The Talking Tuesdays Podcast is all about quantitative topics but mainly focused around quantitative finance, data science, machine learning, career development, and technical topics. Join me for some insight from a risk management professional on how the industry works and how to break in!
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Quant Financial Engineering Podcasts
Created by Professor Patrick 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
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Send us a text Jeff Ryan is an alpha engineer with an unconventional background. He is also the co-founder of QUANTkiosk and loves solving problems. Some great discussion on programming languages, structuring data, the quant community, and why R programming is so useful. YouTube Version: https://youtu.be/U0qf-sRzQZk QUANTkiosk http://www.quantkiosk…
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The Current State of AI in Finance and Business
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24:21
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24:21Send us a text AI has many use cases and is a very broad area. AI has been used in finance since the rise of computers and the internet through automated systems. From trading to originating loans, AI is not new to finance. As LLMs have become the main focus over the last few years, there are a lot of wild predictions and fear of missing out. While…
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Send us a text Roman Bansal is the founder of NanoConda. We discuss growing up in Russia, the joy of reading books, and how NanoConda can help you set up software, API, hardware, and colocation for HFT (high frequency trading) for smaller firms. We also discuss why Dallas, Texas is growing in the quant space as many firms are locating here. NanoCon…
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Crypto SAZZ is an independent publication launched in April 2025 by Gurraj Sanghahttps://www.cryptosazz.com/about/By Patrick J Zoro
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Send us a text Tribhuvan Bisen is a co-founder of Quant Insider. We learn about his journey from his education to working at Deutsche and then starting Quant Insider. We also discuss the quant job and education market in India and what it takes to be a quant. Quant Insider: https://quantinsider.io/ https://www.linkedin.com/company/quant-insider/ Tr…
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Send us a text Fred Viole is the founder of OVVO Labs and has been putting together a complete statistical framework using partial moments and nonlinear and nonparametric statistics (NNS). He also has an R package which is free called, NNS. The application of NNS to finance is proprietary and what OVVO Labs uses to sell macroeconomic forecasts, a u…
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Send us a text Project Phoenix is me re-organizing my life. I got an offer to be a CRO and instead of taking it, I quit my job, sold my honeybees, and decided to run a half marathon. I started my own business called, "Fancy Quant LLC" where I will consult in quant research, risk management, career development, and academic program consulting and ad…
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Mathematician and Quant - Raphael Douady
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1:11:09Send us a text Raphael Douady is a French mathematician who works in both academia as well as quantitative finance. His specialization is in chaos theory and financial mathematics. In this interview he shares how he got into mathematics and why he left for quantitative finance. We also briefly discuss AI in the finance space as he has a paid semina…
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Send us a text I sit down with Data Bento's CEO, Christina Qi to discuss how she started Data Bento and why their product of providing data is the best. It turns out there are a lot of features that firms want such as how data is structured, cleaned, and transferred which make a big difference especially in the finance and investing space. Learn mo…
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Send us a text Welcome to Season 8 of Talking Tuesdays with Fancy Quant! This season I will bring in more guest speakers from the quantitative finance community to talk about data, business, math, stats, and their journey's through life. OVVO Labs is a proud sponsor of Talking Tuesday with Fancy Quant! www.OVVOLabs.com Support the show…
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International Student Networking for Quant Jobs in the U.S
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46:36In 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 d…
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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 Autonomo…
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Send us a text This is the presentation I gave at the Quaint Quant Conference 2025. The goal of the conference is to bring together more people to share ideas and collaborate. I touch on some of the main groups of people in the quantitative finance community and what each group can do to build a better community. The four groups are outsiders, acad…
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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/By Patrick J Zoro
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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/ht…
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The Impending Tariffs on China-Mexico-Canada
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51:21Discussion 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.By Patrick J Zoro
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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 integr…
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Corporate Material Event Sequences with LLMs
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32:37Professor 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 ex…
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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.lin…
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Send us a text 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 peopl…
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A Wall Street Chat with Patrick Zoro
1:20:37
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1:20:37Send us a text 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 u…
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Director of Admissions and Recruiting at CMU MSCF - Emily Wertz
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1:00:43Send us a text 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 …
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Edris Loftpouri MFE /24 discusses his interest on the implementation of Bayesian Neural Networks (BNNs) for macroeconomic forecasting. He also touches on Castastrophe Modelinghttps://www.linkedin.com/in/patrick-z-08bb5b5a/https://www.linkedin.com/company/lehigh-master-in-financial-engineering/This project develops a Bayesian Neural Network (BNN) fo…
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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…
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Wall Street Scholars with David Shimko
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1:07:06Send us a text 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 …
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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/OptionMetricso…
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Agus Sudjianto on Machine Learning, AI, and Validation
1:09:14
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1:09:14Send us a text 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 whi…
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Zach Creighton Quant Recruiter and Founder of Hemans
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1:04:36Send us a text 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 fo…
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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.c…
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Stan Uryasev's Quantitative Finance Journey
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58:29Send us a text 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 St…
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Inflation, Spending, and Economics in 2024
1:23:19
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1:23:19Send us a text 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. Support the …
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Send us a text 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 …
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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 computati…
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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 t…
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Energy Trader, Analyst, and YouTuber Jonathon Emerick
1:29:24
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1:29:24Send us a text 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 …
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