and un-securitized pools of credit. Prior to joining Varadero, Chris was an Executive Director at Nomura where he worked as both a structurer and trader in the Structured Credit Products group. Prior to Nomura, Mr. Wilcox worked at ABN AMRO as a structurer and marketer in the Structured Products group and at TD Securities where he structured CLOs. Chris began his career at Moody’s Investors Service as a ratings analyst and focused primarily on CLOs and synthetic CDOs. Chris has a BA from Binghamton University and an MBA from NYU’s Stern School of Business.

January 27th 2017 (from New York)
Joel Rubano
Energy Commodity Trader
"Leveraging Quantitative Skills on the Trading Desk"

Joel Rubano is an energy commodity trader with twenty years of experience in the power, natural gas and oil markets. He has worked as a proprietary trader at merchant energy companies and a quantitative hedge fund, optimized asset portfolios at deregulated utility subsidiaries, and facilitated customer-facing business at an international oil producer. In 2016 he published Trader Construction Kit, a practical guide to developing the skills and techniques employed by professional traders at financial institutions. He has taught multi-day training courses to trading and analytical firms and guest-lectured at top-ranked business schools. Joel graduated from Carnegie Mellon University in 1993 with a Bachelor of Science in Managerial Economics.

December 2nd 2016 (from New York)
Yury Blyakhman, JP Morgan
Managing Director
"Practical Aspects of Mathematical Modeling in Emerging Markets"

Yury Blyakhman is a Managing Director at JP Morgan in New York where he heads Linear Rates and FX Quantitative Research globally across developed and emerging markets. Yury’s Quantitative Research team is responsible for the development and support of all pricing and risk management models across the full spectrum of products, regions, businesses and asset classes. Yury has been with JP Morgan since 2004. Before that, from 2001 to 2004, Yury was part of Fixed Income Research team at BNP Paribas doing Interest Rates modeling. Yury holds a Ph.D. in Physics from NYU.

November 18th, 2016 (from New York)
Madhu Huggahalli, AQR 
Deputy Risk Manager
"The Difference Between Buy-Side Risk and Sell-Side Risk"

Madhu Huggahalli is Deputy Risk Manager at AQR, a large, quantitative hedge fund headquartered in Greenwich, CT, where he conducts independent oversight and monitoring of the risks assumed by the fund’s portfolio managers. Prior to AQR, he was a director of risk management in Prime Services at Barclays Capital, a vice president for market risk management at Lehman Brothers, manager of the financial risk management practice at PricewaterhouseCoopers, a quantitative analyst at RJM Corp. and lead research engineer in the technology division of Linde A.G. He is a member of the advisory board of the Cockrell School of Engineering at the University of Texas. Madhu earned a B.S. in chemical engineering from Osmania University, an M.S. and a Ph.D. in chemical engineering from the University of Texas, and an M.B.A. from New York University’s Stern School of Business.

October 14th, 2016 (from New York)
Costas Hamakiotes, Emerging Markets Debt Sales
Managing Director
"Quantitative Analysis in Action: Anatomy of a Fixed Income Trade"

Costas Hamakiotes is Managing Director of Emerging Markets Debt sales at Cantor Fitzgerald where he covers institutional accounts, hedge funds, mutual funds and insurance companies. Costas began his career at the Rocketdyne Division of Rockwell International in engine development for the space shuttle. He move to Wall Street in 1990 where he has worked in quant fixed income research, strategy, prop and flow trading at Salomon Brothers, CSFB and Lehman. For eight years prior to joining Cantor, Costas ran an emerging markets relative value and arbitrage hedge fund. He is published in engineering and finance journals (including chapters in Fabozzi’s “Investing in Emerging Fixed Income Markets” book) and has taught courses and lectured in seminars at Columbia’s MS in Financial Mathematics programs and NYU’s Courant Institute. Costas holds a BS in Chemical Engineering, and an MS and Ph.D. in Mechanical Engineering from UC Berkeley.

October 7th, 2016 (from New York)
Christina Qi, Domeyard, LP
"Hedge Funds, HFTs, and Hiring Tips"

Christina Qi serves as Co-Founder and Partner at Domeyard LP, a Boston-based hedge fund defining the future of high frequency trading. Domeyard is backed by various institutional investors and hedge fund veterans. Christina brings experience in investment management, sales and trading, derivatives operations, and technology across Goldman Sachs, UBS Securities, Zions Bank, and MIT Lincoln Labs. Christina is a guest lecturer for Nobel Laureate Robert Merton’s “Retirement Finance” class at MIT and was a guest lecturer for the core class “Investment Strategies” at Harvard Business School. Christina also serves on the 100 Women in Hedge Funds U.S. Non-Profit Boards Committee, a global non-profit organization with over 13,000 active members in investment management. A former Scientific American Award honoree, Christina became the youngest recipient of the “40 Under 40” title, of business and civic leaders making a major impact in their respective fields. Christina holds a Bachelor of Science degree from the Massachusetts Institute of Technology (MIT) and earned the Chartered Alternative Investment Analyst (CAIA) designation.

