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How I Became a Quant - Washington DC

  • 02 Mar 2022
  • 6:15 PM (EST)
  • 2201 G Street NW Washington DC 20052 Funger Hall Room 108


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

Wednesday, March 2nd

Program: 6:15 p.m.

Reception: 7:30 p.m.

2201 G Street NW

Washington DC 20052

Funger Hall Room 108.

In Partnership with:

The George Washington University

School of Business


Lipika Hayet, Capital One

Mahmut Sen, World Bank

Dr. Aurèle Houngbedji, International Finance Corporation


Stephen Young, Wells Fargo

Registration is Free!

Proof of Vaccination is Required

Sponsored by:

Panelist Biographies

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 Investment 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. Dr. Young is an adjunct professor at The George Washington University, School of Business (2005 – Present) and the School of Engineering and Applied Science (2019 – Present). Dr. Young has also taught at the Seoul School of Integrated Sciences and Technologies in Seoul, South Korea (2006 – 2013) and the University of North Carolina, Charlotte (2015 – 2020). 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 (Data Science) from Northwestern University, and a Doctorate in Engineering (D.Eng.) from The George Washington University. Dr. Young has earned the right to use the Professional Risk Manager (PRM) designation and has earned the Certificate in Quantitative Finance (CQF).

Lipika Hayet is a Senior Risk Manager for the Consumer Credit Risk Management Group of Capital One.  She is responsible for acting as a risk advisor and building a 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 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.

Mahmut Rustem Sen is the Manager of Corporate Finance at the World Bank’s Development Finance Vice Presidency. His current responsibilities include maximizing World Bank’s financing capacity while ensuring its long-term financial sustainability, paired with financial innovation, strategies, and ALM policies. Prior to his current role, he was the co-lead of World Bank Treasury’s ALM & Policy under Capital Markets and Investments Department and Head of Portfolio Analytics under Quantitative Strategies and Analytics Department. Prior to joining the World Bank, he was Financial Analysis Manager and Senior Risk Research Analyst at Freddie Mac, providing analytics on MBS, ALM, hedging, economic capital, and regulatory capital. His experiences include asset management; market, counterparty, and liquidity risks; risk budgeting; ALM; economic capital; capital adequacy; structuring; and central bank reserve management. He holds MS Finance from the George Washington University, BSc in Industrial Engineering from Marmara University, and completed “Leadership for the 21st Century: Chaos, Conflict & Courage” from Harvard Kennedy School Executive Education. He holds PRM from PRMIA.

Dr. Aurèle M. Houngbedji is a Financial Risk Management Expert and Author. He currently leads the Climate Risk Management Team in the Corporate Risk Management Department at the International Finance Corporation. His current research focuses on the integration of climate risks and opportunities into enterprise risk management framework, strategic business decisions, capital planning, and net-zero transition. Dr. Houngbedji has extensive experience developing methodologies and quantitative models to improve Economic Capital Framework and its applications for strategic business decision making and portfolio risk management. Dr. Houngbedji served from 2012 to 2016 as Special Advisor the President of Benin where he set up a Delivery Unit to lead an ambitious reforms’ agenda to improve investment climate, attract private investments and promote Benin around the world as a good investment destination in Africa. Prior to joining the World Bank Group, Dr. Houngbedji was a Quantitative Risk Manager in the Capital Markets Department at AmTrust Bank. He was responsible for developing mortgage pipeline hedging models; risk-based pricing models, valuation models for the bank’s loans, servicing assets, and other hedging instruments and assets. Dr. Houngbedji is an industry risk management expert and professional lecturer of risk management subjects. Dr. Houngbedji holds a Ph.D. in Mathematical Finance from the University of Pittsburgh. He is an alumnus of both the Harvard Kennedy School and the Harvard Business School. He is also an alumnus of the University of Cambridge Institute of Sustainability Leadership. He is a certified Financial Risk Manager (FRM) from GARP.