November 7th, 2024
Ilia Bouchouev 
"Virtual Barrels: Quantitative Trading in the Oil Market"

Dr. Ilia Bouchouev is the former President of Koch Global Partners where he launched and managed global derivatives trading business for over 20 years. Over the years, he introduced several energy derivatives products and was recognized as one of the pioneers in energy options trading. He is currently a managing partner at Pentathlon Investments and an adjunct professor at New York University, where he teaches energy trading at The Courant Institute of Mathematical Sciences. He is also a senior research fellow with The Oxford Institute for Energy Studies. Ilia Bouchouev published many articles in top academic journals on energy markets and derivatives modelling. He is frequently quoted by Wall Street Journal, Bloomberg, many other news providers, and on social media.
He is the author of the book “Virtual Barrels” on quantitative oil trading, which was named among top 10 quantitative books of the year (2023).

October 29th, 2024
Vincent Samat
"Counter-Intuitive Greeks Behavior in Exotic Options"

Vincent Samat is a managing director and Global Head of Structuring for Quantitative Investment Strategies “QIS” at Barclays. In this role, he leads teams that build and market systematic strategies across asset classes: equities, rates, credit, commodities, FX and volatility. Vincent was previously Head of Equity Derivatives Structuring at BNP Paribas Americas, where he focused on equity structured products and cross-asset QIS. He previously worked in similar structuring roles at Morgan Stanley, Credit Suisse and Merrill Lynch. Vincent started in the industry in quantitative research at Bank of America. Vincent holds a master’s degree in operations research and financial engineering from Princeton University and a degree in engineering from Ecole Polytechnique, France.

October 24th, 2024
Joshua Sheldon, Kevin Carroll, Sahak Petrosyan, & Niall Gibson
"Modern Macro Investing"

Joshua is a relative value portfolio manager with over ten years experience. His strategy uses an options-based portfolio construction and aims to deliver an absolute return experience characterized by scalable risk-adjusted performance which is uncorrelated to traditional market factors. Joshua is currently on garden leave and will be transitioning to a leading investment firm later this year. Previously, Joshua was a Senior Portfolio Manager at Verition Fund Management, the Government of Singapore Investment Corporation (GIC), and Goldman Sachs. Joshua earned a bachelor’s degree from Rutgers University in Finance and English. He was a researcher in macroeconomics at Columbia University, and completed the Executive Leadership Program at Oxford University. 

Kevin is a Managing Director in Business Development at ExodusPoint. He focuses on sourcing, evaluating, and hiring new fixed income portfolio managers across macro, interest rates, and credit strategies. Previously, he worked at Blackstone, Faros Trading, and the Buckingham Research Group. He earned both his B.A. in Economics and his M.S. in Commerce from the University of Virginia.

Niall Gibson has 14 years of experience in equity volatility trading, specialising in relative value and macro strategies within the S&P 500 and VIX complex. After starting his career at J.P. Morgan, he has spent the last 7 years as a portfolio manager at BlueMountain, Alphadyne & Verition. Born in Australia and raised in the UK, he read Mathematics & Theoretical Physics at University College London.

October 3rd, 2024
Peter Cai
"Archegos and Credit Suisse"

Peter Cai is a seasoned executive and recognized industry leader in risk management for major financial institutions. He is chief market risk officer at Keybank, providing oversight of asset liability management risk, interest rate risk, liquidity risk, traded market risk and counterparty risk. Peter was recently global head of risk data, analytics, reporting and tech (“DART”) at Citi, leading critical Citi-wide transformation initiatives and managing teams of risk managers, analysts, quants, engineers and consultants supporting all risk disciplines. Previously, Peter served as the Global Head of Asset Liability and Investment Risk for Barclays, Chief Risk Officer for Global Atlantic (formerly Goldman Sachs Reinsurance), Enterprise and Portfolio Risk Management for Morgan Stanley, and Fixed Income Risk Strategist for Lehman Brothers. Peter holds a Ph.D. degree in Materials Science from Pennsylvania State University and a B.S. in Mathematics and Applied Mechanics from Fudan
University in China.

