Speaker Series

November 20th, 2025
Kathryn Zhao
"Stablecoin"

Kathryn Zhao is currently an Adjunct Professor in Cryptocurrency & Blockchain Technology at Cornell University, where she brings her extensive quantitative and electronic trading expertise to the academic community.Prior to her current role, Kathryn was the Global Head of Electronic Trading at Cantor Fitzgerald, where she successfully rolled out the firm’s algorithmic trading suite—the Precision Algo Platform—across equities, foreign exchange, and fixed income, with expansion into cryptocurrencies.Before joining Cantor Fitzgerald, Kathryn served as the Global Head of Algorithmic Quantitative Research at JPMorgan. She first joined JPMorgan as the Head of Linear Quantitative Research in Asia, spending about five years in the region before relocating to New York to lead global quantitative research across Electronic Trading, Delta-One, ETF Market Making, Automated Market Making, Cash, Central Risk Book, and Block Trading.Prior to JPMorgan, Kathryn worked at Deutsche Bank in Hong Kong, beginning as a portfolio trader before taking over the APAC Electronic Trading team. Her portfolio trading background, deep understanding of Asian market microstructure, and strong quantitative foundation have shaped her highly successful career in electronic trading.A strong research professional and experienced quant, Kathryn has a demonstrated track record in the financial services industry, with expertise in electronic trading across asset classes, market microstructure, data analysis, and portfolio management.She holds dual degrees in Statistics and Finance from Cornell University and Purdue University.

November 13th, 2025
Yumi Oh
"Algorithmic Trading Market Microstructure"

Yumi Oh is a Senior Business Management Lead at Citadel Global Quantitative Strategies where she is responsible for overseeing the tick based strategies. She has over 18 years of experience in finance, primarily focused on Algorithmic Trading. Previously, Yumi served as the Chief Investment Officer at Galois Capital, a renowned crypto hedge fund known for its successful bet against Terra’s Luna token. Prior to that, she was the Head of Trading and a founding member at XTX Markets Americas where she spearheaded the development of the US business. Yumi holds a Master of Science in Computational Finance from Carnegie Mellon University and is a member of the MSCF Advisory Board. She also earned a Bachelor of Science in Industrial Engineering from Korea Advanced Institute of Science and Technology (KAIST).

November 6th, 2025
Tony Berkman & Chad Schafer
"Alternative Data in Finance"

Tony Berkman, Former Managing Director, Two Sigma

Tony Berkman is a former Managing Director in charge of the alternative data team at Two Sigma. Prior to that he was a partner running data science at 12 West Capital, a long/short discretionary fund. Tony was the founder of M Science, the first alternative data firm on the sell-side, which is now owned by the Jefferies Group and rebranded as M Science. He has a BS in Applied Math and Computer Science as well as an MS in Computational Finance from Carnegie Mellon University.

Chad Schafer is aProfessor of Statistics,whoreceived his Ph.D. in Statistics from the University of California, Berkeley in 2004. His research activities have focused on work addressing complex inference problems using novel, often computationally-intensive, statistical methods, primarily in the physical sciences. He is a part of the McWilliams Center for Cosmology and the Center for Computational Finance at CMU, and has held several leadership positions as part of efforts focused on enabling interdisciplinary research collaborations. He has published in the Journal of the American Statistical Association and the Astrophysical Journal, among others. He is a Fellow of the American Statistical Association.

October 30th, 2025
RahulJaisingwith Matt Allen,Ryan Jerchau, andRyan Preclaw.
"Infrastructure Essentials of Modern Systematic Trading Systems"

Moderator: Rahul Jaising - Managing Director, Prime Services & Electronic Trading, Barclays

Rahul Jaising is a Managing Director focused on distribution of Prime Services & Electronic Trading capabilities. He is part of the Liquid Financing Business and focuses on offering the next generation of global market access, execution, clearing and financing services to institutional customers. Rahul joined Barclays in September 2008, and was with Lehman Brothers since 2005. Prior to joining Lehman, Rahul worked for Ameritrade, a retail broker as a software engineer and architect. He received his MS in Computer Engineering from North Carolina State University, Raleigh, and is a CFA charter holder. Rahul is an active participant in the firms Human Capital, Diversity, Citizenship & Wellness initiatives.

