If you were at the top of your field in computer science, pursuing post-doc research and publishing frequently, would you consider moving to industry? Would finance be a draw? Many quants start in academic positions and move to finance; a rare few manage to do both. This week we will get to know Yuri Malitsky, who has done top tier computer science research in academia, ML research at IBM Watson, data science and trading at JP Morgan, and most recently he directs product analytics for a major financial data provider. All along the way, he has kept his academic connection — lately by lecturing at the University of Virginia’s Data Science program.

Yuri has a voracious curiosity that takes him on many interesting adventures in machine learning, AI, game development, finance, and large scale software development. A consistent theme for his work is automating large and complex processes. In this interview, Yuri shares his favorite quant interview question, his prediction for the next 18 months in AI, and thoughts on AI powered software development.