September 26th, 2024
Chintan Kotecha
"Modeling Systematic Quants and Considering Their Market Impact"

Chintan Kotecha is a Director and Senior Research Analyst in US Equity Derivatives Research. The team is responsible for product and strategy research spanning the Americas equity derivatives markets as well as cross-asset risk. He specializes in systematic flows and delta-1 research with flagship publications that include the Systematic Flows Monitor, Global Equity Delta-One Cost Monitor, US Equity Futures Viewpoint, and Quantitative Investment Strategies Monthly. The team has consistently ranked in the top 3 in the Institutional Investor All-America Research poll with a #1 ranking most recently in 2023. Kotecha also contributes to the cross-asset Quantitative Investment Strategies group with a particular focus on systematic multi-asset strategies. Previously, he was a credit derivatives technologist at JP Morgan. Kotecha has a BS in electrical and computer engineering from Rutgers University and an MS in computational finance from Carnegie Mellon University. He is based in New York. For more information about any awards cited, visit http//rsch.baml.com/awards.

September 19th, 2024
Fikret Kalagoglu
"Macro Trading"

Fikret Kalagoglu joined BAM in January 2023 as a Macro Portfolio Manager, in their New York office. Prior to BAM, Fikret was with Moore Capital Management from 2004 to 2022. He holds a Bachelor's degree in Economics from SUNY at Stony Brook, as well as a Master's in Computational Finance from Carnegie Mellon University. He has been a CFA charterholder since 2003.

September 5th, 2024
Yumi Oh
"Algorithmic Trading Market Microstructure"

Yumi is a Senior Business Management Lead at Citadel Global Quantitative Strategies where she is responsible for overseeing the tick based strategies. She has over 18 years of experience in finance, primarily focused on Algorithmic Trading. Previously, Yumi served as the Chief Investment Officer at Galois Capital, a renowned crypto hedge fund known for its successful bet against Terra’s Luna token. Prior to that, she was the Head of Trading and a founding member at XTX Markets Americas where she spearheaded the development of the US business. Yumi holds a Master of Science in Computational Finance from Carnegie Mellon University and recently joined MSCF alumni board. She also earned a Bachelor of Science in Industrial Engineering from Korea Advanced Institute of Science and Technology (KAIST).

 

November 15th, 2023
Giuseppe Nuti
"ML Application in Trading"

Giuseppe Nuti is the head of Electronic Trading Quant’s Center of Excellence for UBS’s Global Markets. The team is focused on a range of problems in algorithmic trading geared towards improving the execution quality on behalf of our clients. The objective is to explore novel uses of ML in applications such as reinforcement learning, contextual-MABs, and optimal execution where venue micro-structure morphs order quality. Prior to this role, Giuseppe was an algorithmic trader at UBS – New York – specializing in algorithmic trading in fixed income and foreign exchange. He has worked as a trader for over twenty years, initially in the interest-rates options and swaps market followed by a stint in the European and US Government bond markets. He has experience working both within the primary dealer community and in the high-frequency environment (at KCG and Citadel.) At UBS, he has run the U.S. Rates Trading desk within FRC, with particular focus on electronic market-making. Giuseppe holds a Ph.D. in Computer Science with particular focus on Markov Decision Processes applied to finance from University College London and an MSc in financial mathematics from City University, London. He is an adjunct professor at Cornell where he teaches a course on ML applied to trading in FX, Rates & Crypto. Previously, he has taught various courses, including Financial Computing at UCL and has supervised a number of Ph.D. students – both at UCL and CASS Business School. His research interests are in algorithmic trading and Bayesian formulation of standard Machine Learning techniques. Giuseppe currently lives in Larchmont (NY) where he spends most of his free time enjoying his family and searching for the best espresso this side of the Atlantic!

November 8th, 2023
Tony Berkman
"Past, Present and Future of Alternative data in Investment Management"

Tony Berkman is a managing director at Two Sigma where he runs the alternative data team. Prior to that he was a partner and head of data science at 12 West Capital, a discretionary "Tiger cub" hedge fund. 20 years ago, Tony founded Majestic Research (now owned by Jefferies and branded M Science), the first alternative data research firm. As a result, he has been coined the "Godfather of Alternative Data". He has degrees in Math, Computer Science, and Computational Finance from Carnegie Mellon University. 

