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How I Became a Quant - Boston

  • 13 Sep 2022
  • 5:45 PM (EDT)
  • 595 Commonwealth Avenue, Boston, MA 02215

Registration

How I Became a Quant: Boston

This annual event is a Panel Discussion on Careers in Quantitative Finance, as industry veterans will discuss their experiences, the current economic climate, and career paths in finance and data science.

Tuesday September 13, 2022

5:45 PM Program Begins: Panel Discussion

7:00 PM Reception

Location:

4th Floor Dining Rooms in the Rafik B Hariri Building

Questrom School of Business

595 Commonwealth Avenue, Boston, MA 02215

Moderator: 

Professor Steven Kou, Boston University Questrom School of Business

Panelists:

T.J. Blackburn, Northfield Information Services

Adiya Makhambetova, Fidelity

Cel Kulasekaran, Windham Capital

Matthew Lyberg, NDVR


Panelist Biographies

Steven Kou is Allen Questrom Professor in Management and Professor of Finance at Boston University Questrom School of Business. Previously, he was the Provost’s Chair Professor of Mathematics at National University of Singapore, and Professor at Columbia University (2008-2014). Prof. Kou teaches courses on FinTech and quantitative finance in the Questrom MSMFT. At NUS, Prof. Kou was the Director of the Risk Management Institute. Currently he is a co-area-editor for Operations Research, co-editor for Digital Finance, and associate editor at Mathematical Finance, and has served on editorial boards of several other journals, such as Management Science, Mathematics of Operations . He is a fellow of the Institute of Mathematical Statistics, a recipient of the 2021 Shadadpuri Faculty Research award, and won the 2002 Erlang Prize from INFORMS. Pr. Kou has numerous publications, e.g., in Operations Research, Management Science, The Journal of Econometrics, JBES, Mathematical Finance. Some of his research results have been incorporated into standard MBA textbooks and implemented in commercial software packages and terminals, e.g. in Bloomberg Terminals. Pr. Kou’s PhD is in Statistics from Columbia.

T.J. Blackburn, Ph.D. Senior Risk Analyst, Northfield Information Services. Dr. Thomas Blackburn has worked in the finance industry since 2014, after receiving his Ph.D. in physics in 2013. After an internship at Northfield Information Services, he worked at BNY Mellon in the Investment Strategy Solutions group, dealing with multi-asset class solutions, and then at State Street from 2015-2019, first in the enterprise risk group, and then dealing with smart beta strategies in State Street Global Advisors. He has since returned to a Northfield as a senior risk analyst.

Adiya Makhambetova is a Quantitative Equity Analyst at Fidelity Investments (FMRCo). In her current role she is embedded with the International Developed Markets team, partnering with DM portfolio managers on quant-assisted products. Adiya is responsible for delivering and implementing quantitatively based portfolio construction, risk management, and alpha generation analytics. She conducts research and develops quantitative factors and long-term investment strategies to inform stock selection recommendations for DM team. Additionally, Adiya is involved with the Thematic Investing initiative at Fidelity: she co-manages a new suite of thematic models, thirteen thematic Solo FidFolios, a disruptive product built to open direct indexing to the masses. Adiya holds a Master of Science in Mathematical Finance with honors from Boston University and a Bachelor of Science in Mathematical Sciences from Nazarbayev University; she is a CFA charterholder.

Cel Kulasekaran is Managing Partner at Windham Capital Management. He joined Windham in 2004 and is responsible for the research and development of Windham's investment solutions and proprietary technologies. Cel currently leads applied research for Windham's asset management business and its strategic partnerships. He is on Windham's investment committee and also serves as the head of risk management for Windham’s Liquid Alternatives strategy. Since joining the firm, he has held principal responsibilities in managing tactical asset allocation strategies, a global macro fund, and a portable alpha currency management partnership with State Street Associates. Cel is one of the founding architects of Windham’s technology arm, Windham Labs, with the design and implementation of its flagship portfolio optimization and risk management technology. He continues to spearhead innovations in computational finance for Windham's clients worldwide. Cel holds a Master of Arts in Mathematical Finance from Boston University and a Bachelor of Science in Mathematical Sciences with distinction from Worcester Polytechnic Institute.

Matthew Lyberg is a Research Associate at NDVR. Prior to joining NDVR, Matthew worked in fixed income and currency research at FinTech start-ups YieldX and Lumint. Previously, he worked in analytics roles at Acadian, a quantitative investment manager, and State Street Associates. Matthew is a CFA Charterholder, holds an M.S. in Computational Finance from Carnegie Mellon University, an MBA from Hult International Business School, a B.S. in Mathematics from Boston University, a B.A. in Russian from Boston College, and was a Fulbright Scholar to Ukraine. In his free time, Matthew loves family adventures, reading, and weightlifting.

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