The Quant / Financial Engineering Podcast: Recent Episodes
Patrick J Zoro
The podcast aims to capture the latest trends in Data analytics, Asset Management, Blockchain, Risk Management.
Patrick Zoro is also the program manager of the Master of Financial Engineering program at Lehigh University
https://cbe.lehigh.edu/academics/graduate/master-analytical-finance
Implied volatility (IV). IV is often treated as the market’s best estimate of future uncertainty and risk. But just how accurate is it in predicting actual future price variation? Brett Friedman, Winhall Risk Analytics/OptionMetrics contributor, looks SPX and historical VIX data to calculate forward-looking volatility risk premium (VRP) for insights,https://optionmetrics.com/blog/how-accurate-is-implied-volatility/
Stan Leong is the author of Engineering Your Finances: The TechProfessional’s Guide to Strategic Wealth Building and a Private WealthAdvisor who helps engineers and executives design the financialfuture they want. With his background as a former engineer, Stanbrings technical precision and relatable insight to financial planning,connecting with clients in ways other advisors often can’t.Nikhil is a strategist focused on structured options-based income design, with published research on Black-Scholes assumptions and options investor behavior, and an upcoming paper introducing a revised pricing framework that addresses structural limitations in classical models.Nikhil’s work sits at the intersection of:Model-based pricing vs. real-world volatility regimesBehavioral distortions in options marketsPositive expectancy position structuringEngineering equity-like return profiles with volatility compressionYield enhancement without leverage dependencehttps://www.linkedin.com/in/jaisinghani-nikhil/overlay/contact-info/
Tyler is a Master’s in Financial Engineering student graduating in 1 month. For over a year, he has been exploring volatility arbitrage and option factors with help from a sponsor at a leading hedge fund. Listen to Tyler discuss his journey on this installment of The Quant/Financial Engineer podcast. https://www.linkedin.com/in/tylerrodabaugh
I speak with https://www.linkedin.com/in/tanyaradzwa-leigh-masunga/ on her latest projects sponsored by Hedge Fund Mgr
https://www.linkedin.com/company/rehoboth-research/https://www.linkedin.com/in/besa-masaiti/
Nikhil Jaisinghani's career in finance began a-traditionally. Leaving college with a degree in math and physics, he joined a mathematical consulting company working for the DOD and FAA. He then left the US to join the Peace Corps as a volunteer math teacher in rural Nepal. Hooked on adventure, he then taught in South India, completed a degree in international economics at Johns Hopkins, and joined the US Agency for International Development as a foreign service officer in Nigeria. He continued his passion for socially impactful work when he started a company aiming to convert flared natural gas in the Niger Delta into fertilizer and cooking fuel, then later invented a low-cost solar micro grid, and then started a venture-backed company building those solar micro grids across North India. After disagreements with his investors, Nikhil left and fell into finance, initially as an investment advisor to endowments and foundations (which he still does) and now as an options investor at Titan Strategic Income Fund.In addition to running an options fund, Nikhil has published papers on the Black Scholes model and options investor behavior and his paper presenting a new options pricing model is to be published by the Journal of Economic Studies in 2026. His options investing book, Structured Dividend Income, is also available on Amazon.
P 500 0-DTE options.Gamma Capture Intraday Volatilityhttps://gammacapture.com/Avaliable on PlatformsNinjaTrader: https://ninjatrader.comTradingView: https://www.tradingview.comBloomberg Terminal: https://www.bloomberg.com
Crypto SAZZ is an independent publication launched in April 2025 by Gurraj Sanghahttps://www.cryptosazz.com/about/
In this insightful episode, I sit down with Edson Bope, a master’s student from Zimbabwe studying Financial Engineering in Pennsylvania, who shares his journey navigating the competitive U.S. job market in search of quantitative finance roles.Edson opens up about the unique challenges international students face, from visa constraints to cultural differences in networking. He talks about his experience attending quant conferences, participating in hackathons, and leveraging LinkedIn cold outreach to build real connections with professionals at hedge funds, banks, and prop trading firms.We dive into:•💬 How to turn an informational interview into a genuine relationship•📊 The importance of technical prep, including case studies, coding tests, and probability brainteasers•💼 Why many firms prefer candidates who can “hit the ground running” and how international students can bridge that expectation gapEdson also reflects on the mental resilience required during long job hunts and shares tips that worked: from making a networking spreadsheet to sending value-driven follow-ups.Whether you’re an international student or just someone looking to break into quant, this episode is packed with practical advice, real-life stories, and a reminder that persistence pays off—even across borders.
Zuber Seth and I discussed his firm (Orchid) out of his London office. The discussion starts with Zuber's background, his foray into the hedge fund world, barista coffee, a chance accouter, lots of networking, a Math degree, London, #Qatar, a prince, #seedfunding and ultimately the creation of this AI firm aimed at #HedgeFunds to create an Autonomous analyst in order to free their time in generating Alpha.