November 1st, 2023
Calvin Zhu & Ron Yurko
"Sports Analytics in the Post-Moneyball Era: How technology and machine learning are changing the way professional sports teams evaluate players"

Calvin Zhu is a Quantitative Researcher & Trader at DL Trading, a proprietary trading firm exclusively for sports betting markets. Calvin creates quantitative pricing models and algorithmic trading strategies to invest in sports contracts, a rapidly growing market typically not viewed like a traditional asset class. Calvin joined DL Trading in 2021 and has worked on the NFL, MLB, NHL & NCAAF, particularly focused on trading the game while in-play. Prior to DL Trading, Calvin worked at AQR for 5 years in the portfolio implementation/management team for global equities. When asked for his greatest weakness at his DL Trading interview, Calvin replied being a lifelong NY Jets fan but as a classic tactic, he spun it to highlight positive attributes: extremely loyal and forever hopeful.

Ron Yurko is an Assistant Teaching Professor in the Department of Statistics & Data Science at Carnegie Mellon University. His research focuses on developing methods at the interface of inference and machine learning, oriented towards problems in statistical genetics and sports analytics. He previously received his PhD in Statistics at Carnegie Mellon University, and has industry experience in both finance and professional sports.

October 25th, 2023
Neel Purohit
"Central Banking and the System of Money"

Neel Purohit is a Portfolio Manager for ExodusPoint Capital Management where he focuses on a global macro strategy using interest rates, FX, equity indices, and commodities. Prior to this, he was the co-head of the North American Bank Portfolio (buy-side) for Barclays where he ran portfolio management. Neel has also held several sell-side trading positions at Credit Suisse, Barclays, and TD Securities as well as portfolio management roles at Bluecrest and Pointstate Capital. Neel began his career in management consulting with Oliver Wyman. He holds a Masters in Computational Finance from Carnegie Mellon University and a Bachelors in Electrical Engineering from Cornell University.

October 4th, 2023
Reha Tutuncu
"Quantitative Methods in Asset Management"

Reha Tutuncu is Head of Portfolio Research at Point72 Asset Management. Prior to that, he was the chief risk officer at SECOR Asset Management and also held senior positions at AQR Capital Management and at Goldman Sachs Asset Management. Earlier, he was an Associate Professor at Carnegie Mellon University. He is a co-author of the book Optimization Methods in Finance and a member of the editorial board of the Journal of Computational Finance. Reha earned a B.S. in industrial engineering from Bilkent University and an M.S. and Ph.D. in operations research and industrial engineering from Cornell University.

September 27th, 2023
Joseph Muscari, Geoff Ching & Rujuta Kelkar
"Credit and Equity Days in the Life"

Joseph Muscari is a Managing Director and Head of Securitized Products Portfolio Management & US CRE Warehouse Financing. He joined Barclays in 2007 and is the captain of both the University of Virginia and Carnegie Mellon Sales & Trading recruiting teams. In addition to being active in mentoring, he is a member of the Markets Graduate Council, responsible for shaping U.S. campus recruiting and early-career development efforts. Before Barclays, Joe served as a diplomat for the United States with postings in Thailand and Washington, D.C. and is currently serving on the Board of Advisors to IT Availability, LLC, a start-up cyber security company. Joe holds an engineering degree from the University of Virginia and a graduate degree from Carnegie Mellon University.

Geoff Ching trades equity options focusing on special situations and healthcare at Barclays since 2018. He joined out of the internship program in 2017 and completed the MSCF program in December 2018. Geoff completed his undergraduate degree in business from NJIT and worked for a year as a software engineer at S&P Capital IQ before the MSCF program.

Rujuta Kelkar is a Vice President at Barclays on the High Yield Credit Trading desk where she trades corporate bonds in the Metals and Mining, Chemicals and Auto sectors. She graduated from MSCF in December 2019 and joined Barclays February 2020 after interning there in the summer of 2019. Prior to MSCF, Rujuta graduated with a BE in Electronics Engineering and a Minor in Finance from BITS Goa, India and did a co-op at JP Morgan Mumbai on their derivatives pricing desk.

September 20th, 2023
Devdeep Sarkar & Michael Li
"Evolution and Trend of Quant, Strat and Data Science Work at Sell-Side Banks"

Michael Li is a Managing Director at BofA Securities. He heads the Mortgage Quant and the Cross Asset Strats teams as part of the Sales & Trading business. Benefiting from the different mandates of these two groups, Michael is involved with both day-to-day engagements with trading desks for specific revenue opportunities and strategic horizontal programs that impact the entire Global Markets organization such as CCAR stress testing and the upcoming FRTB capital rules. In addition, Michael also actively contributes to the broad technological and quantitative innovation endeavors, serving as a member on several innovation councils across the bank.