September 30th, 2016 (from New York)
Vasily Strela, Morgan Stanley
Managing Director and Global Head of Market Modeling
"A Day in the Life of a Quant"

Vasily Strela is a Managing Director of Morgan Stanley and Global Head of Market Modeling Group. Vasily joined Morgan Stanley in June 200 1as an Associate in Interest Rates Analytic Modeling Group and served in a variety of roles with increasing responsibility throughout his years at the bank including
Executive Director in Strats and Modeling. Prior to this, Vasily served as a Managing Director and Principal at Bear Sterns and as an Executive Director at JP Morgan. Vasily earned his Ph.D. in Mathematics from MIT and an M.S. degree in Applied Mathematics and Physics from Moscow Institute of Physics and
Technology. Vasily is also a Research Affiliate with the MIT Math department where he co-teaches a class on "Topics in Mathematics with Applications in Finance."

September 23rd, 2016 (from New York)
Afshin Goodharzi - 1010data
Chief Analyst
"A Big Data Approach to Modeling Mortgage Prepayments"

A recognized leader in the field of Big Data analytics, Afshin Goodharzi has led several teams in designing, building and delivering predictive models and analytical products to a diverse set of industries. Prior to joining 1010data, Afshin was a Managing Director of Mortgage Analytics at Equifax, where he was responsible for the creation of new data products and the supporting analytics to the financial services industry. Previously, he led the development of various classes of predictive models aimed at the mortgage industry during his tenure at Loan Performance (Corelogic). Prior to that he worked at BlackRock, the research center for NYNEX (present day Verizon), and Norkom Technologies. Afshin's publications span the fields of data mining, data visualization, optimization and artificial intelligence. He holds a Bachelor of Science in Mechanical Engineering from the University of Hartford and a Master of Science in Computer Science from the Rensselaer Polytechnic Institute.

September 16th, 2016 (from New York)
Adam Lechner - Managing Director
Anirban Bagchi - Vice President

Markets Quantitative Analysis department at Citi
"Algorithmic Valuation of Mortgage Backed Securities"

Adam Lechner is Managing Director in the Markets Quantitative Analysis (MQA) department at Citi where he manages the global Applied Quantitative Analytics team within MQA. Adam also worked within Citi's Risk Architecture department and Citi's Internal Audit department. Adam graduated from MIT with an undergraduate degree in Aeronautics & Astronautics.

Anirban Bagchi, Vice President in the Markets Quantitative Analysis department at Citi, has over ten years of experience in algorithmic valuation of US Mortgage Backed Securities issued by government agencies as well as private issuers. He holds an MS in Computer Science from UCSD and an MS in Information Systems Management from Carnegie Mellon.

September 9th, 2016 (from New York)
Edith MandelGreenwich Street Advisors, LLC
"Quantitative Trading in the Eurodollar Futures Market"

Edith Mandel started her career at Goldman Sachs in 1996 where she held a number of positions in the Fixed Income division rising to Managing Director on the US Rates trading desk. She then joined Citadel as Managing Director, Head of Fixed Income Quantitative Research, where she was instrumental in the expansion of their Fixed-Income Asset Management business. Following this, she became Head, Fixed Income Mid-Frequency Trading at KCG where she developed quantitative and systematic business within the Fixed Income group. For the past two years, as founder and principal of Greenwich Street Advisors, LLC, Edith has advised on trading infrastructure build-out, electronic and quantitative trading, alpha research and algorithmic execution.

December 4, 2015 (from New York)
Kamal Kasera - NineAlpha Capital
Principal and Co-Founder
"The Changing World of Quantitative Finance"

Kamal Kasera is a Principal and Co-Founder at NineAlpha Capital, specializing in the trading of interest rates. Kamal was the key architect behind the pricing/hedging algorithms deployed in the US Treasury market and oversaw electronic trading of US Treasuries at Deutsche Bank (2004-2009) and Goldman Sachs (1998-2004). He is recognized as one of the foremost technological innovators in fixed income electronic trading. He is a board member of Narnolia Velox Advisory, an India based alternative investment firm dealing in equities, fixed income, commodities and foreign exchange on Indian bourses. Kamal holds a M.S. in computational finance from Carnegie Mellon, an MBA and M.S. in Computer Science from the University of Massachusetts, Amherst, and undergraduate degrees from BITS, Pilani, India.