As the market is heading down, we bring in Aidan Oster who is top ranked amongst 500+ entrants in the 2025 United States Investing Championship to give us his views on the stock market. https://www.linkedin.com/in/aidan-oster/
Professor Salas comes back to the podcast to provide an update on the "Trump" Tariffs. Salas is the author of peer reviewed research on Tariffs. The discussion starts with the previous Trump Tariffs on China, then the impending Tariffs on China, Mexico and Canada are addressed in a lively discussion.https://www.linkedin.com/in/patrick-z-08bb5b5a/https://www.linkedin.com/company/lehigh-master-in-financial-engineering/
Discussion with Professor Salas on the impending "Trump" Tariffs. Salas is the author of peer reviewed research on Tariffs. The discussion starts with the previous Trump Tariffs on China, then the impending Tariffs on China, Mexico and Canada are addressed in a lively discussion.
Professor zoro’s guests discussed the project they have been working on since 2024: Corporate Material Event Sequences with LLMs3 and associated sentiment scores (Historical and Real-Time with Forecasts).https://www.linkedin.com/in/patrick-z-08bb5b5a/https://www.linkedin.com/company/lehigh-master-in-financial-engineering/Lehigh MFEs shared their experience and views on LLMs and Deepseek with Professor Zoro who manages Lehigh MFE program: https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineeringFathmat Bakayoko is a MFE, working on extracting insights from SEC 8-K filings using language models and exploring crypto compliance. www.linkedin.com/in/fathmat-samira-bakayoko-30715024a."Nicholas Wagner is a MFE co-founded lab automation company Opentrons Labworks and works on blending quantitative finance with Natural Language Processing (NLP) and Large Language Models (LLMs). He sees these emerging technologies as catalysts for data-driven breakthroughs in capital markets.https://www.linkedin.com/in/nicholas-wagner-b7b743229/Hariom Tastat is an MFE and Experienced quant and leader with expertise in the areas of quantitative research, financial AI/machine learning and derivative pricing.Co-author of the book “Machine Learning and Data Science Blueprints for Finance”. Website: https://htatsat.com/
Professor Zoro speaks with the CEO of Safebooks AI about accounting and AI. https://www.linkedin.com/in/patrick-z-08bb5b5a/https://www.linkedin.com/company/lehigh-master-in-financial-engineering/Safebooks.ai is the first AI-powered financial data governance platform built for finance teams who demand accuracy, trust, and speed. It seamlessly integrates with all systems in the Office of the CFO such as ERPs, CRMs, billing systems, banks, AP systems, payroll, and more, unifying data from these sources into a centralized financial data warehouse. By ensuring 100% financial data coverage without sampling, Safebooks delivers real-time insights, automated controls and cross systems reconciliations, and fraud detection to help organizations eliminate errors, accelerate month end close, and stay audit ready.With seamless integration and complete visibility, Safebooks empowers finance teams to reduce manual workloads, ensure compliance, and make confident, data-driven decisions.
3 Lehigh MFEs shared their experience and views on LLMs and Deepseek with Professor Zoro who manages Lehigh MFE program: https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineeringFathmat Bakayoko is a MFE, working on extracting insights from SEC 8-K filings using language models and exploring crypto compliance. www.linkedin.com/in/fathmat-samira-bakayoko-30715024a."Nicholas Wagner co-founded lab automation company Opentrons Labworks and works on blending quantitative finance with Natural Language Processing (NLP) and Large Language Models (LLMs). He sees these emerging technologies as catalysts for data-driven breakthroughs in capital markets.Rish Kumar works on innovative projects in finance and blockchain analytics. He analyzes and labels swap transactions to enrich data, builds algorithms to classify blockchain accounts. He maintains and optimizes Python-based systems to track top publicly traded companies in Pennsylvania and creates dynamic data visualizations https://www.linkedin.com/in/riskumar/linkedin.com
Edris Loftpouri MFE /24 discusses his interest on the implementation of Bayesian Neural Networks (BNNs) for macroeconomic forecasting. He also touches on Castastrophe ModelingThis project develops a Bayesian Neural Network (BNN) for macroeconomic forecasting, using stochastic volatility and Bayesian shrinkage priors to manage complex, high-dimensional data. With layer-specific and neuron-specific activation functions, the model captures both long-term dependencies and short-term nonlinear dynamics. Offering adaptive uncertainty quantification and robust volatility handling, it’s ideal for risk analysis, economic policy, and quantitative finance applications.https://www.linkedin.com/in/edris-lotfpouri/
The podcast welcomes Rob Navin, Founder of Real Time Risk Systems to discuss his new method of estimated a realized volatility based on P&L from a constant gamma position. This is a deep dive quant discussion on Option strategies. Estifanos Shekour, MFE also join the podcast and share his experience on designing option strategies.Link to Discussion Articlehttps://optionstree.substack.com/p/gamma-capture-realized-volatility-9b5https://www.linkedin.com/in/robnavin/https://www.linkedin.com/in/estifanos-shekour/https://www.linkedin.com/in/patrick-z-08bb5b5a/Lehigh MFE Linkedin Pagehttps://www.linkedin.com/company/lehigh-master-in-financial-engineering