Panelist:Matt Allen, Engineering Manager, GTS -Ryan Jerchau, Senior VP of Fast Engineering, Two Sigma -Ryan Preclaw, Head of Content Data Science, Citadel Securities

October 23rd, 2025
Ron Yurko with Sam Ventura, Katerina Wu, & Kassem Karim
"The Analytics Playbook: Exploring Sports through a Quant Lens"

Moderator:Ron Yurko – Assistant Teaching Professor in the Department of Statistics & Data Science at Carnegie Mellon University

Ron Yurko is an Assistant Teaching Professor in the Department of Statistics & Data Science at Carnegie Mellon University, and is the Director of the Carnegie Mellon Sports Analytics Center. His research focuses on developing methods at the interface of inference and machine learning, oriented towards problems in sports analytics and natural language processing. His work has been featured in popular media outlets such as The Athletic, FiveThirtyEight, The Wall Street Journal, and The Washington Post. He is a three-time degree holder from Carnegie Mellon: with a bachelors, masters, and PhD in Statistics. He also has industry experience in both finance and professional sports.

Sam Ventura - Vice President of Hockey Strategy and Research for the Buffalo Sabres

Sam Ventura: Sam Ventura (BSCF, 2010) is the Vice President of Hockey Strategy and Research for the Buffalo Sabres, and an affiliated faculty member at Carnegie Mellon University’s Department of Statistics & Data Science. He also serves as an advisory board member for the University of Pittsburgh’s MS in Quantitative Economics program. Prior to that, he was the Director of Hockey Operations and Director of Hockey Research for the Pittsburgh Penguins; a professor of Statistics at CMU, where he also received his PhD (Statistics, 2015); an assistant coach for Carnegie Mellon’s ice hockey team; and faculty advisor to the CMU Sports Analytics Club. Sam has co-authored multiple R packages for open-source data collection and analysis, including nhlscrapr, nflscrapR, and spew, and he co-founded war-on-ice.com. He co-organizes the annual Carnegie Mellon Sports Analytics Conference.

Katerina Wu - Research associate at the Carnegie Mellon Sports Analytics Center

Katerina Wu is currently a research associate at the Carnegie Mellon Sports Analytics Center. She was previously the senior data scientist for the Pittsburgh Penguins for the last five years, and the first woman hired to work on their hockey operations side. She was also a data science researcher at Sports Media Technology, where she had the opportunity to familiarize herself with NHL player puck tracking data. Wu graduated from UNC-Chapel Hill with a degree in Economics and a double minor in Statistics and Co;mputer Science.

Kassam: Karim founded the research group at the Pittsburgh Steelers, leading data science for football operations. He’s also led data science efforts at the Minnesota Twins, Jacksonville Jaguars, Legendary Entertainment, and education startup Duolingo. Prior to his work as a data scientist, Karim was a professor in the Decision Sciences Dept at Carnegie Mellon University. He earned his PhD in Psychology from Harvard in 2010.

October 2nd, 2025
Cody Moore
"Commodities and Structured Finance: How Trading Firms Make Money"

Cody has 32 years of experience in energy, focusing especially on natural gas and power. He is President and Head of Natural Gas and Power Trading at Mercuria Energy America, LLC, a top global commodities merchant. Beginning as an analyst, then trading and marketing natural gas for four years, he moved into an asset management and power trading role at Natural Gas Clearinghouse, which later became Dynegy. After managing over 9000mw of power assets, he moved into the senior power role, which included management responsibility for a large portfolio of physical assets, tolling contracts and a speculative budget. After 10 years, Cody left to become a founding member and Head of Power for a start-up energy marketing company, Eagle Energy, where responsibilities included trading, risk management, compliance, business development, origination and eventual management of 200+ personnel. Also while at Eagle, Cody co-founded Champion Energy, which still exists today as a nationwide gas and power retailer in deregulated states. Eagle was sold to Lehman Brothers in 2007 and again, out of the Lehman estate, to EDF Trading North America, a UK-based commodities trading shop, where Cody ran the natural gas and power businesses until 2015 when he left to start a power trading business for a private family office. In 2018 Cody was hired by Mercuria to manage the Houston-based North American business. Personally, Cody lives in Bellaire, Texas where he serves as dad and coach to five and sits on the boards of several businesses and civic organizations.