Prior to joining BofA, Michael had experiences in entrepreneurial ventures in China as well as working in established financial technology companies in the US.

Michael earned a Master’s degree in Computational Finance from Carnegie Mellon University, and a Bachelor’s degree in Electrical Engineering from Tsinghua University in Beijing.


Devdeep Sarkar is a Director at Bank of America, currently focusing on front office trading risk across the Global Rates business, having been a part of the Data & Innovation Group in the past. Prior to joining BofA, Devdeep spent 2 years at Goldman Sachs, where he focused on structuring systematic trading strategies in FICC for a wide gamut of clients. Prior to that, Devdeep worked at J.P. Morgan as a Fixed Income Strategist (client-facing research) for nearly five years, focusing on cash Treasuries as well as interest rate derivatives (including vanilla and exotic options).

Devdeep graduated with an MS degree in Computational Finance from Carnegie Mellon University in December, 2012, and holds a Ph.D. in Physics (Cosmology) from University of California, Irvine. After his doctoral degree and before changing his career to finance, he also held a postdoctoral researcher position at University of Michigan, Ann Arbor. Devdeep has published 10 peer-reviewed journal articles (9 in Physics and 1 in Finance) with more than 1400 citations to date.

Devdeep loves to hike, run, bike, dance, travel, read (and/or listen to) books/articles (and podcasts), play ping-pong and tennis, and try various cuisines across the world.

September 13th, 2023
Jason B. Konidaris & Jarrod Yuster 
"Evolution of Global Markets"

Jason B. Konidaris

Mr. Konidaris has 30 years experience in finance. He is a private investor, managing his own diversified portfolio of public and private investments. He retired in 2011 as Global Head of Capital Markets for SAC Capital Advisors (now Point72), a multi-billion-dollar hedge fund complex. Jason pioneered dedicated buy-side capital markets structure and managed the firm’s investments in new equity issuance across major business sectors in the Americas, Europe, and Asia. He began his career at Goldman Sachs in International Equities Sales & Trading. Jason serves on the board of directors of Pico Quantitative Trading, the Executive Council of the Yale Child Study Center, the board of directors of the Archangels Foundation, and the board of trustees of the New Canaan YMCA. Jason and his wife Janie established the Konidaris Family Foundation in 2007 – a 501c3 focused on bettering the health and education of youth. He is published in the field of autism/neurodiversity. Jason holds a B.A. in Economics from Yale University.

Jarrod Yuster 
Chairman, Founder and CEO at Pico
 
Jarrod is the Chairman, Founder and CEO of Pico. He is responsible for defining the company's vision, leading the executive team in business strategy and execution, and managing client and investor relations. He is also responsible for ensuring organizational stability, global expansion, and product innovation. Prior to founding Pico, Jarrod served as Global Head of Electronic Trading at Merrill Lynch, where he oversaw the business from its inception and was responsible for sales, trading, risk, execution service, product development and quantitative analytics for these products worldwide. Jarrod is a member of the Yale School of Engineering Leadership Council and serves on the Operating Board for the Tsai Center for Innovative Thinking at Yale (CITY), providing mentorship to Yale student entrepreneurs. Jarrod holds a B.S. in Electrical Engineering from Yale University and an M.S. in Electrical Engineering from Columbia University.

September 6th, 2023
Kevin Webster
“Causal Biases in Trading”

Kevin Webster is an adjunct assistant professor at Columbia University and a visiting reader at Imperial College, London. He has ten years of experience building large-scale, systematic, and model-driven frameworks for trading and has deployed algorithms for top-tier financial institutions such as Citadel, Deutsche Bank, and BNP Paribas. Kevin graduated with a Ph.D. from Princeton University's Operations Research and Financial Engineering Department (ORFE), where he studied mathematical models applied to high-frequency trading, emphasizing price impact and market making. Kevin Webster authored the Handbook of Price Impact Modeling. His research papers include "Do You Really Know Your P&L? The Importance of Impact-Adjusting the P&L," with Petter Kolm, "Stochastic Liquidity as a Proxy for Nonlinear Price Impact," with Johannes Muhle-Karbe and Zexin Wang, "Getting More for Less - Better A/B Testing via Causal Regularization," with Nick Westray, and "The Self-Financing Equation in High Frequency Markets," with Rene Carmona.