Professor Zoro speaks with Garrettt DeSimone about Options. Various aspects of the Option environment are discussed including OptionMetrics, The Vix on August 5th, 2024, Blogs by GarrettGarret is Head of Quant Research at OptionMetricswww.linkedin.com/in/garrett-desim…e-ph-d-4ab7ba68/www.reuters.com/business/media-te…oubts-2023-07-28/OptionMetricsoptionmetrics.comwww.businesswire.com/news/home/2023…ic-Researcherswww.barchart.com/story/news/19307…roeconomic-risksPatrick Zorowww.linkedin.com/in/patrick-z-08bb5b5a/Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/gradu…ial-engineering
Professor Zoro speaks with Joseph Furlong about the inverted Yield Curve and its implications. They get to talk about the $35 trillion national debt, the stock market and other salient topics. With over three decades of dedicated experience in banking, Joe's expertise lies in loan portfolio management and risk analytics. Patrick Zoro www.linkedin.com/in/patrick-z-08bb5b5a/Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/gradu…ial-engineering
Patrick Zoro discusses Alpha Mining with Bogdan Ivaniuk, Co-Founder & CEO at AlphaCube. Bogdan is also a Quantitative Researcher and Algorithmic Trader.Both discusses the interesting AlphaCube's approach of alpha mining algorithm, which has the capability to generate up to 40 million strategies daily on a single CPU. To achieve high-speed computation, AlphaCube employs a method of precalculating and storing large volumes of technical analysis data. The two further discuss the algorithm, which like an X-ray, can see available strategies in the market. Further AlphaCube is capable of reverse-engineering trading strategies. https://www.linkedin.com/in/patrick-z-08bb5b5a/ https://www.linkedin.com/in/bogdan-ivaniuk/
Patrick Zoro https://www.linkedin.com/in/patrick-z-08bb5b5a/ in a vivid discussion with book author Steve Dalton https://www.linkedin.com/in/daltonsteve/ Various topics are addressed through the lens of the students seeking a first job to the hiring manager. The conversation explores the psychology behind a LinkedIn, faceless approach vs the face to face relationship building but challenging approach. The two then compare and contrast the various approaches to seeking that first job after graduation, and how the skills acquired during that search can further help in your career.There is a particular focus on the international students and how they can best foster the power of networking.
Professor Zoro speaks with Samuel Black about the interesting relationship between Quant Finance and the world of Physics.Samuel Black is a Master in Financial Engineering, with an undergraduate in Physics. https://www.linkedin.com/in/samuel-v-black/Patrick Zorohttps://www.linkedin.com/in/patrick-z-08bb5b5a/Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
Professor Zoro speaks with Brett Friedman about one of the most popular Wall Street auguries the so-called “January Barometer,” or the belief that the market’s investment performance in January is indicative of the rest of the year. Brett Friedman has managed risk for over 30 years and has broad experience working with financial institutions in risk management and operations. He has built and managed three risk management organizations from scratch, two trading startups, and has transacted on numerous exchanges and OTC markets, He brings a vast amount of first-hand risk management, operations, and valuation experience.Mr. Friedman was formerly the Chief Risk Officer of Ospraie Management, an $8 billion natural resource-based hedge fund and private equity group. Earlier in his career, Mr. Friedman served as a Partner at Risk Capital Management, Chief Risk Officer for three energy trading firms, worked for 10 years as an energy futures and options trader, and traded foreign exchange futures and options for the Union Bank of Switzerland. He started his career at the Federal Reserve Bank of NY.Mr. Friedman is a monthly contributor to OptionMetrics, the premier provider of historical options and implied volatility data.https://optionmetrics.com/blog/the-january-barometer-fact-fiction-or-both/Patrick Zorohttps://www.linkedin.com/in/patrick-z-08bb5b5a/Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
Professor Zoro speaks with Quant Youtuber Mehul Mehta about the Master in Financial Engineering. Various aspects of the program are discussed including who is best for that program, the curriculum, the jobsMehul is currently working at Charles Schwab as a Manager in Risk Modeling/Analytics department. Prior to Charles Schwab, Mehul was working at Regions Bank as Assistant Vice President in the Treasury Department. As a Treasury Quantitative Modeler, Mehul was responsible for the development and maintenance of quantitative solutions across a wide range of subjects such as CCAR, PPNR Modeling, balance sheet forecasting, deposit analytics, prepayment, interest rate risk, market risk, economic capital, fixed income analysis, yield curve construction, derivatives valuation.Mehul Mehtahttps://www.linkedin.com/in/mehul-mehta4/https://www.youtube.com/@MehulMehta-ct7diPatrick Zorohttps://www.linkedin.com/in/patrick-z-08bb5b5a/https://www.youtube.com/@LehighMFELehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