September 25th, 2025
Serge Levin
"Volatility Arbitrage Today: Practical Approaches and What Drives The Equity Vol Markets"

Serge Levin is a portfolio manager at Pan Capital with over 15 years of experience in volatility and relative value strategies. He specializes in equity derivatives—SPX/VIX options, futures, exotics, and structured products—while also incorporating selective work in FX and commodities. His career spans both buy- and sell-side roles, including positions at Maritime Capital, Point72/Cubist, Nomura, Citi, and Morgan Stanley. Serge has managed both systematic and discretionary portfolios, building research and trading infrastructure and delivering consistently strong risk-adjusted returns. He began his career in science, earning a Ph.D. in Biophysics from the Albert Einstein College of Medicine, where he applied computational methods to genomic data.

September 18th, 2025
Michael Li
"Journey of Generative Al at Bank of America -- So Far..."

Michael Li is a Managing Director at Bank of America, where he has worked since graduating from Carnegie Mellon’s MSCF program in 2003. He leads the Mortgage Quant group and the Cross Asset Strats team in Global Markets, focusing on valuation, risk management, and systematic trading.

In addition, Michael is also active in firm-wide innovation and governance initiatives, helping drive technology collaboration and adoption of emerging capabilities such as Generative AI.

Before joining Bank of America, he co-founded an internet startup in Beijing in the late 1990s and worked at two of the 25 fastest-growing technology firms in the US. He holds a Bachelor’s degree in Electrical Engineering from Tsinghua University.

September 4th, 2025
Ivana Zecevic,Gabriel Sod Hoffs
"Inside Blackstone: Systematic & Global Macro Investing"

Ivana Zecevic is a Managing Director in Blackstone Multi-Asset Investing (BXMA).Since joining Blackstone in 2013, Ms. Zecevic has been involved with investments in quantitative trading strategies across asset classes and fund maturities. Ms. Zecevic received a A.B. in Applied Mathematics with a Secondary Field in Economics from Harvard University.

Gabriel Sod Hoffs is a Managing Director in Blackstone Multi-Asset Investing (BXMA). Before joining Blackstone, Mr. Sod Hoffs was a Portfolio Manager at Caxton Associates where he focused on emerging markets. Prior to Caxton, he was a senior investment associate at Bridgewater Associates focusing on emerging markets within the investment engine. Mr. Sod Hoffs was the founder and CIO of Austin Credit Macro, a global macro hedge fund seeded by TPG Capital. He also held investment management positions at Dodge & Cox and Farallon Capital where he concentrated on currencies, interest rates, and sovereign credit. Mr. Sod Hoffs received a Ph.D. and an MA in Economics from Harvard University where he was a Fulbright and Ford-MacArthur fellow. He also received a B.Sc. in Economics from the Instituto Tecnólogico Autónomo de México, where he graduated with the highest honors.

November 21st, 2024
RehaTutuncu
"Quantitative Methods in Asset Management"

RehaTutuncu is Head of Portfolio Research at Point72 Asset Management. Prior to that, he wasthe chief risk officeratSECOR Asset Management and also held senior positionsatAQRCapital Management and at Goldman Sachs Asset Management. Earlier, he was an Associate Professor at Carnegie Mellon University. He is a co-author of the bookOptimization Methods in Financeand a member of the editorial board of theJournal of Computational Finance.Rehaearned a B.S. in industrial engineering from Bilkent University and an M.S. and Ph.D. in operations research and industrial engineering from Cornell University.

