The Quant / Financial Engineering Podcast

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).

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

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).

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

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

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

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

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.

Patrick Zoro is speaking with Pierre Lepinoy from Nice (France) about the 2008 Sub prime crisis from the perspective of a banker involved in securitization. Pierre Lépinoy holds a degree in economics from Ecole Polytechnique in Paris and an MBA from ENSAE (Ecole Nationale de la Statistique et de l'Administration Economique). After working as an economist for the World Bank, and as a negotiator of gas purchase contracts for the French state gas utility, Pierre joined Paribas in 1986 managing the bank’s equity investments and M&A business in the oil and gas business. As a member of Paribas New York executive committee (1999-2002), he chaired the North America credit committee and supervised Portfolio Management, Structured Finance and Asset Workout. After heading Loan Portfolio Management in the US and globally (2004-2006) he was entrusted with the management of the bank’s global securitization portfolio following the subprime crisis of 2007. He was finally appointed head of ALM Treasury BNP Paribas Securities Services (2012-2013).

Patrick Zoro speaks with Stephen Kay a Managing Director at Marsh USA about his days at McGill University in Canada and move to New York. The topic of credit insurance is being introduced which allow banks to manage their exposure.