

The Quant / Financial Engineering Podcast
Patrick J Zoro
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
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
Episodes
Mentioned books

Feb 16, 2021 • 44min
Machine Learning and Data Science in Finance
Patrick Zoro welcomes a machine learning expert and explore the finance applications. Hariom Tatsat currently works as a Vice President in the Quantitative Analytics division of an investment bank in New York. Hariom has extensive experience as a Quant in the areas of predictive modelling, and financial instrument pricing in several global investment banks and financial organizations.
Hariom is the co-author of the book "Blueprints for Machine Learning and Data science in Finance".
Patrick Zoro is Professor of Practice and a director of the Master in Financial Engineering Program https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering

Feb 6, 2021 • 29min
GameStop, Robin Hood and Citadel
Professor Zoro discusses with his Capstone Financial Engineering students Jack Dean (https://www.linkedin.com/in/jack-dean-445336150/) and Ramos Wu (https://www.linkedin.com/in/zhiyinwu/) about this interesting situation
Patrick Zoro is Professor of Practice and a director of the Master in Financial Engineering Program https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering

Jan 11, 2021 • 1h 4min
The Future of Quant Education
Patrick Zoro discusses what is next for quant degrees with Dimitri Bianco, FRM and quant youtuber with more than 1,000,000 views (https://www.youtube.com/user/djmacmusic) ; Anupriya Gupta of Quantinsti (https://www.quantinsti.com) and Nicolas Rocha a graduate of Lehigh's Master in Financial Engineering.
Patrick Zoro is Professor of Practice and a director of the Master in Financial Engineering Program https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering

Nov 2, 2020 • 28min
Algo Trading
Professor Zoro speaks with Ishan Shah about Algorithm Trading basics. Ishan Shah is a Quant Researcher at Quantra by QuantInsti. He also worked with Barclays in the Global Markets team & with Bank of America Merrill Lynch. He has a rich experience in financial markets spanning across various asset classes in different roles. He is an expert in Statistical Arbitrage, data analysis and modelling, and how to use statistics and machine learning to automate your trading strategies.
Professor zoro manages the Master in Financial Engineering program at Lehigh University https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering

Oct 17, 2020 • 4h 5min
2nd Quant / Financial Engineering Conference
Welcome to the second quant / Financial Engineering Conference from Lehigh University with the latest topics on the world of Quantitative Finance

Oct 5, 2020 • 29min
Data Forensics in the Age of Blockchain
Professor Zoro speaks with Nick Gans, Director of Research and Development at Inca Digital, https://inca.digital/ an open data aggregation and intelligence company. At Inca, he helps build systems which model and analyze the digital asset ecosystem. They talk about forensic data analysis and how the blockchain is handling the ability to track data integrity within the financial system

Jun 3, 2020 • 47min
Covid19 + Recession Impact on Master in Financial Engineering Programs
Dimitri Bianco FRM comes back to the podcast to discuss his on the impact of Covid 19 on MFE programs

Mar 21, 2020 • 35min
Quantum Computing
Patrick Zoro speaks with Dr. Tamas Terlaky and Dr. Luis Zuluaga about Quantum Computing. Amplitude, Scaling, Quantum Supremacy, Cubits are discussed. They also discuss their DARPA grants aimed at exploring optimization algorithm.
Dr.Terlaky is professor, Industrial and Systems Engineering https://engineering.lehigh.edu/ise/faculty/678,
Dr. Zuluaga is Assistant Professor, Industrial and Systems Engineering https://engineering.lehigh.edu/ise/faculty/694
Patrick Zoro is Professor of Practice , College of Business
Both Dr Zuluaga and Professor Zoro are directors of the Master in Financial Engineering Program https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering

Feb 19, 2020 • 19min
Business Schools Need to Integrate Data Science
Professor Zoro makes a long distance call to India and speaks with Vishal Bagla about his LinkedIn article
https://www.linkedin.com/posts/vishal-bagla_why-business-schools-need-to-integrate-data-activity-6586137552481280000-cVzg
Vishal is currently a manager at https://www.alvarezandmarsal.com/
and is a graduate of https://www.iimcal.ac.in/
Patrick Zoro is a director for the Master in Financial Engineering at Lehigh University

Jan 20, 2020 • 58min
How to choose a Quant / Financial Engineering Master Program?
Professor Patrick Zoro speaks with Quant Dimitri Bianco, FRM (YouTuber with 8,000 subscribers, 596,000 views over past 4 years) https://www.youtube.com/channel/UCLHvJ1KNGE1s-A3ODiSgplw
about what students should know when selecting a Financial Engineering or Quant program. With more than 40 programs to pick from the US along, students have a daunting task. While the rewards can be had with possible starting salaries in excess of $150k, so are the pitfalls. This extensive podcast addresses several salient topics such as: Rigor of programs, Cohort dynamics, Financial Engineering history, Risk Management, Machine Learning, Hedge Funds, Fake vs real programs, Use of electives, Salaries. They make the point that the following points should be looked into by participants: How long has program been in existence?, Find out what jobs graduates actually get, understand our expected salary is derived, the importance of the development of interpersonal skills and professional development, online vs live vs brick and mortar. Many more topics are explored and discussed.