Quant-in-Residence

The Quant-in-Residence (QIR) program augments our students’ educational experience by providing them with opportunities to benefit from the expertise of seasoned industry professionals. The QIR(s) complements the behavioral strengths and diverse experiences of our career coaches by providing insight from the professional world of quantitative finance. The QIR(s) can offer our students:

• One-on-one coaching based on their knowledge and experience in the field
• Assistance in exploring quantitative-related career paths
• Technical advice regarding interviews and resumes
• Workshops/group sessions in areas including industry trends, interviewing, and professional success

Currently in Residence

John Kook

John Kook is an Associate at JPMorgan Chase, FX Automated Trading Strategies (ATS). Prior to joining JPMorgan Chase, he was a convertible arbitrage analyst at AQR Arbitrage and a summer analyst at Goldman Sachs. He earned a B.S. in Physics from Korea University, and a M.S. in Computational Finance at Carnegie Mellon University, Tepper School of Business.

Chuting Ji, MSCF '19

Chuting Ji graduated from the MSCF program in Dec 2019 and is currently a quant analyst in the central liquidity book team under equity execution for Balyasny Asset Management. In this role, she has been focusing on market impact modeling, optimization, and portfolio management. Prior to that she spent 2 years in Citigroup Global Markets in the equity central risk book team. She also earned a Bachelor of Science in Mathematics and Physics from Tsinghua University.

Kasi Muthaiah, MSCF '16

Kasi Muthaiah is an Executive Director at JP Morgan Chase where he oversees the development of loss forecasting models for credit risk. In this role, he helps develop the models and the strategy to forecast losses for various purposes including regulatory exercises like stress tests. He graduated from the MSCF program in 2016 and has worked at JP Morgan Chase since then. Prior to that, he was a software engineer at Goldman Sachs in India.

Giri Seshadri Ravi, MSCF '18

Giri Seshadri Ravi currently works on the Financial Modeling team within the Quantitative Analytics group within Barclays. The QA group owns all models - mathematical (Markets) and statistical (Empirical) within Barclays. The financial modeling team is a part of the empirical group that uses statistical models to forecast revenue and balance sheet of the bank in various scenarios. The group works with Business leads, Business Managers and Finance teams to come with short term and long-term capital deployment strategies. The group's models are used regulatory submissions such as CCAR, BoE, PRA, EBA Stress tests. He has recently completed 5 years at Barclays returning after his internship in 2018 and graduating from the MSCF program that year. Prior to the program, he worked as a consultant for 2 years and holds an MBA in Finance and a Bachelors in Electrical Engineering.

Rashad Al- Haddad, MSCF '20

Rashad Al- Haddad is the CTO and Co-Founder of DoggyFi, a platform for swapping digital assets on Dogecoin and exchanging social capital. He has extensive experience in the Web3 space, having built RFQ market-making systems as the Quant Lead at Siren Protocol and developed one of the first DeFi credit scores as the Data Science Team Lead at RociFi. Rashad also has a strong background in traditional finance, having worked in the energy sector both in trading at Xcel Energy and deal-making at Sol River Capital. He holds an M.S. in Computational Finance from Carnegie Mellon and a B.S. in Mathematics with a minor in Computer Science from Hofstra University.

Scott Sidoli, MSCF '21

Scott Sidoli is a Vice President at Mizuho in Quantitative Analysis and Risk Analytics. Scott graduated from the MSCF program in 2021. He also holds a doctorate in. The training he received, both at University at Albany and Carnegie Mellon University, positioned him to approach quantitative problems with creativity, disciplined planning, and efficient execution. Recognized as an excellent communicator and educator of
mathematical concepts, Scott received the Edward S. Thomas Award for Excellence in Teaching in May 2017.

Matthew Lyberg, MSCF '20

Matthew Lyberg, CFA, is Senior Director, Quantitative Development, Platform Strategy with Manulife Investment Management. Previously, he held quantitative research positions at fintech startups including NDVR, YieldX, and Lumint.  Matthew served as Senior Vice President at Acadian Asset Management and in several roles with the Currency Management team at State Street Associates. He holds an MS in Computational Finance from Carnegie Mellon University, BS in Mathematics from Boston University, BA in Russian from Boston College, MBA from Hult International Business School, and was a Fulbright Fellow to Ukraine. Matthew is a member of the Boston Economic Club, and a reviewer for The Journal of Asset Management and The U.S.-Ukraine Fulbright Selection Committee.

Bryce Earner, MSCF '20

Bryce Earner is an Associate Equity Exotics Trader at UBS. Prior to this role, he was a Quantitative Investment Strategies (QIS) Trader at UBS, a Summer Associate at J.P. Morgan Chase, and a Research Analyst at the Bank of Canada. He earned a B.Sc. in Financial Mathematics from Wilfrid Laurier University, and a M.S. in Computational Finance at Carnegie Mellon University.