Professor Zoro speaks with Brett Friedman about the VIXX and how it has behaved recently. Various aspects of VIX are explored including how it is calculated, its relevancy and its behavior.Brett Friedman has managed risk for over 30 years and has broad experience working with financial institutions in risk management and operations. He has built and managed three risk management organizations from scratch, two trading startups, and has transacted on numerous exchanges and OTC markets, He brings a vast amount of first-hand risk management, operations, and valuation experience.Mr. Friedman was formerly the Chief Risk Officer of Ospraie Management, an $8 billion natural resource-based hedge fund and private equity group. Earlier in his career, Mr. Friedman served as a Partner at Risk Capital Management, Chief Risk Officer for three energy trading firms, worked for 10 years as an energy futures and options trader, and traded foreign exchange futures and options for the Union Bank of Switzerland. He started his career at the Federal Reserve Bank of NY.Mr. Friedman is a monthly contributor to OptionMetrics, the premier provider of historical options and implied volatility data.Patrick Zorohttps://www.linkedin.com/in/patrick-z-08bb5b5a/Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
Professor Zoro speaks with Omid Malekan about Crypto and the need for more peer reviewed academic research. Various aspects of this topic are explored including the need for a "Crypto PE" for example. Omid is a an Adjunct Professor @ Columbia Business School, explainer in chief at https://www.linkedin.com/company/conversanceinc/ and a book author https://www.omidmalekan.comPatrick Zorohttps://www.linkedin.com/in/patrick-z-08bb5b5a/Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
Professor Zoro speaks with Garrettt DeSimone about Options. Various aspects of the Option environment are discussed including OptionMetrics, Out of the money put, Fat tales, Long Dated Options, Taleb Nassim, Blogs by Garrett
Garret is Head of Quant Research at OptionMetrics https://www.linkedin.com/in/garrett-desimone-ph-d-4ab7ba68/
https://www.reuters.com/business/media-telecom/bearish-traders-swarm-amc-options-stock-conversion-plan-faces-doubts-2023-07-28/
OptionMetrics https://optionmetrics.com
https://www.businesswire.com/news/home/20230621930348/en/OptionMetrics-Makes-US-Dividend-Forecast-Data-Available-to-Academic-Researchers
https://www.barchart.com/story/news/19307336/oil-stocks-amidst-current-macroeconomic-risks
Patrick Zoro https://www.linkedin.com/in/patrick-z-08bb5b5a/
Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
Professor Zoro speaks with Asim Turk, MFE about the Multi-Factor Investing Model Asim has been working on. In additional to Multi Factor, various aspects of the project are being addressed such as Pandas - data manipulation for stocks and factor returns Scikit-learn - multiple linear regression for stock returns and factor returns Pulp - linear programming Library for Optimization Tableu - visualization of the result
Asim Turk is a Master in Financial Engineering https://www.linkedin.com/in/asim-turk-b3975517a/
Patrick Zoro https://www.linkedin.com/in/patrick-z-08bb5b5a/
Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
Professor Zoro speaks with Allan Frank and Kirin Zhang about Kirin's new Wiki Page: what it is? how is it used? what will be its impact? and its relationship with ChatGpt.
https://bronze-shield-a82.notion.site/f01f5cf581284adbb0c8fcc1844f810b?v=f8e31c76015b4637a95afc1d4e54871c
https://www.linkedin.com/in/patrick-z-08bb5b5a
Allan Frank brings over 45 years of technology and business leadership. His background includes CTO for Capgemini, CTO for the City of Philadelphia, Chief Digital Officer & Co-founder of The Hackett Group. He currently sponsors these ChatGpt talks via his "sand box" initiative. https://www.linkedin.com/in/allanfrank
Kirin Zhang is a Master in Financial Engineering https://www.linkedin.com/in/kirin-zhang/
Professor Zoro speaks with Allan Frank and Kushal Gowda about Plugins: what it is? how is it use? what will be its impact? and its relationship with ChatGpt. https://www.linkedin.com/in/patrick-z-08bb5b5a
Allan Frank brings over 45 years of technology and business leadership. His background includes CTO for Capgemini, CTO for the City of Philadelphia, Chief Digital Officer & Co-founder of The Hackett Group. He currently sponsors these ChatGpt talks via his "sand box" initiative. https://www.linkedin.com/in/allanfrank
Sam Manderbraout is a Master in Financial Engineering https://www.linkedin.com/in/samuelmandelbraut/
Kirin Zhang is a Master in Financial Engineering https://www.linkedin.com/in/kirin-zhang/
Professor Zoro speaks with Allan Frank and Kushal Gowda about Prompt Engineering: what it is? how is it use? what will be its impact? and its relationship with ChatGpt
Allan Frank brings over 45 years of technology and business leadership. His background includes CTO for Capgemini, CTO for the City of Philadelphia, Chief Digital Officer & Co-founder of The Hackett Group. He currently sponsors these ChatGpt talks via his "sand box" initiative.
