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How I Became a Quant - Washington DC

  • 18 Nov 2020
  • 7:30 PM (EST)
  • Zoom Panel


Registration is closed

Financial Engineers Give a Personal View of Their Careers in Quantitative Finance

A Series of Panel Discussions for Students Interested in a Career in Quantitative Finance

Virtual Event

In Partnership with

The George Washington University

School of Business


Ali Arar, Fimineco

Lipika Hayet, Capital One

Gregg Berman, Citadel

Harveen Oberoi, Invesco Ltd

Kapil Gogia, US SEC


Stephen Young, Wells Fargo

Registration is Free!

Sponsored by:

Panelist Biographies

Ali Arara graduate of the Masters of Science in Finance from GW had held several quantitative positions over a 20 years period.  Started with the introduction of loans securitization to the IFC portfolio, and then assumed several positions at Citigroup in the Decision Management division for the Global Consumer Group, a $1.6T portfolio managed by data driven strategies mapped to individual countries.  Established analytical teams in different countries and implemented a robust quantitative discipline to data mining and strategy derivation. Since 2006, he has established fimineco, an Investment Management boutique portfolio of businesses in technology, trading, online marketplace, security, analytics and cloud computing. Ali received an education in Law, and Political Science from Lebanon, BS in Business and Information systems from Xavier University, and GW MSF..  Along the years, Ali has worked with state of the art analytical packages like SAS, Matlab, and programmed with several languages.  Currently uses Python and R on Ubuntu grid.

Lipika Hayet is a Senior Risk Manager for Consumer Credit Risk Management Group of Capital One.  She is responsible for acting as a risk advisor and building robust governance framework. Additionally, she is responsible for mitigating Regulatory Risk by conducting impact studies on regulations, where necessary, building frameworks to be compliant with the regulation, and integrating these frameworks into the all impacted businesses.  Prior to joining Capital One, Ms. Hayet worked at Fannie Mae and for the Board of Governors at the Federal Reserve.  Ms. Hayet holds a M.S. in Finance and Bachelors in MIS, both from The George Washington University.

Gregg E. Berman, Ph.D. is director of the market analytics and regulatory structure unit of Citadel Securities where he focuses on utilizing data and analytics to better inform on a host of advanced topics at the crossroads of market structure, rules, and regulations. From 2009 to 2015 Mr. Berman served at the U.S. Securities and Exchange Commission in Washington, DC, where he established and was associate director of the office of analytics and research in the division of trading and markets. Mr. Berman covered a wide array of areas with a particular focus on market structure data, analytics, and associated rules and regulations ranging from the Consolidated Audit Trail to the Volcker Rule to the new regime for Security-Based Swaps. Mr. Berman was also a founding partner of New York-based RiskMetrics Group where he primarily served as its head of the risk business (1998-2009). Before joining RiskMetrics, Mr. Berman co-managed a number of multi-asset hedge funds within New York-based ED&F Man. Mr. Berman is a physicist by training and holds degrees from Princeton University (Ph.D. 1994, M.S. 1989), and the Massachusetts Institute of Technology (B.S. 1987).

Harveen Oberoi is currently working as a Quant Research Analyst with Invesco’s Multi Asset Solutions group, which she joined in March ‘19. She graduated from MSCF in Dec’18. Prior to MSCF, Harveen was working as a Quant for FX desk at Royal Bank of Scotland in India.

Kapil Gogia - Kapil Gogia, CFA, FRM, CAIA works as a quantitative research analyst and data scientist in the Office of Analytics and Research within the Division of Trading and Markets at the US Securities and Exchange Commission in Washington DC. He performs quantitative analysis and provides policy recommendations and strategic guidance on issues related to US equity market structure and high frequency trading using the MIDAS (Market Information and Data Analytics System) and CAT (Consolidated Audit Trail) platforms. Using the same tools and technologies deployed by some of today’s most sophisticated market participants in Wall Street enables real-time data-driven analyses to inform policy and advance agency’s mission of protecting investors, facilitating capital formation and maintaining fair, orderly and efficient markets. He has previously worked on financial risk management, quantitative asset management and securities valuation. He has prior experience in semiconductor front-end hardware and software design and verification engineering of computer microprocessors, memories, networking and communication ASICs (Application-Specific Integrated Circuit) and FPGAs (Field-Programmable Gate Array) at Intel, Cisco and other start-ups in Silicon Valley. Kapil holds a BE in Electronics and Communications Engineering from Indian Institute of Technology, Roorkee, an MBA from Carnegie Mellon University Tepper School of Business and a Master of Financial Engineering from UCLA Anderson School of Management.

Dr. Stephen D. Young works in the Wealth & Investment Management (WIM) division of Wells Fargo and is the Head of Market Risk and Advanced Analytics for WIM’s Fiduciary, Investment, Market, and Model Risk organization. Prior to this current role, Stephen worked in the WIM division of Wells Fargo as the Head of Investment and Market Risk for Wells Fargo Asset Management (WFAM). At a time when WFAM had several partly or wholly owned affiliates, Stephen served as the Chief Risk Officer for the Affiliated Managers Division of Wells Fargo. Over his tenure at Wachovia and Wells Fargo Stephen has held various positions including the Head of the Option Strategies Group for Evergreen Investments, Head of Wachovia’s Credit & Counterparty Risk Analytics Group, Director of Risk Oversight, and he also worked in Wachovia’s Equity Derivatives Group. Prior to joining Wachovia, Stephen was with Merrill Lynch and Sterling Investments. Stephen has published in peer-reviewed academic and practitioner journals including Journal of Derivatives, Journal of Fixed Income, Journal of Futures Markets, Review of Quantitative Finance and Accounting, and others. Stephen is an adjunct professor of at The George Washington University (GWU) (2005 – Present) and the University of North Carolina, Charlotte (UNCC) (2015 – Present) where he teaches Cases in Financial Modeling and Engineering (GWU, School of Business, MS Finance Program), Stochastic Processes (GWU, School of Engineering and Applied Science, MS Electrical Engineering Program) and Asset and Portfolio Management (UNCC, Belk College of Business, MS Math Finance Program). Stephen has also taught at the Seoul School of Integrated Sciences and Technologies in Seoul, South Korea (2006 – 2013). Stephen holds a BA in Economics from LIU, CW Post College, MBA in Finance from The George Washington University, MS in Finance from The George Washington University, MS in Predictive Analytics from Northwestern University, and a Doctorate in Engineering (D.Eng.) from The George Washington University, School of Engineering and Applied Science (SEAS), with coursework focused on systems engineering and methods of operations research. Dr. Young has earned the right to use the Professional Risk Manager (PRM) designation and has earned the Certificate in Quantitative Finance (CQF).