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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websynradio : a radio program hosted by Dominique Balaÿ. WebSYNradio is an independent radio program whose broadcast is streamed 24/7. WebSYNradio brings together propositions from artists or intellectuals that are for the most part well-established on the international scene.http://synradio.fr/ Parmi les artistes participants : 0 (Joël Merah, Stéphane Garin, Sylvain Chauveau), Adam Nankervis, Alan Dunn, Alfredo Costa Monteiro, Amanda Belantara, Anna O et Alain Descarmes, Anna Raimondo, Anne ...
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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, academics, students…
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Playlist de Philippe Poirier pour webSYNradio avec trois de ses compositions entremêlés des sons de David Garland, Christopher Hobbs, Carlos Gardel, Philip Glass, Elvis Presley, Isidore Isou, Eric Satie, kristin Oppenheim, Sonic Youth, David Toop, Morton Feldman, Brooks Williams, Dariush Dolat-Shahi, Marcel Broodthaers. Les morceaux choisis (pas to…
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Programme inédit de EMMANUEL MIEVILLE pour webSYNradio : DES AIRS URBAINS - City mix of analog machines. Ce mix inédit regroupe une sélection de pièces acousmatiques et concrètes, réalisées et éditées sous le label français Baskaru, et des compositions de musique concrète et de field recordings, capturées dans des environnements urbains (au Portuga…
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Programme inédit de GUILLAUME CONTRÉ pour webSYNradio : PETITE MACHINE DE NUIT. Différences, répétitions, rouages, acouphènes et tautologies. Des sons hétéroclites, de la noble synthèse analogique au vulgaire bruit de micro, enregistrés à des moments divers pour des raisons variables, sont coupés, collés, montés, bouclés, superposés, filtrés, mixés…
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Podcast de Philippe Rahm pour webSYNradio : LA DISSOCIATION DU REEL - Gerard Grisey, Partiels - Tristan Murail, Desintegration - Giacinto Scelsi, Ohoi - Anton Webern, Cinq pièces Op. 10 - Iannis Xenakis, Metastasis - György Ligeti, Atmosphères - Hugues Dufourt, Le Déluge - http://synradio.fr/philippe-rahm-2/…
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Programme inédit de lectures à l'occasion de l'anniversaire de la catastrophe de Fukushima : cette année, SYNradio s'associe au projet Fukushima Open Sounds en rendant hommage aux Éditions de Fukushima qui autour de la bonne volonté de quelques militants travaillent à garder un focus sur cette catastrophe toujours en cours.Les premiers lecteurs: Ka…
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Podcast de l'émission de Anne Gillot sur RTS Musique d'Avenir du 26 janvier 2025 : MEANWHILE IN FUKUSHIMA. Anne Gillot invite le projet Fukushima Open sounds dans son émission Musique d’avenir diffusée tous les dimanche soir sur RTS (Radio Television suisse). En écoute les pièces de Ludovic Bernhardt / Ilhan Blanco, Joachim Montessuis, Bérangère Ma…
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Programme de PHILIPPE PETIT pour webSYNradio : Les 5 ans de Modulisme. Bienvenue dans notre nouveau programme qui célèbre les 5 ans de la plateforme Modulisme. On démarre par une bande son imaginaire de « Dementia » de John Parker, composée par Philippe Petit qui dirige cette plate-forme. Suivent les premiers volumes de la série Acoustronique, qui …
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Programme de ELISABETH VALLETTI pour webSYNradio : HARPXPERIENCED. Cette fresque musicale est composée d’extraits de la partie expérimentale de mes travaux destinés à la harpe de concert électrique et augmentée. Tous les sons sont des sons de harpe acoustiques et/ou traités. Extraits d'oeuvre créees de 1989 à aujourd'hui. http://synradio.fr/elisabe…
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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 wel…
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A Wall Street Chat with Patrick Zoro
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1:21:14
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1:21:14I 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. So…
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Director of Admissions and Recruiting at CMU MSCF - Emily Wertz
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1:01:20There 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 Scie…
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Programme de BRUNO BERNARD pour webSYNradio : Labyrinthe. Ce que nous offre Bruno Bernard en cette fin d'année : un parcours de vie, un labyrinthe parsemé de voies sans issues et un chemin qui se dessine, de sombres couloirs et tout à coup une lumière qui jaillit, la poésie qui nous éclaire et le vivant qui nous appelle. Avec des textes de de Gasto…
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Programme de MARCO DIBELTULU pour webSYNradio : Natural soundscape and states of mind. Cette collection de pièces rassemblées pour les auditeurs de webSYNradio est inspirée par le paysage sonore. Les cinq premières pièces évoquent le paysage naturel, elles font référence aux quatre éléments, dans le but de créer une véritable carte postale sonore e…
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Programme de MICHEL TITIN-SCHNAIDER pour webSYNradio : Autobiophonie + Entropie passagère. J'ai eu l'idée de cette composition parce que j'ai constaté être très sensible à certains sons : notamment les hirondelles et la 40e de Mozart. En recherchant pourquoi, j'ai compris qu'il s'agissait de sons entendus très jeune. J'ai alors eu l'idée de constru…
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Programme de DONALD RUBINSTEIN pour webSYNradio : Radio waves. websynradio se met à l'heure américaine avec son invité Donald Rubinstein, compositeur fétiche de BO de films d'horreur qui sont entrés dans la culture populaire, notamment ceux de George Romero (Martin, Knightriders, Bruiser ...).Donald Rubinstein nous embarque dans un programme inédit…