Kushal Gowd is a Quantitative Researcher, MFE Grad student at Lehigh University and CFA level 3 candidate. He completed EPAT from Quant insti and is Passionate in financial market , AI and coding
Patrick Zoro speaks with Frank Van Gansbeke about the SVB collapse and the Polycrisis. The discussion brings forth several topics such as Too much money in the system, too much leverage, drive to de-regulate, excess liquidity, the impact of the lack of competition, remnants of the 2008 crisis. Frank is executive scholar in Residence at Middlebury (Collegehttps://www.middlebury.edu/college/people/frank-van-gansbeke), Patrick Zoro is Assistant Teaching Professor at Lehigh University (https://business.lehigh.edu/directory/patrick-j-zoro), he is also the director of the Master in Financial Engineering program (https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering)
Professor Zoro speaks with Rodrigo Petricioli, MFE (https://www.linkedin.com/in/rodrigo-petricioli) about Multi Factor Investing, Modeling. They discuss how such a model can be valuable when risk goes up (especially during a recession). Rodrigo also explains the strategy and coding used in this project. Professor Zoro manages Lehigh MFE program https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
Professor Zoro speaks with Charles Dotson MFE '22 about his latest project on pairs trading. They get to discuss some aspects of this project that is gaining traction with prop desks. They also talk about the different ways for students to get quant jobs (Charles' innovative concept of "who you know", "what you know" and "What can you do" is explored).
Professor Patrick Zoro speaks with Professor Troy Adair about the differences between Data Analytics and Fintech.
Professor Zoro is a director for the Master in Financial Engineering https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering Professor Aider is a vocal advocate for the use of technology to enhance business processes, and is the author of numerous textbooks leveraging technology in the business decision-making processes https://business.lehigh.edu/directory/troy-adair-jr
Professor Patrick Zoro speaks with Gurraj Singh Sangha, CFA Chief Quantitative Investment Officer about the concept of time within the alternative investment signal realm. The concept of Theory of Relativity, Free Will, Block Theory, the works of Henri Bergson and Martin Armstrong make their way into the conversation.
Patrick Zoro Manages the Master In Financial Engineering program at Lehigh University https://www.linkedin.com/company/lehigh-master-in-financial-engineering
Patrick Zoro Director of the master's in financial engineering program at Lehigh University has a quant discussion with Rekhit Pachanekar on Swing Trading.
Rekhit is a quant researcher at Quantinsti and creating courses in the field of algo trading and machine learning. He is the co-author of the "Machine Learning for Trading" book which is available on Amazon as well.
Professor Zoro speaks with Quant Youtuber and Dimitri Bianco, FRM about job prospects for Quants. The changing landscape is discussed, and advice provided to graduates.
Patrick Zoro welcomes to his podcasts Hariom Tatsat author of the book "Machine Learning and Data Science Blueprints for Finance: From Building Trading Strategies to Robo-Advisors Using Python 1st Edition", Bryan Yekelchik Lehigh MFE graduate and Zach Coriarty 4th Year, Bachelors of Science in Computer Science and Business at Lehigh University, Interested in data science and ML, LinkedIn: https://www.linkedin.com/in/zachary-coriarty/
They discuss their recent paper on "Deep Q-Network Interpertability: Applications to ETF Trading" https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3973146
https://www.svedbergopen.com/files/1643786733_(3)_IJAIML2021YH205248CR_(p_61-70).pdf
Patrick Zoro speaks with Dr Neal Snow on his recently published co-authored work on an examination on search-based peer (SBP) groups proposed by Lee, Ma, and Wang (2015) and their relationship with commonality in liquidity. Their results confirm that SBP affiliation is a significant determinant of commonality in liquidity and, unlike market- and industry-commonality, SBP-commonality has been increasing over the past 15 years. Their results show that retail investors are responsible for roughly 85% of the EDGAR searches that generate SBP groups. Overall, their study provides new evidence of a significant demand-side commonality associated with SBP affiliations.
https://academic.oup.com/rof/advance-article-abstract/doi/10.1093/rof/rfab033/6456321?redirectedFrom=fulltext
Patrick Zoro is the director of the MFE program at Lehigh U. and a professor of practice, and leads the capstone program for the MFE course work
Dr. Neal Snow is a professor and researcher in the college of Business at Lehigh University.