November 20, 2015 (from New York)
Peter Cai - Global Atlantic Financial Group
Chief Risk Officer
"Exotic Equity Options"

Peter Cai is Chief Risk Officer for Global Atlantic Financial Group, a retirement, insurance and reinsurance company recently spun out of Goldman Sachs. Dr. Cai has more than 15 years of experience in the financial services industry. Most recently he was Managing Director for Morgan Stanley, where he led a global team responsible for measuring, stress testing and reporting risk across all business segments. Dr. Cai also worked as a Fixed Income Risk Strategist for Lehman Brothers and was head of consulting for Askari. He is also an adjunct faculty member at Carnegie Mellon University. Dr. Cai has a doctorate in Materials Science from Pennsylvania State University and obtained his bachelor’s degree in Applied Mechanics from Fudan University in China.

November 13, 2015 (from New York)
Punit Mahajan - Goldman Sachs
Vice President, Surveillance Analytics Group
"Leveraging Big Data Analytics in Quant Finance"

Punit Mahajan, Vice President in the Surveillance Analytics Group at Goldman Sachs, leads financial crime control focused on insider trading and market manipulation models. Prior to joining Goldman Sachs in 2010, Punit was Practice Lead for Analytics of Infosys Ltd. and was the Head of Quantitative Research and led a quantitative research team at Dresden Kleinwort. He is a 2003 graduate of the MSCF program and has a post graduate degree in Computer Science from India.

October 16, 2015 (from New York)
Bjorn Flesaker - Prudential Fixed Income
Managing director and head of quantitative research
“Modeling in Fixed Income Asset Management”

Bjorn Flesaker, Ph.D., is a Managing Director and Head of Quantitative Research for Prudential Fixed Income. Mr. Flesaker joined Prudential Fixed Income in April 2010 from Bloomberg, where he worked as a senior quant and a credit derivatives business manager. Prior to this, Mr. Flesaker spent more than a decade leading quantitative research, modeling, and related activities in fixed income and derivatives business areas at major financial firms including Morgan Stanley, MBIA, Bear Stearns, and Merrill Lynch. He began his career as a member of the finance faculty at the University of Illinois at Urbana-Champaign. He has lectured and published extensively on topics of mathematical finance, is an adjunct professor at New York University's Courant Institute of Mathematical Sciences, and serves as a managing editor of the International Journal of Theoretical and Applied Finance. Mr. Flesaker received a degree in Finance from BI Norwegian Business School in Oslo and a PhD in Finance from the University of California, Berkeley.

October 9, 2015 (from Pittsburgh)
Euan Sinclair - Bluefin Trading
Options trader 
“Gambling and Equity Options”

Euan Sinclair is an options trader with twenty years of professional trading experience trading options on indices, stocks, commodities and interest rate products. He currently is a quantitative consultant at Bluefin Trading. He holds a Ph.D. in theoretical physics from the University of Bristol and has written two books: “Volatility Trading” and “Option Trading,” both published by Wiley.

October 2, 2015 (from New York)
Michael Dubno - Gadgetoff
Founder and partner 
“Innovation, Technology and Regulation on Wall Street”

Michael Dubno is a founder and partner of Gadgetoff, an organization that annually brings together innovators, inventors and entrepreneurs. Mr. Dubno recently retired from Bank of America Merrill Lynch (BAML) where for the last five years he was head of global markets and risk technology, and responsible for the quantitative strategies group. Prior to BAML, he worked as CTO and partner for Goldman Sachs, where he was responsible for the firm’s institutional portal and private wealth management sites, consolidating the firm’s client facing business. Mr. Dubno is on the board of Cerebellum Capital, an innovative hedge fund based on machine learning and serves as co-chairman of FIRST, a New York-based charity organization inspiring and engaging students in the studies of science and technology.

September 25, 2015 (from New York)
Christopher Barr - Goldman Sachs 
Santiago Quintero - Goldman Sachs 
"Quants as Investment Bankers"

Christopher Barr is a strategist within the M&A group at Goldman Sachs, where his role focuses on real options, interactive analyses and the valuation of enterprises with complex stochastic features. Previously, he was an assistant professor at Harvard University, working in health policy, applied statistics and applied probability. Prior to Harvard, Mr. Barr was a postdoc at Johns Hopkins University, where he co-authored OpenIntro Statistics, an open source statistics book now used around the world. He also served as a consultant or member of the staff at Lawrence Livermore National Laboratory, City Hall Los Angeles and City Hall New Haven. Mr. Barr holds a Ph.D. in statistics from UCLA and a BA in economics from Berkeley.

