GRADUCon 2021 - Careers in Quantitative Finance


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.


Jessica Mitra, Vice President, Model Development, Sumitomo Mitsui Banking Corporation (MS, Financial Mathematics, University of Chicago, 2011; MBA, University of Chicago, 2008)

Jessica is currently at SMBC, her focus is portfolio risk analytics for SMBC Americas Division. Jessica in her current role develops quantitative models for Portfolio Stress Testing, Forecasting and Scenario Analysis of the various Micro and Macro events. Prior to joining SMBC, Jessica was a Director of Model Risk at UBS responsible for validating wealth management models. Jessica worked for Deutsche Bank prior to UBS and was responsible for developing stress testing models used for the Trading Book. Prior to her career in Investment Banking, Jessica worked in Consulting Firms advising buy side and sell side firms on Risk Management and first of a kind models in the Industry. Jessica holds an MBA and MS in Financial Mathematics from the University of Chicago and a prior undergrad in Electrical Engineering and MBA in Systems.

Yongshuai (Michael) Chen, Manager, Quantitative Advisory Services, Ernst & Young (PhD, Civil Engineering, Oregon State University, 2012; MS, Financial Mathematics, University of Chicago, 2017)

Michael is a New York based Manager in the Financial Services Risk Management Quantitative Advisory Services practice of Ernst & Young LLP. Michael received his M.S. degree in Financial Mathematics from the University of Chicago in 2017. Prior to that Michael earned his Ph.D. in Engineering from Oregon State University. Michael has over four years of quantitative advisory/research experience, with more than three years spent in the financial services industry mainly focused on model development and validation for front office pricing models.

Andy Tang, Quantitative Analyst, William Blair & Company (PhD Candidate, Finance, EDHEC; MS, Statistics, University of Chicago, 2011; MS, Finance, Illinois Institute of Technology, 2009)

Andy Tang, CFA Andy Tang 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.

Tania Labastida Garcia, Risk Analyst, Western Asset Management (MS, Financial Mathematics, University of Chicago, 2019)

Tania Labastida Garcia is an MS in Financial Mathematics from The University of Chicago. She has five years of experience in Risk Management. Before joining the MSFM program, she worked three years for the Central Bank of Mexico managing the risks involved with the investment of the Mexican FX Reserves. And, upon completion of her graduate studies, Tania joined Western Asset Management as a Risk Analyst where she is focusing her career in Green Finance, ESG, SRI and Liquidity risk management.


Mark Hendricks, Associate Director of the Master in Financial Mathematics, University of Chicago (MA, 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.