Patrick Zoro speaks to a former Wall Street colleague, Frank Van Gansbeke https://www.linkedin.com/in/frank-van-gansbeke-48199918/
Frank has been active on many fronts: Teaching, Blockchain and now is looking into Climate Change. To that end he authored the following forbes document aimed at highlighting the true impact of climate change but from a financial perspective. In other words, we may not measure risk appropriately. The discussion then moves to multi factor modeling in the most interesting of ways. https://www.forbes.com/sites/frankvangansbeke/2021/11/03/open-letter-to-mark-carney/?sh=4f5a61ce3656
Patrick Zoro welcomes three Master in Financial Engineering graduates from Lehigh University to talk about their forward looking project on Sports Analytic. These MFE are advised in their continuing efforts by Asset Management firms in the US and abroad.
Jack Dean is a second year MFE student graduating in May 2022. He has a BS in Finance from Lehigh. He is at the time of the recording a part-time analyst at Millennium
Jack Gill is a second year MFE student graduating in May 2022 He has a BS in Finance from Lehigh. Jack is embedded part-time with a private equity firm.
Michael Nelson is a second year MFE student graduating in May 2022. He has a BA in Mathematics from the University of Vermont. Michael is embedded part-time with a private equity firm.
Patrick Zoro discusses the application of the Covered Rate Parity principle to the Cryptocurrency market via a novel research idea from Matthew Marine with guidance from Gaurav Singh.
Matthew (https://www.linkedin.com/in/matt-marine) is a Lehigh MFE student graduating in 2022. Before attending Lehigh, he worked at Wedbush Securities where he managed the corporate Treasury and specialized in short-term fixed-income investments, bank sweep products, and capital raising. Matthew graduated from UCLA where he received an M.B.A with a focus in Finance.
Gaurav (https://www.linkedin.com/in/singh-gamer-gaurav )works as a Quant Analyst at QuantInsti, India and has experience developing and deploying various algorithmic trading strategies. QuantInsti is an Algorithmic Trading Research and Training Institute, conducting professional programmes in the contemporary field of Algorithmic and Quantitative Trading.
Professor Zoro bring together two data scientist to discuss Natural Language Processing (NLP), Alternative Data and how it is used in Asset Management. Yuyu Fan, Ph.D is a VP Data Scientist and uses Natural Language Processing and Machine Learning techniques to generate investment signals and to improve client services via various types of data.
Vincent Tang, MFE is an AVP Quantitative Research Associate, Vincent uses quantitative models and alternative data to enhance Alliance Bernstein’s investment process
Lehigh Master in Financial Engineering graduates, Benjamin Durkee and Matsela Matsela discuss their research results on the analysis of Forensic Accounting Analysis of Trade Volumes, Coinbase-Pro and Binance, HitBTC
Professor Zoro and his capstone MFE class speaks with Nick Gans, Director of Research and Development at Inca Digital, https://inca.digital/ an open data aggregation and intelligence company. At Inca, he helps build systems which model and analyze the digital asset ecosystem.
Patrick Zoro welcomes a machine learning expert and explore the finance applications. Hariom Tatsat currently works as a Vice President in the Quantitative Analytics division of an investment bank in New York. Hariom has extensive experience as a Quant in the areas of predictive modelling, and financial instrument pricing in several global investment banks and financial organizations.
Hariom is the co-author of the book "Blueprints for Machine Learning and Data science in Finance".
Patrick Zoro is Professor of Practice and a director of the Master in Financial Engineering Program https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
Professor Zoro discusses with his Capstone Financial Engineering students Jack Dean (https://www.linkedin.com/in/jack-dean-445336150/) and Ramos Wu (https://www.linkedin.com/in/zhiyinwu/) about this interesting situation Patrick Zoro is Professor of Practice and a director of the Master in Financial Engineering Program https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
Patrick Zoro discusses what is next for quant degrees with Dimitri Bianco, FRM and quant youtuber with more than 1,000,000 views (https://www.youtube.com/user/djmacmusic) ; Anupriya Gupta of Quantinsti (https://www.quantinsti.com) and Nicolas Rocha a graduate of Lehigh's Master in Financial Engineering.