Jorge Savinon, MSCF '21

Jorge Savinon is currently working as the Home Equity Pricing Manager for PNC in Pittsburgh, PA. He holds an MSCF degree from Carnegie Mellon and a BS in Actuarial Science degree from UNAM in Mexico. Previously he was a summer Fellow for the Risk Analysis Team at KIMC in Washington DC and a Senior Risk Analyst for the Mexican Petroleum Fund at Banco de Mexico in Mexico City.

Zoe Lu, MSCF '22

Zou Lu is an investment analyst at Blackstone Multi-asset Investing (BXMA), where she helps design and implement quantitative tools for portfolio optimization, systematic rebalancing analysis, and hedge fund manager evaluations. Before joining BXMA, she interned as a quantitative strategist at Goldman Sachs, rotating between option portfolio management and private bank desks. She graduated from the Master of Computational Finance program at Carnegie Mellon University in December 2022 and earned a B.A. in Honors Economics and Mathematics from New York University in May 2021.

Yufeng Zhang, MSCF '20

Yufeng Zhang graduated from the MSCF program in Dec 2020 and is currently a quant researcher in the Volatility trading team for Squarepoint Capital. In this role, he is mainly focusing on building single stock options strategies, and portfolio management. Prior to that he spent 1.5 years in Arrowstreet Capital in the algo trading team. Before joining MSCF, he earned a Bachelor degree in Financial Engineering from Nankai University.

Xue Rong, MSCF '20

Xue Rong has been working in the Citigroup global markets for the past 5 years and is currently an algo trader for equity central risk and ETF trading. Her other experience includes quant strategist for Municipal bond derivatives and equity systematic trading.

Steve Lu, MSCF '20

Steve Lu is a Vice President on the equities long-short team within AQR's Portfolio Implementation department. In this role, he is responsible for the implementation of a wide spectrum of stock selection and tax-aware strategies and works closely with the research and technology teams along with broader groups at AQR to bring to market new systematic investment strategies and refine existing ones. Steve was previously an intern with AQR in the Global Stock Selection group. Steve earned his B.A. in computer science and mathematics from Boston College and his M.S. in computational finance from Carnegie Mellon University.

Kurtis Lee, MSCF '20

Kurtis Lee is a Quantitative Trader (Single Stock Equity Options) at Citadel Securities. He interned at Susquehanna International on the Algorithmic Trading Desk. He is passionate about applying game theory, strategic thinking, and machine learning to trading. He is an experienced professional in data analytics, statistical modeling, and project delivery. He is a 2020 CMU MSCF graduate specializing in options pricing, algorithmic programming, and machine learning.

Yiting (Olivia) Xu, MSCF '22

Yiting (Olivia) Xu is a Senior Portfolio Manager at Chubb Asset Management. She is a 2022 graduate of the MSCF program.

Zion Liu, MSCF '23

Zion works as a Quant Professional at Freddie Mac’s Capital Markets Division, focusing on modeling for MBS. Carnegie Mellon University MSCF alumnus, now serving as a QIR to guide current students in job searching. 

Andres Garrido Aranda, MSCF '23

Andres Garrido Aranda is currently a Quantitative Researcher at Northern Trace Capital where he also completed his internship. He is a 2023 Graduate of the MSCF Program. His primary role is modeling behavior in commodity markets such as natural gas and power for discretionary investment strategies.

Brian Li, MSCF '21

Brian Li is a Quantitative Researcher with three years at Chicago Trading Company currently specializing in vol stat arb trading. He has experience both on the options market making side as well as the systematic alpha trading side, and his strengths lie in having skills across trading, research, and development. He graduated from MSCF in 2021 and have been working in trading since. 

Robert Doherty, MSCF '22

Robert Doherty is an associate on the Credit Portfolio Trading desk at JPMorgan Chase & Co. He has been with JPMorgan for the past three years following his summer internship there during his time at MSCF. A Pittsburgh native, he graduated from MSCF in 2022 after completing his undergraduate at the University of Pittsburgh, where he majored in Mathematics, Finance, Economics, and Marketing.

.

Cassie Yu, MSCF '21

Cassie Yu is a 2021 Dec graduate of the Master of Science in Computational Finance (MSCF) program. She holds an undergraduate degree in mathematics, computer science, and economics. Previously, Cassie was part of the quant investment team at Schonfeld. She is currently a quantitative researcher at Jain Global.

.

Kaiyang (Bond) Chen, MSCF '22

Kaiyang (Bond) Chen holds an undergraduate degree from the Engineering Science program from the University of Toronto and is a 2022 graduate of the Master of Science in Computational Finance Program. He currently works at Transmarket Group as a Quantitative Trader in U.S. Treasury and Futures and is responsible for developing quantitative trading models for the desk.

.

Past Quant-in-Residence