November 16th, 2022
Calvin Zhu
Quantitative Researcher and Trader at DL Trading
“Life of a Sports Betting Quant”

Calvin is a Quantitative Researcher and Trader at DL Trading, a proprietary trading firm exclusively for sports betting markets. Calvin creates quantitative pricing models and algorithmic trading strategies to invest in sports contracts, a rapidly growing market typically not viewed like a traditional asset class. Calvin joined DL Trading in 2021 and has worked on the NFL, MLB, NHL & NCAAF, particularly focused on trading the game while in-play. Prior to DL Trading, Calvin worked for five years at AQR in the portfolio implementation/management team for global equities. Calvin earned his BS in Mathematics from NYU and his MS in Computational Finance from Carnegie Mellon in 2015.

November 9th, 2022
Chintan Sheth
Lead Trader in the Centralized Research and Trading team at Jump Trading
"What You Never Knew About High Frequency Trading"

Chintan is the Lead Trader in the Centralized Research and Trading team at Jump Trading where he leads their US operations. Prior to joining Jump, he worked as Head of Quantitative Research at Seed CX (now Zero Hash), a crypto startup in Chicago. Before that, he spent many years in a number of Chicago-based, mid-sized proprietary trading firms where he developed and traded his own strategies across various global futures exchanges. Chintan holds a B.S in Electrical Engineering from the University of California, San Diego and graduated from the MSCF program in 2009.

November 2nd, 2022
Dan Szymkowiak
Managing Director at Jefferies
"Algorithmic Credit Trading"

Dan is Managing Director at Jefferies serving as head trader of their algorithmic credit trading unit. In this role he designs systems to trade electronic bond RFQs (request for quotes), portfolio trades, ETFs, and to assist traders with voice trades. He received a BS in Mathematics from Drexel University in 2009 and joined the fixed income ETF desk of Susquehanna International Group in 2009. After six years including a role in Dublin, Ireland, he moved to Bluefin Trading where he ran their credit ETF arbitrage strategy in 2015. He joined Jefferies in 2018 and has been focused on algorithmic credit trading since 2020.

October 26th, 2022
Dr. Amal Moussa
Managing Director at Goldman Sach
"Exotic Derivatives Pricing and Hedging"

Dr. Amal Moussa is a Managing Director at Goldman Sachs where she leads the Single Stocks Exotic Derivatives Trading team. Prior to that, Amal held senior level positions in equity derivatives trading at other leading financial institutions such as J.P. Morgan, UBS and Citigroup. Amal has a Ph.D. in Statistics, obtained with distinction, from Columbia University. Prior to her Ph.D., Amal graduated with a Masters in Mathematical Finance from Sorbonne Université (former Paris VI) and a Grande Ecole engineering degree from T́ el ́ecom Paris.

October 5th, 2022
Anne-Victoire Auriault
Partner, Equities and Commodities Trading at Goldman Sachs
"Program Trading"

Anne-Victoire Auriault is the Global Head of Program Trading. She serves on the Partnership Committee and Global Markets Inclusion and Diversity Committee. She joined Goldman Sachs in 2012 as an Analyst in Commodities Trading and transferred to Equities trading in 2013. Anne was named Managing Director in 2019 and Partner in 2020. Anne serves on the Board of Film at Lincoln Center in New York. Anne earned a master’s degree in Computer Science and Applied Mathematics from ENSIMAG (France) in 2011 and a master's degree in Financial Engineering from Princeton University in 2012.

September 28th, 2022
David Vaughn
Chief Investment Officer for non-U.S. and Global strategies at ClariVest Asset Management
"Quantitative Equity Portfolio Management and its Challenges"

