GRADUCon 2019 - Careers in Quantitative Finance Panel

About

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.

Panelists

Keith Myers-Crum, Quantitative Researcher, Citadel (SB Math 2007, PhD Physics 2014)

Keith is a quantitative researcher at Citadel Securities in Chicago. Using tools from finance, statistics, and machine learning, he searches data for patterns that could predict excess returns in stocks. Prior to joining Citadel Securities in late 2018, Keith was a lead R&D data scientist at Civis Analytics in Chicago, where he developed machine learning tools to make predictive models from surveys and other person-level data. Keith received both his BA and PhD in physics from the University of Chicago, where his research focused on experimental particle physics.

Karol Kocemba, Senior Quantitative Trader, Chicago Trading Company (MS Computer Science 2018)

I have been a Trader at CTC for over 10 years and have experience trading futures and options on many different asset classes. I got my Bachelor’s in Finance and Information Systems from NYU and worked as an execution trader for several years before deciding to get my Master’s in CS at UChicago. Since then, my focus has been on strategy research, risk analysis, algorithmic trading and workflow automation.

Megan Bastuba, Quantitative Analyst, Bank of America (MS Financial Mathematics 2017)

Megan Bastuba is a quantitative analyst in a quant rotational program at Bank of America, currently working on a market risk team. She previously interned in the same program in interest rate analytics while she was earning her MS in Financial Mathematics at the University of Chicago. She also earned her BS in Mathematics at Oakland University where she found her interest for quantitative finance after interning with Goldman Sachs.

Tianheng (Harry) Han, Quantitative Finance Analyst, Bank of America Merill Lynch (Postdoc Physics 2016)

Tianheng Han joined Bank of America a year ago as a quantitative finance analyst. He develops linear models to quantify market risk. His models support the bank’s exercises as required by the Federal Reserve. Previously, Tianheng worked at Allstate for two years as a data scientist. He performed statistical analysis and built predictive models to study sales performance of agencies. Tianheng received his B.S. in Physics in 2006 from The Hong Kong University of Science and Technology and Ph.D. in Physics in 2012 from Massachusetts Institute of Technology. Before joining Allstate, he was a postdoctoral fellow at the University of Chicago and Argonne National Laboratory for four years.

Moderator

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.