Talking Tuesdays with Fancy Quant

As there has been some discussion around H1Bs and immigration, and a subscriber asked me to talk about it, here is my perspective.A few high points:- Immigration is a key part of America.- Great people should be allowed to immigrate and not just whoever decides they want to come.- The H1B system needs to match the number of people coming as well as a clear and simpler path to a green card.Support the show

I brought Patrick Zoro from Lehigh University on the channel to discuss jobs, hiring, program rankings, networking, and just to catch up with him on a personal note.Some interesting takeaways include how programs gather and report graduate income. For example, the data is self reported by the students and then self reported by the universities. Some universities have third partis that do the work to reduce over stating salaries while others directly report. Another interesting piece is that many students take internships or research work at the universities as a way to stay in the US while they find a full time quant job. Should we include these as employment in the reporting for rankings?Digital Disruption with Geoff Nielson Discover how technology is reshaping our lives and livelihoods.Listen on: Apple Podcasts   SpotifySupport the show

There is a lot of confusion on how admissions is done at quant finance masters programs in the US. Every program will do it differently however today I got the opportunity to learn about the admissions process from one of the top programs (Carnegie Mellon University). Emily Wertz is the director of Admissions and Recruiting at CMU's Masters of Science in Computational Finance program and has worked there for over eight years. We cover:1) Academic Readiness2) Career Readiness3) Interpersonal SkillsEmily provides tips and some insight into how the applications are reviewed.For more information on CMU's program:https://www.cmu.edu/mscf/Digital Disruption with Geoff Nielson Discover how technology is reshaping our lives and livelihoods.Listen on: Apple Podcasts   SpotifySupport the show

An interview with valuations expert, David Shimko to discuss what he has been up to. He's teaching a quantitative focused financial valuations core course at NYU Tandon and he has been working on a new company called, Wall Street Scholars. Wall Street Scholars is a consulting, research and publishing organization, whose scholars are renowned for their expertise in applied finance and economics. Our distinguished panel of scholars and practitioners offers tailored solutions for complex financial problems, ranging from strategic planning to regulatory compliance. Wall Street Scholars provides a comprehensive array of services including consulting, research coaching, seminars, sponsored research initiatives, and educational programs, all aimed at advancing financial knowledge and empowering professionals with innovative solutions and insights.Wall Street Scholars:https://wallstreetscholars.com/A Structural Model for Capital Asset Priceshttps://wallstreetscholars.com/paper/06004fb5-5449-454d-8bb9-359aa3c8257eDigital Disruption with Geoff Nielson Discover how technology is reshaping our lives and livelihoods.Listen on: Apple Podcasts   SpotifySupport the show

I had another great conversation with Agus Sudjianto around machine learning models, LLMs, risk management, model validation, and building culture. Agus recently retired from Wells Fargo and is now enjoying a variety of side projects including working at H2O.ai, teaching model validation at UNC, and I believe a few other projects which may come to light within the next year.Website:https://www.FancyQuantNation.comSupport the channel:https://ko-fi.com/fancyquantQuant t-shirts, mugs, and hoodies:https://www.teespring.com/stores/fancy-quantConnect with me:https://www.linkedin.com/in/dimitri-biancohttps://twitter.com/DimitriBiancoDigital Disruption with Geoff Nielson Discover how technology is reshaping our lives and livelihoods.Listen on: Apple Podcasts   SpotifySupport the show

Zach Creighton is a quantitative finance recruiter and founder of Hemans. Hemans is a premier staffing and search agency with specialization in the Financial Services Corporate Governance sector. Zach talks about his journey into the career of recruiting, misconceptions about recruiters, sourcing talent, and tips for those looking for jobs in the quantitative finance space.Zach's LinkedIn:https://www.linkedin.com/in/zachary-creighton-14b080a0/Hemans:https://www.hemanstalent.com/Digital Disruption with Geoff Nielson Discover how technology is reshaping our lives and livelihoods.Listen on: Apple Podcasts   SpotifySupport the show

I had a great time talking with Stan Uryasev and learning about his journey to quantitative finance. Stan is one of the authors of the original paper on Conditional Value at Risk (CVaR). CVaR is taught in almost every finance program and has had a large impact on the finance community. Stan is also a professor and endowed chair of Stony Brook's Quantitative Finance program which includes a Masters program and a PhD program. We will also discuss some mathematical art from his wife Oxana Uryasev about the Gabriel Horn.Stan's Website:http://uryasev.ams.stonybrook.edu/Digital Disruption with Geoff Nielson Discover how technology is reshaping our lives and livelihoods.Listen on: Apple Podcasts   SpotifySupport the show

From 2020 until today (7/21/24), the economy has really come into the main conversation especially with inflation as bad as it has been. I bring on economist and personal friend C.R. Olschwang to discuss what is currently happening as well as some general economics around labor, supply, demand, consumption, and business.Digital Disruption with Geoff Nielson Discover how technology is reshaping our lives and livelihoods.Listen on: Apple Podcasts   SpotifySupport the show

A fun interview with Alexander Unterrainer on KDB and building careers in quantitative finance in London. I have heard a little about KDB over the years but have never used it. Today I sit down with Alexander to learn a bit more about it and how he has built a career on it. He has also been blogging for over a year on how to program in KDB+ which is also known as KDB or q.KDB Learning Blog:DefconQhttps://www.defconq.tech/blog/Go-To%20KDB/Q%20Learning%20ResourcesConnect with Alexander on LinkedIn:https://www.linkedin.com/in/alexanderunterrainer/Book recommendation (affiliate link):"q for Mortals"https://amzn.to/3VsE8PDEpisode also found on YouTube:https://youtu.be/cQmKQaJFZFgDigital Disruption with Geoff Nielson Discover how technology is reshaping our lives and livelihoods.Listen on: Apple Podcasts   SpotifySupport the show

Jonathon Emerick is an energy trader and quant who also has a YouTube channel (QuantPy). We discuss his journey coming from chemical engineering to quantitative finance which included a Masters of Financial Mathematics. Topics covered in our discussion range from energy markets to risk management to YouTube and day trading.Jonathon Emerick:https://www.linkedin.com/in/jonathon-emerick-407224119/https://www.youtube.com/@QuantPyDigital Disruption with Geoff Nielson Discover how technology is reshaping our lives and livelihoods.Listen on: Apple Podcasts   SpotifySupport the show