Santiago Quintero is a strategist in the IBD divisional analytics group at Goldman Sachs. His work focuses on return and profitability analyses related to balance sheet use in the context of credit risk and regulatory constraints. Prior to this, he was an application developer within Goldman’s technology division, building several front office applications that enhanced management and trade reporting. Mr. Quintero has an masters of science in computational finance from Carnegie Mellon University and a BS in industrial and systems engineering from Georgia Tech.

September 18, 2015 (from New York)
Baldwin Smith - Credit Suisse
Managing director
"Index Alpha Strategies"

Baldwin Smith is a managing director at Credit Suisse in the investment banking division. Based in New York, Mr. Smith is head of the global index and alpha strategies group, which combines the bank's index products and alpha strategies teams within fixed income research. He is also head of projections modeling for the CCAR Program. Mr. Smith served as a member of the managing director evaluation committee during 2014. Prior to his current roles, Mr. Smith was head of the global fixed income index products group. Mr. Smith joined Credit Suisse in 2000 from J.P. Morgan where he was a senior bond index analyst. Prior to that, he was a trader in fixed income proprietary positioning, also at J.P. Morgan.

September 11, 2015 (from New York)
Steve Nawrocki - Americas for BNP Paribas
Managing director and head of equity trading
"Equity-Derivative Hybrid Pricing and Trading"

Steve Nawrocki is managing director and head of equity trading, Americas for BNP Paribas Global Equities and Commodity Derivatives in New York. Prior to joining the Americas platform in September 2014, Mr. Nawrocki headed up GECD’s structured equity business unit in London, managing a large team across sales, structuring and trading. Since joining Paribas in 1996 as a part of the equity derivatives market risk management team, Mr. Nawrocki has been instrumental in establishing BNP Paribas as one of the world’s premier equity derivatives franchises. Steve graduated with a mechanical engineering degree in electrical and electronic engineering from Imperial College in London.

November 21, 2014 (From New York)
Adam Lechner - Citi
Managing Director
"What is a Quant?"

Adam Lechner is a Managing Director in the Markets Quantitative Analysis (MQA) department at Citi. He manages the Analytical & Risk Tools team within MQA. Adam began his career at Salomon Brothers and has spent his professional career at Citi and predecessor companies. He also worked within Citi's Risk Architecture department and Citi's Internal Audit department. Adam graduated from MIT with an undergraduate degree in Aeronautics & Astronautics.

November 14, 2014 (From Pittsburgh)
Jeff Greco - Milliman Financial Risk Management, LLC
Portfolio & Risk Manager
"The Evolution of Modeling"

Jeff Greco, FRM, is a portfolio and risk manager, trading strategy architect, and derivatives modeling educator. He is the leading provider of risk management services to the retirement investment industry, and a faculty member at the University of Chicago’s Graduate Program on Financial Mathematics. Jeff has been working as a quantitative finance professional since 1995 at Citadel, Deutsche, Bank of America Merrill Lynch and Morgan Stanley. He has taught on fixed income derivatives at the University of Chicago since 2002. Jeff received a Master of Science in Applied Mathematics from the University of Chicago and a Master of Science in Mathematics from Carnegie Mellon University.

November 7, 2014 (From New York)
Dr. Sam Priyadarshi - Vanguard
Head of Fixed Income Derivatives
"The Changing World of Fixed Income Derivatives"

Dr. Sam Priyadarshi is Head of Fixed Income Derivatives at Vanguard and leads a team responsible for derivatives trading for all fixed income funds. His team is also responsible for portfolio risk management of active fixed income funds totaling over $130 billion. He manages the research and execution of derivatives overlay strategies for active fixed income funds. Dr. Priyadarshi holds a Bachelor of Science in Mechanical Engineering from Birla Institute of Technology, Ranchi. He holds an MBA from the Indian Institute of Management, Calcutta, and has a Ph.D. in finance from Virginia Tech. 

October 31, 2014 (From New York)
Maxence Hardy - J.P. Morgan
Americas Head of Algorithmic Trading Strategies
"Trading Algos and Best Execution"

Maxence Hardy is a Vice President of Linear Quantitative Research at J.P. Morgan where he is Americas Head of Algorithmic Trading Strategies for Cash Equities and Futures. His main focus is agency algorithms development and best execution. Prior to J.P. Morgan, he worked as a Quantitative Analyst at Societe Generale in the Program Trading department. Maxence has a Master of Science in Quantitative Finance from Paris IX Dauphine, and a Master of Science from the National Institute of Telecommunications of France. 

