Épisodes

  • Immigration and H1B - Quant View
    Jan 5 2025

    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.

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    21 min
  • A Wall Street Chat with Patrick Zoro
    Dec 24 2024

    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?

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    1 h et 21 min
  • Director of Admissions and Recruiting at CMU MSCF - Emily Wertz
    Dec 17 2024

    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 Readiness
    2) Career Readiness
    3) Interpersonal Skills

    Emily provides tips and some insight into how the applications are reviewed.

    For more information on CMU's program:
    https://www.cmu.edu/mscf/

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    1 h et 1 min
  • Wall Street Scholars with David Shimko
    Sep 18 2024

    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 Prices
    https://wallstreetscholars.com/paper/06004fb5-5449-454d-8bb9-359aa3c8257e

    Blue Grit Podcast: The Voice of Texas Law Enforcement

    Host: Clint McNear and Tyler Owen discussing topics, issues, and stories within the...

    Listen on: Apple Podcasts Spotify

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    1 h et 8 min
  • Agus Sudjianto on Machine Learning, AI, and Validation
    Sep 3 2024

    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.com

    Support the channel:
    https://ko-fi.com/fancyquant

    Quant t-shirts, mugs, and hoodies:
    https://www.teespring.com/stores/fancy-quant

    Connect with me:
    https://www.linkedin.com/in/dimitri-bianco
    https://twitter.com/DimitriBianco

    Blue Grit Podcast: The Voice of Texas Law Enforcement

    Host: Clint McNear and Tyler Owen discussing topics, issues, and stories within the...

    Listen on: Apple Podcasts Spotify

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    1 h et 10 min
  • Zach Creighton Quant Recruiter and Founder of Hemans
    Aug 27 2024

    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/

    Blue Grit Podcast: The Voice of Texas Law Enforcement

    Host: Clint McNear and Tyler Owen discussing topics, issues, and stories within the...

    Listen on: Apple Podcasts Spotify

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    1 h et 5 min
  • Stan Uryasev's Quantitative Finance Journey
    Aug 13 2024

    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/

    Blue Grit Podcast: The Voice of Texas Law Enforcement

    Host: Clint McNear and Tyler Owen discussing topics, issues, and stories within the...

    Listen on: Apple Podcasts Spotify

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    59 min
  • Inflation, Spending, and Economics in 2024
    Aug 10 2024

    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.

    Blue Grit Podcast: The Voice of Texas Law Enforcement

    Host: Clint McNear and Tyler Owen discussing topics, issues, and stories within the...

    Listen on: Apple Podcasts Spotify

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    1 h et 24 min