The Quant / Financial Engineering podcast

The Quant / Financial Engineering Podcast

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תוכן מסופק על ידי The Quant / Financial Engineering Podcast and Patrick J Zoro. כל תוכן הפודקאסטים כולל פרקים, גרפיקה ותיאורי פודקאסטים מועלים ומסופקים ישירות על ידי The Quant / Financial Engineering Podcast and Patrick J Zoro או שותף פלטפורמת הפודקאסט שלהם. אם אתה מאמין שמישהו משתמש ביצירה שלך המוגנת בזכויות יוצרים ללא רשותך, אתה יכול לעקוב אחר התהליך המתואר כאן https://he.player.fm/legal.

This Is Woman's Work with Nicole Kalil

1
QUALIFIED: How Competency Checking and Race Collide at Work with Shari Dunn | 284 33:58

לפני 6 ימים33:58

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לייק

אהבתי

33:58

In this episode, we delve into the concept of being "qualified" in the workplace, examining who gets labeled as such, who doesn't, and the underlying reasons. We explore "competency checking"—the practice of scrutinizing individuals' abilities—and how it disproportionately affects underrepresented groups, often going unnoticed or unchallenged. Our discussion aims to redefine qualifications in a fair, equitable, and actionable manner. Our guest, Shari Dunn , is an accomplished journalist, former attorney, news anchor, CEO, university professor, and sought-after speaker. She has been recognized as Executive of the Year and a Woman of Influence, with her work appearing in Fortune Magazine, The Wall Street Journal, Ad Age, and more. Her new book, Qualified: How Competency Checking and Race Collide at Work , unpacks what it truly means to be deserving and capable—and why systemic barriers, not personal deficits, are often the real problem. Her insights challenge the narratives that hold so many of us back and offer practical solutions for building a more equitable future. Together, we can build workplaces and communities that don’t just reflect the world we live in, but the one we want to create. A world where being qualified is about recognizing the talent and potential that’s been overlooked for far too long. It’s not just about getting a seat at the table—it’s about building an entirely new table, one designed with space for all of us. Connect with Our Guest Shari Dunn Website& Book - Qualified: https://thesharidunn.com LI: https://www.linkedin.com/today/author/sharidunn TikTok: https://www.tiktok.com/@thesharidunn Related Podcast Episodes: How To Build Emotionally Mature Leaders with Dr. Christie Smith | 272 Holding It Together: Women As America's Safety Net with Jessica Calarco | 215 How To Defy Expectations with Dr. Sunita Sah | 271 Share the Love: If you found this episode insightful, please share it with a friend, tag us on social media, and leave a review on your favorite podcast platform! 🔗 Subscribe & Review: Apple Podcasts | Spotify | Amazon Music…

The Quant / Financial Engineering Podcast

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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

58 פרקים

#Business #Quant Financial Engineering #Patrick J Zoro

The Quant / Financial Engineering Podcast

23 subscribers

updated לפני 21 ימים

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58 פרקים

#Business #Quant Financial Engineering #Patrick J Zoro

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The Quant / Financial Engineering Podcast

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The Trump Tariffs (part 2) 35:30

לפני 21 ימים35:30

35:30

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/…

The Quant / Financial Engineering Podcast

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The Impending Tariffs on China-Mexico-Canada 51:21

לפני 22 ימים51:21

51:21

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.

The Quant / Financial Engineering Podcast

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Corporate Material Event Sequences with LLMs 32:37

לפני 23 ימים32:37

32:37

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-engineering Fathmat 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/…

The Quant / Financial Engineering Podcast

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Accounting and AI 42:22

לפני 23 ימים42:22

42:22

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.…

The Quant / Financial Engineering Podcast

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What about DeepSeek R1 ? 21:35

לפני 5 weeks21:35

21:35

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-engineering Fathmat 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…

The Quant / Financial Engineering Podcast

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Bayesian Neural Networks 18:26

לפני 17 weeks18:26

18:26

Edris Loftpouri MFE /24 discusses his interest on the implementation of Bayesian Neural Networks (BNNs) for macroeconomic forecasting. He also touches on Castastrophe Modeling https://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) 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 Quant / Financial Engineering Podcast

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Gamma Capture 46:33

לפני 17 weeks46:33

46:33

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 Article https://optionstree.substack.com/p/gamma-capture-realized-volatility-9b5 https://www.linkedin.com/in/robnavin/ https://www.linkedin.com/in/estifanos-shekour/ https://www.linkedin.com/in/patrick-z-08bb5b5a/ Lehigh MFE Linkedin Page https://www.linkedin.com/company/lehigh-master-in-financial-engineering…

The Quant / Financial Engineering Podcast

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The Vix of August 25:03

לפני 24 weeks25:03

25:03

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 Garrett Garret is Head of Quant Research at OptionMetrics www.linkedin.com/in/garrett-desim…e-ph-d-4ab7ba68/ www.reuters.com/business/media-te…oubts-2023-07-28/ OptionMetrics optionmetrics.com www.businesswire.com/news/home/2023…ic-Researchers www.barchart.com/story/news/19307…roeconomic-risks Patrick Zoro www.linkedin.com/in/patrick-z-08bb5b5a/ Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/gradu…ial-engineering…

The Quant / Financial Engineering Podcast

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The Inverted Yield Curve that was 25:03

לפני 28 weeks25:03

25:03

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…

The Quant / Financial Engineering Podcast

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Alpha Mining 20:07

לפני 48 weeks20:07

20:07

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/…

The Quant / Financial Engineering Podcast

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“The 2-Hour Job Search“ Interview 38:07

לפני 50 weeks38:07

38:07

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.…

The Quant / Financial Engineering Podcast

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Quant Finance and Physics 24:40

לפני 1 year24:40

24:40

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 Zoro https://www.linkedin.com/in/patrick-z-08bb5b5a/ Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering…

The Quant / Financial Engineering Podcast

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"The January Effect" and Stock Prices 17:23

לפני 1 year17:23

17:23

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 Zoro https://www.linkedin.com/in/patrick-z-08bb5b5a/ Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering…

The Quant / Financial Engineering Podcast

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What about the Master in Financial Engineering? 20:25

לפני 1 year20:25

20:25

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 jobs Mehul 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 Mehta https://www.linkedin.com/in/mehul-mehta4/ https://www.youtube.com/@MehulMehta-ct7di Patrick Zoro https://www.linkedin.com/in/patrick-z-08bb5b5a/ https://www.youtube.com/@LehighMFE Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering…

The Quant / Financial Engineering Podcast

1
What about the VIX? 30:29

לפני 1 year30:29

30:29

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 Zoro https://www.linkedin.com/in/patrick-z-08bb5b5a/ Lehigh Master in Financial Engineeringhttps://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering…

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