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Wall Street Scholars with David Shimko
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1:07:44
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1:07:44An 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 th…
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Programme de PHILIPPE FESTOU pour webSYNradio : SILENZIO. Conçue comme une œuvre radiophonique, un horspiel, le 'soundtrack' est aussi conçu pour pouvoir s'émanciper de l'image. Inspiré du livre "L'oreille au monde" de Philippe Festou (éd. Delatour). À partir du mythe de la Sibilla Cumana dont les mots doivent être entendus dans le son du vent, s'e…
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Agus Sudjianto on Machine Learning, AI, and Validation
1:09:51
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1:09:51I 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 …
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Zach Creighton Quant Recruiter and Founder of Hemans
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1:05:13
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1:05:13Zach 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 q…
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Stan Uryasev's Quantitative Finance Journey
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59:06I 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 Qua…
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Inflation, Spending, and Economics in 2024
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1:23:56
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1:23:56From 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. Digital Disruption with Geo…
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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 i…
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Programme de Anton Mobin pour webSYNradio : what remains on the tape ?. Invité par Dominique Balaÿ à concocter une playlist pour WebSYNradio, je décide de revisiter mes expériences réalisées autour du support cassette depuis 2013. En reprenant les modèles, contraintes et concepts de ces expérimentations basiques, voici une heure trente de compositi…
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Podcast de Carl Stone pour websynradio : Aux alentours du Kamya bar, Carl Stone convoque pour ce programme original webSYNradio tout un ensemble d'oeuvres (Ros Bobos, Annie Gosflield, David Toop, Tanner Menard, Joseph Hammer, Ben Neill, Roger Kleier, Saunter Chihei Hatakeyama, Yann Novak, Robert Crouch, Chas Smith, Sawako, Richard Lainhart, et des …
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Podcast de DAVID FENECH pour webSYNradio. Avec des morceaux de The Monks, Andew Liles + Jean Hervé Péron, Glaxo Babies, Renaldo and the Loaf, Felix Kubin, Fritz Muller, Iggy + The Stooges, H.N.A.S, Volcano the Bear, Nervous Norvus, Jac Berrocal + David Fenech + Ghédalia Tazartès, Connan Mockasin, Brigitte Fontaine, Colin Stetson, Jr + His Soulettes…
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Energy Trader, Analyst, and YouTuber Jonathon Emerick
1:30:01
1:30:01
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1:30:01Jonathon 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:…
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Podcast de Richard Pinhas pour webSYNradio. Track inédit enregistré en studio entre Paris et Tokyo, mixé à Paris, en étroite collaboration avec Oren Ambarchi. Gift from Richard, including a lot of Friends like Joe TALIA, Oren AMBARCHI, William WINANT.http://synradio.fr/richard-pinhas-un-inedit/By RICHARD PINHAS
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Podcast du label Crónica. Pour le vingtième anniversaire du label portugais Crónica, qui s’est imposé comme une "plateforme majeure pour tout ce qui concerne les productions à la limite du conceptuel" (Coda), ses deux initiateurs Miguel Carvalhais et Pedro Tudela ont produit un programme de 3 heures, revisitant chacun des 200 titres du catalogue. h…
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The Last Five Years: Quant Journey 30 to 35
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38:50
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38:50Since 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.…
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Economics, Equality, and Bringing America Back
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34:12As 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 vari…
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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 d…
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Podcast de Cristian Vogel pour websynradio : Third Space Requiems (inédit).“Third Space Requiems” est une trilogie électroacoustique de Cristián Vogel, composée dans les dernières heures de 2023 à la lumière d’événements qui ont profondément marqué son histoire sur un plan intime ou plus universel : Levitationism (0->6'30). Story In Blood (6'30->14…
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How I Paid for My Education (Masters and Undergrad)
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26:02A subscriber asked how I paid for my masters degree as they are very expensive. The short answer on how I paid for it was working part-time and taking out government loans. For my undergrad my parent's paid the first 1.5 years and then I got married and was poor so the school covered my tuition. I also worked two part-time jobs during my undergrad …
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A subscriber asked how I manage my family, working as a quant, two YouTube channels, and a fair amount of hobbies including my homestead. There are really four tips that allow me to manage my schedule. It is also important to realize I do not succeed at everything. Social media makes it look like everything is running smooth with minimal stress how…
