Quant-in-Residence

Learn Directly from Industry Experts

Through the Quant-in-Residence (QIR) program, you’ll connect directly with seasoned professionals from the world of quantitative finance. Your QIR will bring real-world insight to complement the guidance of our career coaches, giving you both the technical edge and the professional perspective you need to thrive.

As part of this experience, you will:

• Receive one-on-one coaching tailored to your goals and interests
• Explore different career paths across quantitative finance with a mentor who’s been there
• Gain practical advice on interviews, resumes, and technical preparation
• Take part in workshops and group sessions on industry trends, interviewing, and strategies for long-term success

At Carnegie Mellon, your career development goes beyond the classroom—you’ll learn from people who have built the very careers you aspire to.

Currently in Residence

Rashad Al- Haddad, MSCF '20

Rashad Al- Haddad is the CTO and Co-Founder of DoggyFi, a platform for swapping digital assets on Dogecoin and exchanging social capital. He has extensive experience in the Web3 space, having built RFQ market-making systems as the Quant Lead at Siren Protocol and developed one of the first DeFi credit scores as the Data Science Team Lead at RociFi. Rashad also has a strong background in traditional finance, having worked in the energy sector both in trading at Xcel Energy and deal-making at Sol River Capital. He holds an M.S. in Computational Finance from Carnegie Mellon and a B.S. in Mathematics with a minor in Computer Science from Hofstra University.

Bowen Gu, MSCF '25

MSCF Graduate (Class of 2025). Currently at Goldman Sachs Asset Management in the Quantitative Investment Strategies group, focusing on systematic volatility trading, with responsibilities spanning portfolio management and quantitative research.

Brodie Chen, MSCF '25

Brodie Chen is currently working in Fixed Income Pricing on the Sales & Trading team at J.P. Morgan. In this role, he helps clients—including hedge funds, investment banks, and asset managers—obtain pricing for structured credit products, while also supporting internal SPG trading desks.

Francisco Rosso Alba, MSCF '23

He previously held roles at Castleton Commodities International, where he supported power traders with grid tightness analytics and transmission forecasts, and at KAUST Investment Management Company, where he conducted advanced asset allocation research using machine learning models. At J.P. Morgan, he led global dashboard automation and time series analysis projects for investment banking operations, significantly improving decision-making efficiency. Earlier in his career at Telefónica, Francisco drove capital investment planning and macroeconomic risk modeling, achieving significant OPEX and CAPEX savings and measurable risk reduction. Francisco holds a Master of Science in Computational Finance from Carnegie Mellon University, where he was awarded the MSCF Distinguished Merit Scholarship, and a Master of Finance from Universidad de San Andrés, backed by the Telefónica Scholarship. He also earned a Bachelor of Science in Industrial Engineering from ITBA.

Hrishikesh Menon, MSCF '23

Hrishikesh Menon is a Quantitative Engineer at Goldman Sachs, where he develops pricing models, risk frameworks, and bespoke analyses across real estate, credit, and equity markets. Previously, he was a Quantitative Researcher at Squarepoint Capital, where he built systematic trading strategies, machine learning–based alpha models, and distributed back testing infrastructure to manage multimillion-dollar portfolios. He also interned at Hudson River Trading and began his career at Goldman Sachs in Bangalore, building high-performance reporting and analytics systems. Hrishikesh holds dual degrees in Electrical Engineering from IIT Kharagpur.

Litao Liu, MSCF '13

Litao Liu is a seasoned professional with extensive experience across both banks and hedge funds. Currently, he is a senior quant researcher at Point72 Asset Management, focusing on global macro and fixed income. Prior to Point72, Litao served as a senior quant analyst at Caxton Associates. Before transitioning to the buy sides, he was a VP at Mizuho Securities, and he started off his career at Citi Global Markets in NY, joining the Quant & Trading rotational program in 2013. He looks forward to sharing his insights about career development and offering practical advice to the MSCF.

Lydia Song, MSCF '25

Quant Strats Analyst in the Flow Vol Systematic Market Making (SMM) Team at Goldman Sachs. Building internalization infra, trading strategy, and execution algo for automated quoting, hedging, and execution in HT & LT equity derivatives business.

Manupriya Gupta, MSCF '24

By day, I'm a market-making quant strategist at Goldman Sachs, where I thrive on data-driven insights and strategic problem-solving. By night, I'm a lifelong learner and hustler, always chasing new challenges and opportunities. As an MSCF alum, I was fortunate to receive exceptional mentorship and guidance. Now, I'm passionate about paying it forward – sharing knowledge, empowering others, and fostering a community of curious and driven individuals.

Sabrina Mei, MSCF '25

Sabrina Mei is a Trading Strategist at Bank of America on the single stock flow options desk. Her work involves vol and Greeks modeling, trade optimization, and development of systematic tools. Prior to MSCF, she received a B.S. in Statistics & Machine Learning from CMU. Previously, she interned with Citi GSP Structuring Solutions, focusing on structured notes analytics and automation.

Steve Lu, MSCF '18

Steve Lu is an Executive Director on the equities long-short team within AQR's Portfolio Implementation department. In this role, he is responsible for the implementation of a wide spectrum of stock selection and tax-aware strategies and works closely with the research and technology teams, along with broader groups at AQR, to bring to market new systematic investment strategies and refine existing ones. Steve was previously an intern with AQR in the Global Stock Selection group. Steve earned his B.A. in computer science and mathematics from Boston College and his M.S. in computational finance from Carnegie Mellon University.

Vineeth Gopu, MSCF '25

I work at Instinet, a primary execution brokerage firm. I perform quantitative research to improve our execution algorithms and smart order routing procedures while also maintaining data pipelines to ensure transaction cost analysis can be managed optimally. If you are interested in the world of high-frequency trading, I can provide a lot of advice in that field in terms of technical skills and opportunities.

Yuze Liu, MSCF '19

Yuze Liu is currently working as a quant researcher at Squarepoint Hong Kong, focusing on systematic fixed income. He has previously worked at Citigroup in New York as a quant trader and at PingAn Bank in China, focusing on prop trading/market making.

Scott Sidoli, MSCF '21

Scott Sidoli is a Vice President at Mizuho in Quantitative Analysis and Risk Analytics. Scott graduated from the MSCF program in 2021. He also holds a doctorate in mathematics. The training he received, both at University at Albany and Carnegie Mellon University, positioned him to approach quantitative problems with creativity, disciplined planning, and efficient execution. Recognized as an excellent communicator and educator of mathematical concepts, Scott received the Edward S. Thomas Award for Excellence in Teaching in May 2017.

Matthew Lyberg, MSCF '21

Matthew Lyberg, CFA, is Head of Asset Managment AI for Manulife Investment Management. Previously, he held quantitative research positions at fintech startups including NDVR, YieldX, and Lumint.  Matthew served as Senior Vice President at Acadian Asset Management and in several roles with the Currency Management team at State Street Associates. He holds an MS in Computational Finance from Carnegie Mellon University, BS in Mathematics from Boston University, BA in Russian from Boston College, MBA from Hult International Business School, and was a Fulbright Fellow to Ukraine. Matthew is a member of the Boston Economic Club, and a reviewer for The Journal of Asset Management and The U.S.-Ukraine Fulbright Selection Committee.

Robert Doherty, MSCF '22

Robert Doherty is an associate on the Credit Portfolio Trading desk at JPMorgan Chase & Co. He has been with JPMorgan for the past three years following his summer internship there during his time at MSCF. A Pittsburgh native, he graduated from MSCF in 2022 after completing his undergraduate at the University of Pittsburgh, where he majored in Mathematics, Finance, Economics, and Marketing.

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