Patrick Zoro is Professor of Practice and a director of the Master in Financial Engineering Program https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
Professor Zoro speaks with Ishan Shah about Algorithm Trading basics. Ishan Shah is a Quant Researcher at Quantra by QuantInsti. He also worked with Barclays in the Global Markets team & with Bank of America Merrill Lynch. He has a rich experience in financial markets spanning across various asset classes in different roles. He is an expert in Statistical Arbitrage, data analysis and modelling, and how to use statistics and machine learning to automate your trading strategies. Professor zoro manages the Master in Financial Engineering program at Lehigh University https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
Welcome to the second quant / Financial Engineering Conference from Lehigh University with the latest topics on the world of Quantitative Finance
Professor Zoro speaks with Nick Gans, Director of Research and Development at Inca Digital, https://inca.digital/ an open data aggregation and intelligence company. At Inca, he helps build systems which model and analyze the digital asset ecosystem. They talk about forensic data analysis and how the blockchain is handling the ability to track data integrity within the financial system
Dimitri Bianco FRM comes back to the podcast to discuss his on the impact of Covid 19 on MFE programs
Patrick Zoro speaks with Dr. Tamas Terlaky and Dr. Luis Zuluaga about Quantum Computing. Amplitude, Scaling, Quantum Supremacy, Cubits are discussed. They also discuss their DARPA grants aimed at exploring optimization algorithm.
Dr.Terlaky is professor, Industrial and Systems Engineering https://engineering.lehigh.edu/ise/faculty/678,
Dr. Zuluaga is Assistant Professor, Industrial and Systems Engineering https://engineering.lehigh.edu/ise/faculty/694
Patrick Zoro is Professor of Practice , College of Business
Both Dr Zuluaga and Professor Zoro are directors of the Master in Financial Engineering Program https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
Professor Zoro makes a long distance call to India and speaks with Vishal Bagla about his LinkedIn article
https://www.linkedin.com/posts/vishal-bagla_why-business-schools-need-to-integrate-data-activity-6586137552481280000-cVzg
Vishal is currently a manager at https://www.alvarezandmarsal.com/ and is a graduate of https://www.iimcal.ac.in/
Patrick Zoro is a director for the Master in Financial Engineering at Lehigh University
Professor Patrick Zoro speaks with Quant Dimitri Bianco, FRM (YouTuber with 8,000 subscribers, 596,000 views over past 4 years) https://www.youtube.com/channel/UCLHvJ1KNGE1s-A3ODiSgplw about what students should know when selecting a Financial Engineering or Quant program. With more than 40 programs to pick from the US along, students have a daunting task. While the rewards can be had with possible starting salaries in excess of $150k, so are the pitfalls. This extensive podcast addresses several salient topics such as: Rigor of programs, Cohort dynamics, Financial Engineering history, Risk Management, Machine Learning, Hedge Funds, Fake vs real programs, Use of electives, Salaries. They make the point that the following points should be looked into by participants: How long has program been in existence?, Find out what jobs graduates actually get, understand our expected salary is derived, the importance of the development of interpersonal skills and professional development, online vs live vs brick and mortar. Many more topics are explored and discussed.
Patrick Zoro seats down again with Dr. Troy Adair as a follow-up to their previous podcast to discuss the potential demise of Excel and the impact on students' curriculum choices.
Professor Zoro is a former Managing Director and the director of the Master of Financial Engineering program at Lehigh University. https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
Dr. Adair (https://business.lehigh.edu/directory/troy-adair-jr) is a vocal advocate for the use of technology to enhance business processes, and is the author of numerous textbooks leveraging technology in the business decision-making processes, including Finance: Applications & Theory (5th ed, McGraw-Hill), Corporate Finance Demystified (2nd edition, McGraw-Hill), Business Analytics (forthcoming, John Wiley and Sons, Inc.), and Investments (forthcoming, Cengage Learning).
Professor Patrick Zoro speaks with Dr. Hank Korth about Blockchain, Cryptocurrencies, Libra, Databases, Brenton Woods, Congress, China and the future of the dollar. Dr Korth is a Professor in the Computer Science and Engineering dept of Lehigh University (csb.lehigh.edu) . He is Co-Director of a unique program in Computer Science and Business. He has authored a leading database textbook, Database System Concepts, now in 7th edition (www.db-book.com) He leads an active community at Lehigh working on emerging issues in blockchain systems. Professor Zoro manages the Master in Financial Engineering program at Lehigh University. https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
Patrick Zoro seats down with Dr. Troy Adair to discuss Parallelism, Moore's law, the potential demise of Excel, R, Python, Artificial Intelligence, the Student as a problem solver, the Future of financial analysis and the fast changing world in which students and Educators are facing and will required skills retooling. Patrick Zoro is a former Managing Director and the director of the Master of Financial Engineering program at Lehigh University. https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
Dr. Adair (https://business.lehigh.edu/directory/troy-adair-jr) is a vocal advocate for the use of technology to enhance business processes, and is the author of numerous textbooks leveraging technology in the business decision-making processes, including Finance: Applications & Theory (5th ed, McGraw-Hill), Corporate Finance Demystified (2nd edition, McGraw-Hill), Business Analytics (forthcoming, John Wiley and Sons, Inc.), and Investments (forthcoming, Cengage Learning).