David Vaughn is a founder and board member of ClariVest Asset Management LLC, a $5.3 billion asset management company. Mr. Vaughn is the Chief Investment Officer (CIO) for non-U.S. and Global strategies. Prior to forming ClariVest in March 2006, he worked as the Portfolio Manager for all International and Global Systematic strategies at Nicholas-Applegate Capital Management, and was a member of the Systematic investment team that managed over $5 billion in assets at the firm. Previously, Mr. Vaughn worked as a Research Analyst at Barclays Global Investors (the predecessor to Blackrock), and as a Research Associate at First Quadrant. He was also a Quantitative Research Analyst and Investment Officer with Sanwa Bank in Los Angeles. Mr. Vaughn earned a Bachelor of Science in Economics from California Institute of Technology, and a Masters in Computational Finance from Carnegie Mellon University, and was awarded the CFA (Chartered Financial Analyst) Designation in 2000. Mr. Vaughn has served in numerous volunteering roles in the San Diego community, including many years of coaching elementary and middle school math and science. He coached California's state MATHCOUNTS team to victory at the national competition in 2014. He was recently awarded the MSCF Alumni Lifetime Achievement Award, recognizing the longevity and consistency of his professional achievement and service to community over the course of his career.

September 21st, 2022
Jakub Duda
Managing Director, Consumer and Private Wealth Management at Goldman Sachs
"Building And Delivering Quant Models"

Jakub Duda is Managing Director, Consumer and Private Wealth Management at Goldman Sachs. Jakub manages the investment analytics platform for the Strategic Asset Allocation team within the Investment Strategy Group (ISG), responsible for consumer asset allocation solutions. He joined Goldman in 2011 as an associate in ISG and was named managing director in 2021. Prior to joining the firm, Jakub worked at PIRA Energy Group as a director of European Energy where he focused on analyzing European power and gas markets. Before that, he worked in risk and electricity analyst roles at EZ Group. Earlier in his career, Jakub was a senior assistant professor at the Charles University in Prague. He spent two years as a Feinberg Postdoctoral fellow at the Weizmann Institute of Science in Rehovot. Jakub has published 22 research papers in pure mathematics. Jakub earned PhD degrees in Mathematics from the University of Missouri-Columbia in 2003 and Charles University, Prague, in 2004. He also earned an MS, summa cum laude, in Mathematics from Charles University, Prague.

September 14th, 2022
Partha Raghavan
Senior Executive, Analytics and Risk Management at Barclays
"Tools for Whole Loan Pricing"

Partha joined Barclays in 2018 as Senior Executive, Analytics and Risk Management where he leads the Quantitative Analytics for Securitized Products team. From 2004-2018, he was part of  JP Morgan's Fixed Income Research group where he specialized in pricing and collateral models relating to mortgage credit. His early career was devoted to pricing structured rates derivatives at large market making derivatives platforms. He earned his Bachelors in Mechanical Engineering from IIT, Chennai and a PhD in Statistics and Operations Research from New York University.

September 7th, 2022
Leif Andersen
Global Head of the Quantitative Strategies and Data Group at Bank of America
"Asset Pricing Pre- and Post-Crisis: A 60-minute Tour through 60 Years of Finance"

Leif B. G. Andersen is the Global Head of the Quantitative Strategies and Data Group at Bank of America and is an adjunct professor at NYU’s Courant Institute of Mathematical Sciences and CMU’s Tepper School of Business. He holds MSc's in Electrical and Mechanical Engineering from the Technical University of Denmark, an MBA from University of California at Berkeley, and a PhD in Finance from Aarhus Business School. He was the recipient of Risk Magazine’s 2001 and 2018 Quant of the Year Awards and has worked for more than 25 years as a quantitative researcher in the global markets area. He has authored influential research papers and books in all areas of quantitative finance and serves as an Associate Editor of Mathematical Finance and the Journal of Computational Finance.

December 1st, 2021
Courtney Chin
Head of Strategic Finance at Coinbase
"Introduction to Non-Fungible Tokens"

Courtney Chin has worked at Coinbase for five years where she currently manages a strategic finance team for the CFO including managing the company’s $500M+ crypto investment portfolio and special projects including the company’s direct listing process, product launches, license applications, and the opening of the company’s Singapore office. Prior to this, she worked on the Business Operations and Strategy team. Before taking the red pill and falling into crypto, she worked at Goldman Sachs as an investment associate in GSAM and at UBS in investment banking. Courtney earned a BS in Economics from Carnegie Mellon in 2012.

November 10th, 2021
Phil Mackintosh
Chief Economist at Nasdaq
"The Math of Making Markets Better for Investors"

Phil Mackintosh is currently the Chief Economist of Nasdaq. He is responsible for Nasdaq’s research and advocacy into markets and market structure as well as frequently presenting to investors and corporates on macroeconomics. Prior to joining Nasdaq Phil ran trading strategy teams at Credit Suisse and KCG (now Virtu) where he researched and published on algorithm performance, latency, transaction costs, index rebalancing and ETF trading. His first sell side role was a Portfolio Trader, where he traded portfolio risk and also built sell-side trading algorithms. Prior to that he was a portfolio manager and trader for global equity index funds.

