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The Quant / Financial Engineering Podcast

Latest episodes

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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
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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.
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Jan 14, 2020 • 20min

Is Excel Dying?

Patrick Zoro seats down again with Dr. Troy Adair as a follow-up to their previous podcast to discuss the potential demise of Excel and the impact on students' curriculum choices. Professor Zoro is a former Managing Director and the director of the Master of Financial Engineering program at Lehigh University. https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering Dr. Adair (https://business.lehigh.edu/directory/troy-adair-jr) is a vocal advocate for the use of technology to enhance business processes, and is the author of numerous textbooks leveraging technology in the business decision-making processes, including Finance: Applications & Theory (5th ed, McGraw-Hill), Corporate Finance Demystified (2nd edition, McGraw-Hill), Business Analytics (forthcoming, John Wiley and Sons, Inc.), and Investments (forthcoming, Cengage Learning).
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Jan 3, 2020 • 25min

Blockchain and the End of the Dollar Dominance

Professor Patrick Zoro speaks with Dr. Hank Korth about Blockchain, Cryptocurrencies, Libra, Databases, Brenton Woods, Congress, China and the future of the dollar. Dr Korth is a Professor in the Computer Science and Engineering dept of Lehigh University (csb.lehigh.edu) . He is Co-Director of a unique program in Computer Science and Business. He has authored a leading database textbook, Database System Concepts, now in 7th edition (www.db-book.com) He leads an active community at Lehigh working on emerging issues in blockchain systems. Professor Zoro manages the Master in Financial Engineering program at Lehigh University. https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
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Oct 27, 2019 • 31min

Parallelism and Data Insurgency

Patrick Zoro seats down with Dr. Troy Adair to discuss Parallelism, Moore's law, the potential demise of Excel, R, Python, Artificial Intelligence, the Student as a problem solver, the Future of financial analysis and the fast changing world in which students and Educators are facing and will required skills retooling. Patrick Zoro is a former Managing Director and the director of the Master of Financial Engineering program at Lehigh University. https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering Dr. Adair (https://business.lehigh.edu/directory/troy-adair-jr) is a vocal advocate for the use of technology to enhance business processes, and is the author of numerous textbooks leveraging technology in the business decision-making processes, including Finance: Applications & Theory (5th ed, McGraw-Hill), Corporate Finance Demystified (2nd edition, McGraw-Hill), Business Analytics (forthcoming, John Wiley and Sons, Inc.), and Investments (forthcoming, Cengage Learning).
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Oct 8, 2019 • 20min

What is Machine Learning?

Patrick Zoro from the Master of Financial Engineering Program at Lehigh University speak with Dr. Rebecca Wang from the College of Business about Machine Leaning, Supervised and unsupervised, Data Scientists vs Data Engineers. https://business.lehigh.edu/directory/rebecca-j-h-wang https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering/contact-us
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Sep 20, 2019 • 32min

Crypto Currencies, Blockchain: LIBRA

Patrick Zoro speaks with Dr. Hank Korth about Libra and how it may impact the financial system. This is a primer on Libra with open ended view of its future. Dr Korth is a Professor in the Computer Science and Engineering dept of Lehigh University (csb.lehigh.edu) . He is Co-Director of a unique program in Computer Science and Business. He has authored a leading database textbook, Database System Concepts, now in 7th edition (www.db-book.com) He leads an active. He leads an active community at Lehigh University working on emerging issues in blockchain systems. Patrick Zoro manages the Master in Financial Engineering program at Lehigh University. https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering
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Jul 23, 2019 • 26min

Predictive Algorithms

Patrick Zoro speaks with Gabriel Guellen, a graduate student enrolled in the Master of Financial Engineering Program at Lehigh University in Bethlehem, PA, USA. Gabriel discusses elements related to a Quantitative Student Competition aimed at predicting Credit Default Swaps such as Genetic algorithms, Random Forests and Long Short-Term Memory
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Oct 14, 2017 • 32min

Economics: Higher Education linked to lower minimum wage in the US

Patrick Zoro speaks with Dr. Christos Pargianas about his recently published research article: "Education and the minimum wage in the US." The article shows that the larger proportion of individuals with college degrees has pushed the level of the minimum wage lower. Dr. Pargianas offers a most interesting explanation as to why that is. We also get to talk about the potential economic impact of lower taxes in the US. Dr. Pargianas is an Associate Professor of Economics at the University of Scranton. He received his B.A. from the Aristotle University of Thessaloniki in Greece. He holds one M.A. from the University of Macedonia in Greece and one M.A. from Brown University. Christos received his Ph.D. from Brown University in 2011. His areas of research are Macroeconomics, Economic Growth, International Economics, and Political Economy. He has published articles in Macroeconomic Dynamics, Open Economies Review, and Applied Economics Letters. " For link to the research article: http://dx.doi.org/10.1080/13504851.2017.1332738
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Oct 2, 2017 • 35min

Central Bank actions could impact market negatively

Patrick Zoro is speaking with Pawel Mosakowski about the impact that Fed policies on market performance and why we may be heading toward uncharted risky territories. The topic of Risk Management is brought up as a mean to handle the uncertainty. Pawel Mosakowski is an accomplished fixed income PM, trader and an expert risk manager. He spent over 15 years in the institutional fixed income business, most recently managing multi-billion dollar corporate credit portfolio as a senior leader of Deutsche Bank’s Credit Portfolio Strategies Group, a division dedicated to managing the global corporate credit portfolio. An expert in cash credit, credit derivatives, structured products and complex risk, Pawel developed a proprietary platform to manage portfolio of corporate loans, bonds, derivatives and structured products. Under Pawel’s leadership DB CPSG was awarded Risk Magazine’s Credit Portfolio Manager of the Year distinction three times. Prior to this Pawel spent five years at Dresdner Kleinwort Wasserstein where he traded Emerging Markets, Corporate Credit and later built Credit Derivatives business in North America. Pawel earned his MBA in Finance from New York University’s Stern School of Business and previously studied Mechanical Engineering at the Warsaw University of Technology.

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