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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 professionals within the industry, addressing questions about various job responsibilities, 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.
Patrick Gerstner, AVP Quantitative Financial Analyst, Bank of America (MS, Analytics, University of Chicago, 2019; MBA, Finance, DePaul, 2011)
Currently working in Model Governance and documentation at Bank of America. Interested in automation, AI, financial markets, economics.
Trilliam Jeong, CEO, WealthBlock.AI (MS, Financial Mathematics, University of Chicago; MS, Applied Mathematics, Queens College, CUNY)
Trilliam is the CEO and founder of WealthBlock. Between 2012 and early 2018, Trilliam served as Lead Quantitative Analyst building the first quant team in the Market Regulation department of the National Futures Association. Meanwhile, Trilliam managed his own hedge fund, Aura Value International LLC, based on his proprietary quantitative-value model turning 300K initial investment to $1MM.
Andy Tang, Quantitative Analyst, William Blair (PhD in Finance (part-time), EDHEC, current; MS, Statistics, University of Chicago, 2011; MS, Finance, Illinois Institute of Technology, 2009; BA, Economics, Donghua University, 2007)
Andy Tang, CFA, is a Quantitative Analyst on the Systematic Research team at William Blair & Company, LLC. He conducts research on quantitative finance for alpha research, portfolio optimization and risk management. Before he joined William Blair in 2016, he was a quantitative analyst with Morningstar for five years, where he worked on designing and building the Morningstar Global Equity Risk Model and Global Portfolio Optimizer. He also worked on fixed income pricing and risk analytics, and big data analytics with financial text modeling. He is a member of the CFA Institute and the CFA Society of Chicago. Education: B.A., Economics, Donghua University; M.S., Finance, Illinois Institute of Technology; M.S., Statistics, University of Chicago; PhD Candidate in Finance, EDHEC.
Wansu Zhan, Quantitative Researcher, Chicago Trading Company (MS, Financial Mathematics, University of Chicago, 2012)
Wansu Zhan has been working at Chicago Trading Company as a Quantitative Researcher since 2015. Prior to 2015, she worked as a quant at CME Group. Wansu earned a Master of Science in Financial Mathematics from University of Chicago and a Bachelor of Science in Applied Mathematics from Peking University.
Mark Hendricks, Associate Director, Financial Mathematics, University of Chicago (MA, Economics, University of Chicago, 2009; PhD, ABD, Financial Economics, University of Chicago)
Mark Hendricks is the Associate Director of the Master in Financial Mathematics where he helps manage all aspects of the program while also teaching Portfolio Theory and Risk Management. His industry experience includes quantitative research for a hedge fund, Racon Capital. He also has experience consulting with a range of firms in the financial industry.
Please register for the event. Zoom details will be shared with registrants a day prior to the event.