Phil is a qualified Chartered Accountant, holds a Master of Quantitative Finance from University of Technology Sydney and a Bachelor of Commerce from the University of New South Wales.

November 3rd, 2021
Oussama Damaj
Portfolio Manager at Point72
"Modern Global Macro"

Oussama Damaj is a Portfolio Manager at Point72’s Miami office, managing a global macro mandate. His focus is on G10 rates & FX trading both linear and volatility products. Prior to joining Point72 in 2021, he spent ten years as a portfolio manager at PIMCO. Since 2017, he was one of the PMs managing PIMCO’s global macro hedge with AUM of 7.4bn. He was responsible for generating and managing global relative value and directional macro strategies with a primary focus on G10 fixed income. Previously, he was a portfolio manager on PIMCO’s global, real return, commodities, and short interest rates desks. He has 13 years of investment experience and holds an undergraduate degree in Finance and Math from the American University of Beirut and a master’s in Computational Finance from Carnegie Mellon University.

October 27th, 2021
Vishwanath Tirupattur
Managing Director and Global Director of Fixed Income Research and Quantitative Research at Morgan Stanley
“New Frontiers in Credit Investing – Giving Credit to Factors"

Vishwanath Tirupattur is a Managing Director and Global Director of Fixed Income Research and Quantitative Research at Morgan Stanley. He has been voted to the Institutional Investor’s All-American Fixed Income Research Team in multiple categories on multiple occasions. Prior to joining Morgan Stanley in September 2004, he was responsible for portfolio management and risk management at the Chubb Corp, American International Group and Lincoln National Corp., managing interest rate, equity and credit derivatives. Prior to joining the financial services industry, he was a post-doctoral associate at the University of Illinois at Urbana-Champaign. He holds an MS in Agricultural and Applied economics from Virginia Tech and a PhD in Agricultural and Consumer economics from the University of Illinois at Urbana-Champaign. He has published in a wide range of journals including the American Journal of Agricultural Economics, The Journal of Futures Markets and the Journal of Structured Finance.

October 20th, 2021
Matthew Seltzer
Managing Director and Head of MBS Portfolio Management in Global Treasury at State Street Bank
"Introduction to Mortgage-Backed Securities."

Matthew Seltzer is a Managing Director and Head of MBS Portfolio Management in Global Treasury at State Street Bank. He is responsible for the investment strategy of State Street Bank’s $40B Proprietary Agency MBS and $10B Agency CMBS portfolios. Matthew leads a team of Portfolio Managers/Traders and Research Analysts who execute the investment strategy and conduct surveillance on the portfolios. 

Prior to joining State Street in October 2020, Matthew was a Portfolio Manager for six years at Shelter Growth Capital Partners, an investment manager focused on securitized credit markets. There he was focused on CMBS and commercial real estate related investments. From 2006 to 2015, Matthew held a variety of roles across MBS strategy and trading for Barclays Capital in New York. Matthew holds a B.S. in Mechanical Engineering from Tufts University and an M.S. in Computational Finance from Carnegie Mellon University.

October 6th, 2021
Giuseppe Nuti
Managing Director and head of Machine Learning and AI at UBS’s Global Markets
"Machine Learning in Algorithmic Trading."

Giuseppe Nuti is the head of Machine Learning and AI for UBS’s Global Markets. The team is focused on a range of problems from recommendation engines to optimal execution on behalf of UBS’s clients. The objective is to explore novel uses of ML in applications to match clients with specific UBS’s trading axes, anomaly detection for high-throughput, noisy systems, and optimal execution where venue micro-structure morphs order quality.

Prior to this role, Giuseppe was an algorithmic trader at UBS, New York, where he specialized in fixed income and foreign exchange. He has worked as a trader for over eighteen years, initially in the interest-rates options and swaps market and, since 2006, in the European and US Government bond markets. He has experience in the primary dealer community and in the high-frequency environment at KCG and Citadel and has run the U.S. Rates Trading desk at UBS with particular focus on electronic market-making.