November 14th, 2024
Samer Oweida,Alex Silverman,Brian Smith,Steve Doviak
"Morgan Stanley Foreign Exchange and Emerging Markets" Panel

Samer Oweida is a Managing Director of Morgan Stanley in Fixed Income and the Global Head of Foreign Exchange and Emerging Markets. He is a member of the Fixed Income and Global Capital Markets Operating Committees. Samer joined Morgan Stanley in October of 2016 and has more than 20 years of industry experience focusing on Fixed Income, particularly in Macro derivative products and Emerging Markets. He is responsible for developing the business across all major centers, focusing on product development, risk management and distribution to the full spectrum of MS clients across both public and private markets. Samer graduated magna cum laude from Georgetown University’s Edmund A Walsh School of Foreign Service with a B.S. in International Economics.

Alex Silverman is a Managing Director of Morgan Stanley and Global Head of FXEM Trading. Alex joined Morgan Stanley from Citadel, where he was a Portfolio Manager, having previously worked at Credit Suisse and RBS in FX Options trading roles. He was initially based the London office, heading the FX Exotic Trading team, and returned to New York to run Global FXEM Options Trading for 5 years before moving into his current role. Alex earned a BCom in Mathematics from McGill University and a MS in Operations Research from Columbia University.

Brian Smith is a Managing Director of Morgan Stanley and Global Head of FX Structuring. In the role, Brian is responsible for delivering hedging solutions to corporates, hedge funds and institutional accounts. Brian joined Morgan Stanley in 2010 as a Summer Analyst, starting in FX Options Trading for 5 years. Brian earned a BA in Mathematics/Economics from Dartmouth College and a MBA from Columbia Business School.

Steve Doviak is a Managing Director of Morgan Stanley and the Head of US FXEM Institutional Sales. Steve joined Morgan Stanley from Highbridge Capital Management, where he was a Portfolio Manager trading cross asset volatility. Prior to joining Morgan Stanley, Steve worked in Foreign Exchange Sales at Credit Suisse, and as a Foreign Exchange Structurer at BNP Paribas. Steve holds a BSE in Chemical and Biomolecular Engineering from the University of Pennsylvania, and an MSCF from Carnegie Mellon University.

November 7th, 2024
Ilia Bouchouev
"Virtual Barrels: Quantitative Trading in the Oil Market"

Dr. Ilia Bouchouev is the former President of Koch Global Partners where he launched and managed global derivatives trading business for over 20 years. Over the years, he introduced several energy derivatives products and was recognized as one of the pioneers in energy options trading. He is currently a managing partner at Pentathlon Investments and an adjunct professor at New York University, where he teaches energy trading at The Courant Institute of Mathematical Sciences. He is also a senior research fellow with The Oxford Institute for Energy Studies. Ilia Bouchouev published many articles in top academic journals on energy markets and derivatives modelling. He is frequently quoted by Wall Street Journal, Bloomberg, many other news providers, and on social media.
He is the author of the book “Virtual Barrels” on quantitative oil trading, which was named among top 10 quantitative books of the year (2023).

October 29th, 2024
Vincent Samat
"Counter-Intuitive Greeks Behavior in Exotic Options"

Vincent Samat is a managing director and Global Head of Structuring for Quantitative Investment Strategies “QIS” at Barclays. In this role, he leads teams that build and market systematic strategies across asset classes: equities, rates, credit, commodities, FX and volatility. Vincent was previously Head of Equity Derivatives Structuring at BNP Paribas Americas, where he focused on equity structured products and cross-asset QIS. He previously worked in similar structuring roles at Morgan Stanley, Credit Suisse and Merrill Lynch. Vincent started in the industry in quantitative research at Bank of America. Vincent holds a master’s degree in operations research and financial engineering from Princeton University and a degree in engineering from Ecole Polytechnique, France.

October 24th, 2024
Joshua Sheldon, Kevin Carroll, Sahak Petrosyan, & Niall Gibson
"Modern Macro Investing"

Joshua is a relative value portfolio manager with over ten years experience. His strategy uses an options-based portfolio construction and aims to deliver an absolute return experience characterized by scalable risk-adjusted performance which is uncorrelated to traditional market factors. Joshua is currently on garden leave and will be transitioning to a leading investment firm later this year. Previously, Joshua was a Senior Portfolio Manager at Verition Fund Management, the Government of Singapore Investment Corporation (GIC), and Goldman Sachs. Joshua earned a bachelor’s degree from Rutgers University in Finance and English. He was a researcher in macroeconomics at Columbia University, and completed the Executive Leadership Program at Oxford University.