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Podcast de Caroline Bergvall pour websynradio : VOICES WITH TEXTS... Morceaux et textes par des poètes et musiciens, solo ou en collaboration. Avec les voix et les sons de Lee Ann Brown, Tom Phillips & Gavin Bryars, Sawako Nakayasu, Ida Börjel & Mathias Kristerson, Caroline Bergvall & Adam Parkinson, Fred Frith, Pauline Oliveros & John Giorno, Char…
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An industry professional asked me why is it so hard to get changes made within a company. They had made some suggestions for improving model validation however they were told there were resource constraints. Resource constraints are very real however this often includes company politics. For example, even if your team can make changes that will imp…
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Programme de SALLY ANN McINTYRE pour webSYNradio : disques pour une ile deserte. Avec des oeuvres et des sons de Janek Schaefer, Vito Acconci, John Cage, Erik Satie, Margaret Leng Tan, William S. Burroughs, Louise Lawler, Alvin Curran, Gavin Bryars, Laurie Anderson, Yoko Ono.http://synradio.fr/sally-ann-mcintyre/…
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In quantitative finance I hear a lot of students say, "I love money" implying that will make them good at quant finance. It is a very shallow statement and one that shows the student hasn't thought much about that statement. The students that do truly love money for the sake of money are shallow people that won't make it in quant finance. Now that …
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The biggest lie in quant finance is that you can do everything required at the highest level of a model. This includes data engineering, model development (quant research), implementation (quant dev), and be the end user (often a trader or operations team). This full stack quant does exist however they are never the best at everything and they ofte…
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For this Thanksgiving season I would like to express my gratitude for my dad. My dad was a traveling salesman and the reason my mom was able to be a stay at home mom. The one skill that I am most grateful for is my work ethic. I learned to work along side my dad as a kid growing up. The example my dad set helped engrain in my the need and desire to…
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As Thanksgiving is this week I wanted to reflect on my gratitude for my mom. My mom was a stay at home mom and was lucky enough to be able to stay home and spend a lot of time with me as a child. Many of the life lessons around manners, religion, and domestic skills such as cooking and cleaning all came from my mom. My mom's attitude towards educat…
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Understanding performance reviews is challenging especially if you have not worked at a variety of firms. There will always be a human judgement portion which is not a hard science. That being said, reviews should be very specific to each position. When I moved from an individual contributor to a manager role, I was not happen that my annual review…
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Legends Never Die: How to Become a Legend
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31:52Many things make legends who they are. It seems the commonality is the ability to perform at a very high level over an extended period of time. Looking at Fischer Black, Peter Carr, Rick Rubin, George Box, Gilbert Strang, and John Nash it is interesting to see so many difference between them yet they have all had significant contributions to their …
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Programme de Gaël Segalen pour webSYNradio : Original Voices in Rhythms. Des pièces mémorables et uniques dialoguent ici les unes avec les autres comme j'aime dans ma pratique inviter les gens à se réunir pour le moment unique d'une rencontre enregistrée, former un duo et inventer de nouvelles formes de langage.Ce mix va d'une mélodie grande ouvert…
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Podcast de PHILIPPE PETIT pour webSYNradio : 40 ans d’activisme musical ! Bienvenue sur webSYNradio dans notre émission spéciale évoquant la musique de Philippe Petit à l’occasion de ses 40 ans comme musical travel-agent comme il aime lui même se définir.http://synradio.fr/philippe-petit-40-ans-dactivisme-musical/…
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Podcast de LILIANE GIRAUDON pour webSYNradio : POSTCARDS POUR ANTONIO GRAMSCI. Ce qui manque, ce sont les voix. D’autres voix. Habitant autrement la bouche, les poumons, le foie et jusqu’aux os. Ces petites pièces sonores sélectionnées, je les ai imaginées comme de simples cartes postales adressées à Gramsci dont j’ai relu cet été les lettres de pr…
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As grad school programs and undergrad programs are starting up it is important to get the most out of the time you are there. School seems like it goes slow however by the time you graduate and have been working a few years it seems like long ago. 1) Network with a wide range of students. 2) Do informational interviews with alumni and industry prac…
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Programme de Marie-Hélène BERNARD pour webSYNradio : Une « long nez » en Asie. Retour sur plus de deux décennies de pérégrinations en différents pays d'Asie, à une époque où le souci de son empreinte carbone était peu à l'ordre du jour… À l'arrivée, un mille-feuilles spécialement composé et mixé pour webSYNradio au début de l'été 2023, où s'entremê…
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Operation Paperclip and the Dilemma of Funding Science
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12:15As a book review I give "Operation Paperclip" 5/5 stars! I'm not typically a big fan of popular paperback books (non textbooks). The dilemma in the books shows a brief insight into some of the horrible killings and crimes as well as the potential or perceived need for the science to end WWII with Japan as well as fend of Russia (cold war). Determin…
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