GRADUCon 2018 - Careers in Quantitative Finance Panel
Growth in the quantitative finance industry has led graduate students from a variety of quant programs to explore whether a career in this industry is right for them. With increased demand for advanced quant and computational skills within financial firms there is a renewed focus on recruiting students with highly quantitative backgrounds, including (but not limited to) mathematics, physics, computer science, analytics and statistics. This panel discussion will feature insights from diverse individuals within the industry, addressing questions about how to position oneself effectively, how to network, and what it takes to get started on a path toward a rewarding career in quantitative finance.
Tony Capozzoli is a Director in the Corporate & Investment Banking Division of Deutsche Bank where he focuses on quantitative methods to analyze and manage foreign exchange, interest rate and commodity risk for corporate clients. His career includes positions in quantitative financial modeling, derivatives trading, foreign exchange sales, structured product distribution and corporate risk management advisory.
Kibashini (Kiba) Rani completed a Bachelor’s Degree in Actuarial Science and Applied Statistics from Purdue University and graduated from the Financial Mathematics Program in December 2016. After completing her undergraduate degree, Kiba worked for IBM Malaysia as a Financial Analyst. During her time in the FinMath Program, Kiba completed multiple internships/projects at Chicago-based firms – Enhanced Investment Partners, League Trading, and Gator Trading. In addition, she was a research assistant to a PhD student from the University of Chicago Economics Department. She currently works for Abbot Downing as an Investment Research Analyst.
Brian Boonstra, Execution Manager, Cognitive Capital (BS Mathematics/Physics 1990, PhD Mathematics University of Michigan)
Brian Boonstra is the Head of Quantitative Research at Cognitive Capital, a proprietary algorithmic trading firm based in Chicago. He has served as senior or chief quant at UBS O’Connor, Delaware Street Capital, JPMorgan and Helios, and has been teaching at the graduate level since 1996. He managed Thureos Capital, a hedge fund dedicated to equity/credit arbitrage using contingent claims models, and has worked in most areas of contingent claims modeling and trading. His interests include numerical analysis, contingent claims pricing models, and statistical learning. Brian holds an S.B. in Mathematics from the University of Chicago and a Ph.D. in Complex Analysis from the University of Michigan.
Tansy Xiao joined Chicago Trading Company as a Quant in March 2014. She holds a M.S. in Financial Mathematics from The University of Chicago and a B.S. in Applied Mathematics from Zhejiang University. Prior to CTC, Tansy served as a teaching assistant for the FinMath program and was a Quantitative Analyst Consultant with the CME Group.
Mark Hendricks, Associate Director, Financial Mathematics Program (PhD Candidate Economics)
Mark Hendricks is the Associate Director of the Masters of Financial Mathematics Program. Mark has taught multiple courses in the program, including Portfolio Theory and Topics in Economics. As a Stevanovich Fellow, Mark researched risk price dynamics and the dynamics of asset pricing under uncertainty. Mark earned his M.A. and is a PhD candidate in Economics at the University of Chicago, and he holds a B.S. in mathematics. Mark has done consulting for various industry clients, and has published peer-reviewed academic research.