Carnegie Mellon University

Quant-in-Residence

The Quant-in-Residence (QIR) program augments our students’ educational experience by providing them with opportunities to benefit from the expertise of seasoned industry professionals. The QIR(s) complements the behavioral strengths and diverse experiences of our career coaches by providing insight from the professional world of quantitative finance. The QIR(s) can offer our students:

  • One-on-one coaching based on their knowledge and experience in the field
  • Assistance in exploring quantitative-related career paths
  • Technical advice regarding interviews and resumes
  • Workshops/group sessions in areas including industry trends, interviewing, and professional success

Currently in Residence

John Kook

John Kook is an Associate at JPMorgan Chase, FX Automated Trading Strategies (ATS). Prior to joining JPMorgan Chase, he was a convertible arbitrage analyst at AQR Arbitrage and a summer analyst at Goldman Sachs. He earned a B.S. in Physics from Korea University, and a M.S. in Computational Finance at Carnegie Mellon University, Tepper School of Business.

Chuting Ji, MSCF '19

Chuting Ji graduated from the MSCF program in Dec 2019 and is currently a quant analyst in the central liquidity book team under equity execution for Balyasny Asset Management. In this role, she has been focusing on market impact modeling, optimization, and portfolio management. Prior to that she spent 2 years in Citigroup Global Markets in the equity central risk book team. She also earned a Bachelor of Science in Mathematics and Physics from Tsinghua University.

Kasi Muthaiah, MSCF '16

Kasi Muthaiah is an Executive Director at JP Morgan Chase where he oversees the development of loss forecasting models for credit risk. In this role, he helps develop the models and the strategy to forecast losses for various purposes including regulatory exercises like stress tests. He graduated from the MSCF program in 2016 and has worked at JP Morgan Chase since then. Prior to that, he was a software engineer at Goldman Sachs in India.

Giri Seshadri Ravi, MSCF '18

Giri Seshadri Ravi currently works on the Financial Modeling team within the Quantitative Analytics group within Barclays. The QA group owns all models - mathematical (Markets) and statistical (Empirical) within Barclays. The financial modeling team is a part of the empirical group that uses statistical models to forecast revenue and balance sheet of the bank in various scenarios. The group works with Business leads, Business Managers and Finance teams to come with short term and long-term capital deployment strategies. The group's models are used regulatory submissions such as CCAR, BoE, PRA, EBA Stress tests. He has recently completed 5 years at Barclays returning after his internship in 2018 and graduating from the MSCF program that year. Prior to the program, he worked as a consultant for 2 years and holds an MBA in Finance and a Bachelors in Electrical Engineering.

Catherine Monk, MSCF '14

Catherine is currently an Executive Director at Morgan Stanley on the Client Financing desk, where she trades various short-term interest rate products, including US Government Treasuries and repurchase agreements. Prior to Morgan Stanley, she worked at BNP Paribas for three years, where she focused on a range of short-term interest rate products, which was the same desk where she interned during her time in graduate school. Catherine graduated from Carnegie Mellon in 2014 after completing the dual MSCF/MBA degree and has a dual major in Mathematics and Finance from the University of Delaware. She is actively involved in the internship program at Morgan Stanley and the MSCF alumni board. In her free time, Catherine enjoys relaxing with her two cats (and husband, who is also an MSCF alum).

Wenbin Zhang, MSCF '14

Wenbin has over 10 years of research, trading, and portfolio management experience in the hedge fund industry. Wenbin is currently a Portfolio Manager at Verition Fund Management and he manages systematical global macro portfolios and equity statistical arbitrage portfolios. Prior to joining Verition in 2018, Wenbin led the research team and co-managed a multi-billion dollar (over $10B at peak) global statistical arbitrage portfolio at Clinton Group, and he oversaw all the effort in alpha, risk, and portfolio researches. Wenbin received an MS in Computational Finance from Carnegie Mellon University and a Ph.D. in Computer Science from Stony Brook University. Wenbin has published over 10 papers in news analytics, predictive modeling, and pattern recognition. Wenbin lives in Hong Kong with his family and he enjoys hiking, skiing, and hunting in his leisure time. View Wenbin's Alumni Profile