Patrick Zoro from the Master of Financial Engineering Program at Lehigh University speak with Dr. Rebecca Wang from the College of Business about Machine Leaning, Supervised and unsupervised, Data Scientists vs Data Engineers.
https://business.lehigh.edu/directory/rebecca-j-h-wang
https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering/contact-us
Patrick Zoro speaks with Dr. Hank Korth about Libra and how it may impact the financial system. This is a primer on Libra with open ended view of its future. Dr Korth is a Professor in the Computer Science and Engineering dept of Lehigh University (csb.lehigh.edu) . He is Co-Director of a unique program in Computer Science and Business. He has authored a leading database textbook, Database System Concepts, now in 7th edition (www.db-book.com) He leads an active. He leads an active community at Lehigh University working on emerging issues in blockchain systems. Patrick Zoro manages the Master in Financial Engineering program at Lehigh University. https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
Patrick Zoro speaks with Gabriel Guellen, a graduate student enrolled in the Master of Financial Engineering Program at Lehigh University in Bethlehem, PA, USA. Gabriel discusses elements related to a Quantitative Student Competition aimed at predicting Credit Default Swaps such as Genetic algorithms, Random Forests and Long Short-Term Memory
Patrick Zoro speaks with Dr. Christos Pargianas about his recently published research article: "Education and the minimum wage in the US."
The article shows that the larger proportion of individuals with college degrees has pushed the level of the minimum wage lower. Dr. Pargianas offers a most interesting explanation as to why that is. We also get to talk about the potential economic impact of lower taxes in the US.
Dr. Pargianas is an Associate Professor of Economics at the University of Scranton. He received his B.A. from the Aristotle University of Thessaloniki in Greece. He holds one M.A. from the University of Macedonia in Greece and one M.A. from Brown University. Christos received his Ph.D. from Brown University in 2011. His areas of research are Macroeconomics, Economic Growth, International Economics, and Political Economy. He has published articles in Macroeconomic Dynamics, Open Economies Review, and Applied Economics Letters. "
For link to the research article: http://dx.doi.org/10.1080/13504851.2017.1332738
Patrick Zoro is speaking with Pawel Mosakowski about the impact that Fed policies on market performance and why we may be heading toward uncharted risky territories. The topic of Risk Management is brought up as a mean to handle the uncertainty.
Pawel Mosakowski is an accomplished fixed income PM, trader and an expert risk manager. He spent over 15 years in the institutional fixed income business, most recently managing multi-billion dollar corporate credit portfolio as a senior leader of Deutsche Bank’s Credit Portfolio Strategies Group, a division dedicated to managing the global corporate credit portfolio. An expert in cash credit, credit derivatives, structured products and complex risk, Pawel developed a proprietary platform to manage portfolio of corporate loans, bonds, derivatives and structured products. Under Pawel’s leadership DB CPSG was awarded Risk Magazine’s Credit Portfolio Manager of the Year distinction three times. Prior to this Pawel spent five years at Dresdner Kleinwort Wasserstein where he traded Emerging Markets, Corporate Credit and later built Credit Derivatives business in North America. Pawel earned his MBA in Finance from New York University’s Stern School of Business and previously studied Mechanical Engineering at the Warsaw University of Technology.
Patrick Zoro is speaking with Pierre Lepinoy from Nice (France) about the 2008 Sub prime crisis from the perspective of a banker involved in securitization.
Pierre Lépinoy holds a degree in economics from Ecole Polytechnique in Paris and an MBA from ENSAE (Ecole Nationale de la Statistique et de l'Administration Economique). After working as an economist for the World Bank, and as a negotiator of gas purchase contracts for the French state gas utility, Pierre joined Paribas in 1986 managing the bank’s equity investments and M&A business in the oil and gas business. As a member of Paribas New York executive committee (1999-2002), he chaired the North America credit committee and supervised Portfolio Management, Structured Finance and Asset Workout. After heading Loan Portfolio Management in the US and globally (2004-2006) he was entrusted with the management of the bank’s global securitization portfolio following the subprime crisis of 2007. He was finally appointed head of ALM Treasury BNP Paribas Securities Services (2012-2013).
Patrick Zoro speaks with Stephen Kay a Managing Director at Marsh USA about his days at McGill University in Canada and move to New York. The topic of credit insurance is being introduced which allow banks to manage their exposure.
Patrick Zoro speaks with Robert Shrekgast former Credit Structurer and Marketer who is in the launching phase of an emerging market fund. Robert revisits his former stomping ground and offers insights on what it takes to work in trading, research and structuring, back-office. He also offers insights in the job interview process.
Marcia Banks Deputy Director of the International Association of Portfolio Managers based in New York talks with Patrick Zoro about the role of Portfolio Management, regulatory changes impacting banks and the changing banking environment.