Kevin is a Managing Director in Business Development at ExodusPoint. He focuses on sourcing, evaluating, and hiring new fixed income portfolio managers across macro, interest rates, and credit strategies. Previously, he worked at Blackstone, Faros Trading, and the Buckingham Research Group. He earned both his B.A. in Economics and his M.S. in Commerce from the University of Virginia.

Niall Gibson has 14 years of experience in equity volatility trading, specialising in relative value and macro strategies within the S&P 500 and VIX complex. After starting his career at J.P. Morgan, he has spent the last 7 years as a portfolio manager at BlueMountain, Alphadyne & Verition. Born in Australia and raised in the UK, he read Mathematics & Theoretical Physics at University College London.

October 3rd, 2024
Peter Cai
"Archegos and Credit Suisse"

Peter Cai is a seasoned executive and recognized industry leader in risk management for major financial institutions. He is chief market risk officer at Keybank, providing oversight of asset liability management risk, interest rate risk, liquidity risk, traded market risk and counterparty risk. Peter was recently global head of risk data, analytics, reporting and tech (“DART”) at Citi, leading critical Citi-wide transformation initiatives and managing teams of risk managers, analysts, quants, engineers and consultants supporting all risk disciplines. Previously, Peterserved as the Global Head of Asset Liability and Investment Risk for Barclays, Chief Risk Officer for Global Atlantic (formerly Goldman Sachs Reinsurance), Enterprise and Portfolio Risk Management for Morgan Stanley, and Fixed Income Risk Strategist for Lehman Brothers. Peter holds a Ph.D. degree in Materials Science from Pennsylvania State University and a B.S. in Mathematics and Applied Mechanics from Fudan
University in China.

September 26th, 2024
Chintan Kotecha
"Modeling Systematic Quants and Considering Their Market Impact"

Chintan Kotecha is a Director and Senior Research Analyst in US Equity Derivatives Research. The team is responsible for product and strategy research spanning the Americas equity derivatives markets as well as cross-asset risk. He specializes in systematic flows and delta-1 research with flagship publications that include the Systematic Flows Monitor, Global Equity Delta-One Cost Monitor, US Equity Futures Viewpoint, and Quantitative Investment Strategies Monthly. The team has consistently ranked in the top 3 in the Institutional Investor All-America Research poll with a #1 ranking most recently in 2023. Kotecha also contributes to the cross-asset Quantitative Investment Strategies group with a particular focus on systematic multi-asset strategies. Previously, he was a credit derivatives technologist at JP Morgan. Kotecha has a BS in electrical and computer engineering from Rutgers University and an MS in computational finance from Carnegie Mellon University. He is based in New York. For more information about any awards cited, visit http//rsch.baml.com/awards.

September 19th, 2024
Fikret Kalagoglu
"Macro Trading"

Fikret Kalagoglu joined BAM in January 2023 as a Macro Portfolio Manager, in their New York office. Prior to BAM, Fikret was with Moore Capital Management from 2004 to 2022. He holds a Bachelor's degree in Economics from SUNY at Stony Brook, as well as a Master's in Computational Finance from Carnegie Mellon University. He has been a CFA charterholder since 2003.

September 5th, 2024
Yumi Oh
"Algorithmic Trading Market Microstructure"

Yumi is a Senior Business Management Lead at Citadel Global Quantitative Strategies where she is responsible for overseeing the tick based strategies. She has over 18 years of experience in finance, primarily focused on Algorithmic Trading. Previously, Yumi served as the Chief Investment Officer at Galois Capital, a renowned crypto hedge fund known for its successful bet against Terra’s Luna token. Prior to that, she was the Head of Trading and a founding member at XTX Markets Americas where she spearheaded the development of the US business. Yumi holds a Master of Science in Computational Finance from Carnegie Mellon University and recently joined MSCF alumni board. She also earned a Bachelor of Science in Industrial Engineering from Korea Advanced Institute of Science and Technology (KAIST).