October 10, 2014 (From New York)
Soma Rao - J.P. Morgan
Model Risk Officer
"Understanding Model Risk Control"

Soma Rao is the Model Risk Officer for J.P. Morgan Asset Management (AM) and Consumer and Community Banking (CCB) businesses. Soma leads a team of quantitative professionals responsible for the review, approval and governance of the investment, risk, finance and other models used in global asset management and consumer banking. Previously, Soma was the head of fixed income, currencies and commodities for Europe, Middle East and Africa (EMEA) at J.P. Morgan Private Bank in London. Before joining J.P. Morgan, Soma was a managing director with Citigroup, heading a multi-asset structured products sales team within the Citi Corporate and Investment Bank. He also held positions at Citi as head of global wealth management foreign exchange business and as head of the institutional currency option sales team. Soma also worked at HSBC (Republic Bank) and Mellon Bank in trading positions in fixed income and foreign exchange. Soma is a Chartered Financial Analyst (CFA) charter holder and a certified Financial Risk Manager (FRM®). Soma has an MBA from the Tepper School of Business at Carnegie Mellon University and a Master of Science in Mechanical Engineering from the University of Pittsburgh. 

October 3, 2014 (From New York)
Alexey Kuptsov - JPMorgan
Vice President, Exotics and Emerging Markets
"Emerging Markets from a Quant Perspective"

Alexey Kuptsov earned his Ph.D. in Probability Theory from New York University’s Courant Institute in 2008. Following a short time with Lehman Brothers, Alexey joined J.P. Morgan in 2009 as a desk quant in US Rates Exotics. He has since moved within the J.P. Morgan quant research team to the Emerging Markets desk with emphasis on rates and FX modeling. Alexey teaches in New York University's Masters of Financial Mathematics program. 

September 26, 2014 (From New York)
Dr. Cheng Shao - CITIC Securities
Head of Trading, CITIC Securities International USA
"China Capital Markets 101"

Dr. Cheng Shao is Head of Trading for CITIC Securities International USA, a wholly-owned subsidiary of CITIC Securities, one of China's largest investment banks. CITIC Securities International USA provides brokerage services of Hong Kong and Asian securities to US institutional clients. Prior to CITIC, Cheng worked at various hedge funds including SAC Capital, Access Global Partners and Argonaut. He holds a Ph.D. from Maryland University, and a Master of Science and Bachelor of Science from Tsinghua University.

September 19, 2014 (From New York)
Alex Maia - BNP Paribas
Head of Interest Rate and FX Structuring, Americas

Alex Maia is the Head of Interest Rate and FX Structuring, Americas, at BNP Paribas where he oversees structured products deals, corporate solutions and accounting solutions. Before joining the bank in 2012, Alex was a Managing Director at RBS, where he held several positions including Co-Head of Latin America Banking and Markets. Prior to this, Alex was a Managing Director at Lehman Brothers and Head of Latin America Origination and Distribution. Alex started his career at Morgan Stanley, and holds a Bachelor of Science in Business Studies from Cass Business School as well as a Master of Science in Accounting and Finance from the London School of Economics.

September 12, 2014 (From New York)
Carl Mahler - Gelber Group
Director of Algorithmic Trading
"Translating Technical Skill to Trading Success"

Carl Mahler joined Gelber Group as a discretionary trader in 2004. In 2005, Carl moved to the software side of the trading industry where he developed tools and strategies for other discretionary traders. In 2009, Carl built a team which assumed responsibility for infrastructure applications and services development, becoming Gelber's first purely algorithmic trading group in 2010. Carl presently leads a team of 25 software engineers, traders and researchers, overseeing all aspects of Gelber's automated trading business, from idea conception and research to implementation, deployment and operation. Carl earned his Master of Science in Electrical Engineering and Computer Science from MIT in 2004.

September 5, 2014 (From New York)
Dongsheng Lu - Bank of New York Mellon
Managing Director, Head of Quantitative Research Derivatives Trading 
"Complex Pricing Issues Faced by Today's Traders"

Dongsheng Lu is Managing Director, Head of Quantitative Research at Bank of New York Mellon where he oversees a team developing financial analytics for derivative modeling/pricing, risk management, Credit Value Adjustment (CVA), Funding Value Adjustment (FVA), trading/hedging strategies, option market making and optimal execution. Dongsheng joined the bank in 1998. He earned a Bachelor of Science in Materials Science and Engineering from the University of Science and Technology of China in 1991 and his Ph.D. in Chemical Physics from Ohio State in 1996.