Giuseppe holds a Ph.D. in Computer Science with particular focus on Markov Decision Processes applied to finance from University College London and an MSc in financial mathematics from City University, London. He is an adjunct professor at Cornell, where he teaches a course on ML applied to trading in FX, Rates & Crypto. Previously, he has taught at UCL and has supervised a number of Ph.D. students at UCL and CASS Business School. His research interests are in algorithmic trading and Bayesian formulation of standard Machine Learning techniques.

September 29th, 2021
Kathryn Zhao
Global Head of Electronic Trading at Cantor Fitzgerald
“An Overview of Algorithmic Trading.”

Kathryn joined Cantor Fitzgerald in Sept. 2017 as the Global Head of Electronic Trading. Over the next fourteen months, she successfully rolled out the “Precision Algo Platform,” a US equities algorithmic trading suite, leveraging the most advanced technologies. Her mandates at Cantor Fitzgerald have since expanded to cover other asset classes, including foreign exchange and fixed income.

Kathryn joined Cantor Fitzgerald from JPMorgan where she was the Global Head of Algorithmic Quantitative Research. She started at JPMorgan as the Head of Linear Quantitative Research in Asia where she spent five years before relocating to New York to take on the role as Global Head of Algorithmic Quantitative Research. There, she led quantitative research efforts for Electronic Trading, Delta-One, ETF Market Making, Automated Market Making, Cash, Central Risk Book and Block Trading.

Prior to JPMorgan, Kathryn worked at Deutsche Bank, Hong Kong, where she started as a portfolio trader. Her portfolio trading experience, deep knowledge in Asian markets microstructure and strong quantitative background resulted in her soon becoming the head of Deutsche’s APAC Electronic Trading team.

Kathryn graduated from Cornell University and Purdue University with double degrees in Statistics and Finance.

September 22nd, 2021
Leif Andersen
Global Head of the Quantitative Strategies Group at Bank of America Merrill Lynch
“Asset Pricing Pre- and Post-Crisis: A 60-minute Tour through 60 Years of Finance.”

Leif B. G. Andersen is the Global Head of The Quantitative Strategies Group at Bank of America Merrill Lynch, and is an adjunct professor at NYU’s Courant Institute of Mathematical Sciences and CMU’s Tepper School of Business.  He holds MSc's in Electrical and Mechanical Engineering from the Technical University of Denmark, an MBA from University of California at Berkeley, and a PhD in Finance from Aarhus Business School.  He was the recipient of Risk Magazine’s 2001 and 2018 Quant of the Year Awards, and has worked for more than 25 years as a quantitative researcher in the global markets area.  He has authored influential research papers and books in all areas of quantitative finance, and is an Associate Editor of Mathematical Finance and the Journal of Computational Finance.

September 15th, 2021
Gennadiy Ravvin
Fixed Income Quantitative Analyst at Bracebridge Capital
“Relative Value in Rates.”

Gennadiy Ravvin, a senior member of the Bracebridge quant team, has worked in Fixed Income Quantitative analysis since 2008. Prior to Bracebridge, Gennnadiy spent five years as an actual analyst with Towers Watson and Diversified Investment Advisors. Gennnadiy has a BA in Mathematics from Brandeis University and an MS in Financial Mathematics from New York University.

September 8th, 2021
Cynthia Wang
Head of China, Client Advisor at Bridgewater Associates
"Beyond Quant: an unconventional career path”

Cynthia Wang is currently Head of China, Client Advisor at Bridgewater Associates, a US-based institutional investment manager. Cynthia joined Bridgewater in 2018, and is responsible for the firm's client service and marketing in Greater China. Cynthia came to Bridgewater with 18 years of investment banking experience in China and the region. She led Rothschild's practice in Beijing as a Managing Director advising cross-border M&A and related financing deals from 2014-2018. She was a Managing Director at China International Capital Corporation (CICC) at the Investment Banking Department from 2007-2014. Prior to CICC, She held various trading and financing positions at JP Morgan Chase, China Netcom (now China Unicom), & Bank of China International between 1997 and 2007.

Cynthia sits on the board of the Global Carbon Capture and Storage Institute, a leading climate change think tank from 2018; she was a trustee on the board of trustees at the International School of Beijing from 2018-2020.

Cynthia received her MBA and MS in Computational Finance from Carnegie Mellon University in 1997. She studied at Tsinghua University in China.