Talking Tuesdays with Fancy Quant

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

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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

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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/

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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/

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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.

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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:
DefconQ
https://www.defconq.tech/blog/Go-To%20KDB/Q%20Learning%20Resources

Connect with Alexander on LinkedIn:
https://www.linkedin.com/in/alexanderunterrainer/

Book recommendation (affiliate link):
"q for Mortals"
https://amzn.to/3VsE8PD

Episode also found on YouTube:
https://youtu.be/cQmKQaJFZFg

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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/@QuantPy

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Since I just turned 35 years old, I figured I would a podcast episode on the journey and the lessons I learned. It was a mixed bag of great years, some struggles, and now coming out the other side. Quantitative finance is a wild ride and never the same for any two professionals.


Reflecting on 30 Years: The Journey to Becoming a Quant
https://youtu.be/rGdfR66Dl4c?si=4A4hWtK8uP3KJQSB

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As many of you know I work in a high paying field and rub shoulders with many wealthy people. That being said, I didn't grow up around Wall Street or any other high powered field. I was an average American who took an interest in quantitative finance and ended up falling in love with statistics and economics. I tend to understand people from a variety of backgrounds because I wasn't sheltered in one group. This perspective has allowed me to understand some of the biggest issues America faces however it is very frustrating sitting in the middle. No one wants to be in the middle anymore as the rise of the internet has made it so easy to segregate people based off of race, religion, social status, wealth, politics, and many other random groups.

We need to come together as a nation and embrace what makes America unique. The values of capitalism, family, freedom, and hard work seem to have become taboo as the new "acceptance of everyone" mentality continues. There is right and there is wrong but there is also a need for deeper discussions and debates on topics.

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Should you have friends at work?

Of course! You need a network around you. You need people to talk to who can relate to you. It makes work easier as you understand your colleagues better, it helps find work in the future, and it makes it enjoyable to go to work.

That being said, I rarely ever hang out with my colleagues outside of work. However I do grab lunch with past colleagues and my Santander friends did all text and call congratulating me on my new daughter.


Website:
https://www.FancyQuantNation.com

Support:
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

Support the show