Industry Professionals In-Residence

The Industry Professionals In-Residence (IPR) program supplements the strong student support provided by the Career Development Office (CDO) by providing access to industry expertise, coaching and advising.

Through the IPR program, students connect with industry experts during office hours, small group sessions, and workshops for advice on technical interviewing, career goals, and trends within the quant finance industry. Meet our IPRs below!

If you are interested in learning more about becoming an IPR, contact the Career Development Office.

Tania Labastida Garcia — Michael Beven

Trading Lead
**Summit Securities Group**
**LinkedIn**

Michael Beven is currently the trading lead for automated options at Summit Securities Group in New York. He has also previously run trading desks for low latency equity/index volatility market making and event-driven/special situation volatility strategies. He specialises in back-testing, signal research, scenario analysis, execution microstructure, pricing and risk management. Michael graduated from the Australian National University, majoring in Actuarial Studies, Quantitative Finance and Corporate Finance, and then completed the University of Chicago Financial Mathematics Program in 2016.

Clair Cui is an Associate at BNP Paribas in New York, where she develops and enhances derivatives execution and clearing platforms, conducts quantitative risk analysis, and contributes to the design of margin systems aligned with portfolio strategies. Prior to this, she was a Data Scientist at LORA Research, where she built machine learning–based stock selection models and deployed large-scale financial AI systems. Clair also interned at BNP Paribas as a Quantitative & Finance Summer Associate, working on CDS basis modeling, survival probability analysis, and U.S. Treasury auction data tools. She is currently pursuing her M.S. in Financial Mathematics at the University of Chicago and holds a B.B.A. in Accountancy from Hong Kong Polytechnic University.

Francisco Faraco, CFA is CEO & Founder of Faraco Partners, LLC. Prior to starting his own firm in early 2017, Francisco was an Executive Director at Morgan Stanley in New York, handling accounts for Ultra-High-Net-Worth Individuals (UHNWI) and Corporations in the US and Latin-America. In this role, Francisco developed quantitative investment strategies by modeling asset allocation and portfolio construction recommendations, as well as performed top-down fundamental analysis on individual securities and portfolios. Previously, he spent 6 years, as an Executive Director, at J.P. Morgan’s Global Investment Opportunities (GIO) group, providing UHNWI, Corporations and Family Offices in Mexico, Central & South America, and the Caribbean, with Institutional Service, Investment Advice and Trading Execution across a wide range of Asset Classes. While at J.P. Morgan, Francisco co-chaired the Latin American Investment Executive Committee & the Weekly “Opportunity Call” Executive Meetings, where overall market trends, trading ideas and tactical asset allocation changes/adjustments were presented to the entire Private Banking division. He also held senior positions in the International Wealth Management departments at Banco Santander, Merrill Lynch and Safra National Bank of New York. Francisco began his career as a Sales Trader at Eurobanco in Caracas, Venezuela, overseeing all Local-currency and US Dollar Funding, Repo Trading, Short-dated Interest Rate Business and Emerging Market Dollar-denominated Bond Trading.

Francisco holds an MS in Financial Mathematics from the University of Chicago (2004), an MA in Economics, with concentration in Financial Economics and Economic Development Policies, from the American University (2002) in Washington, DC, and a BBA in Banking & Finance from Universidad Metropolitana (1999) in Caracas. He is a Chartered Financial Analyst (CFA) Charterholder (2012) and member of both the Chartered Financial Analyst Institute (CFAI) and the New York Society of Security Analysts (NYSSA). Francisco is also Member of the Executive Advisory Council for the Physical Sciences Division at the University of Chicago. Francisco is fluent in Spanish and has working knowledge of Portuguese. Francisco is experienced in markets, fundamentals, and fixed income.

Jesse Freitag graduated the program in December 2024 and now works at U.S. Bank as an Assistant Vice President - Quantitative Model Analyst on the Industry Research & Applications team, specializing in interest rate modeling. While in the program, he gained industry experience doing Project Labs with BlackRock, The Options Clearing Corporation, and Neuberger Berman. He completed his summer internship as a Quantitative Risk Intern at DV Trading LLC, where he researched fixed income and other strategies. He served as a Teaching Assistant for the Foreign Exchange elective in Spring 2025. Passionate about quantitative finance and mentoring, Jesse is excited to share his experiences and support the next generation of FinMath students.

Tania Labastida Garcia is an Associate Investment Manager at CalPERS based in Sacramento, where she works closely with different asset classes to manage investment risks and uncover investment opportunities through the sustainable investment lens, ensuring that ESG factors are integrated into investment strategy, analysis, and decisions. Prior to joining CalPERS, Tania was a Sustainability Risk Manager at Western Asset Management in Pasadena, where she focused in the areas of Sustainability, ESG and Climate Risk. Tania began her career as a Risk Analyst with the Central Bank of Mexico and her first role upon graduating from the program was Quantitative Strategy and Research Manager with BMO Harris Bank, in Chicago. Tania holds a Bachelor of Science in Actuarial Science from the National Autonomous University of Mexico, and a Master of Science in Financial Mathematics from The University of Chicago. Tania is experienced in sustainable investing, asset management, and risk management.

Shane Gladson is a Junior Quant Developer at DV Trading. In this role, Shane develops data pipelines, builds financial models, and conducts market research in the energy space. He received a bachelor's degree in mathematics and statistics at the University of Florida before attending the University of Chicago MSFM program where he graduated in 2024. Shane was also a Quantitative Analytics Intern at Bank of America.

Anand Krishnakumar is a seasoned technology professional with a background in investment management, quantitative platforms and leadership. Anand has held a variety of roles across firms of different sizes but have spent my entire career in the asset management industry. In his most recent role as Head of Investment Technology at Harris Oakmark, Anand led the modernization of critical trading, research, quantitative analytics and data platforms through Cloud-first solutions. Anand's education in Computer Science and Financial Mathematics have been instrumental to his ability to operate effectively at the confluence of investments and technology.

Madison Rusch is a Senior Software Engineer at Garda Capital Partners. She works with the front office dev team, supporting the trading floor and facilitating business operations. Before receiving her M.S. in Financial Mathematics, she spent 5 years at UnitedHealth Group working as a Technical Lead. She graduated from St. Lawrence University with a B.S. in Mathematics and Computer Science. Madison is experienced in software engineering, data structures, and algorithms.

Charles Song joined BofA through the Quantitative Management Associate Program (QMAP) after completing the Financial Mathematics Program at the University of Chicago, contributing to the development and enhancement of predictive models for prepayment, default, and Loss Given Default (LGD). His work integrates high-dimensional datasets, regulatory frameworks, and machine learning techniques to improve model accuracy and operational efficiency. Charles is excited to support current students in navigating the quant finance industry. He’s also happy to talk about translating academic modeling and communication skills to bank-scale problems, preparing for quant interviews, collaborating in matrixed teams, and succeeding in a quant program.

Tammy Yu is an Associate on the Risk and Quantitative Analysis (RQA) team at BlackRock in New York City, where she focuses on investment risk management for the separately managed account (SMA) business. Prior to joining BlackRock, she spent four years as an actuary specializing in retirement pricing and asset-liability management. Tammy graduated from the FinMath program in 2024 and holds a B.S. in Actuarial Mathematics from Bryant University.

Previous IPRs

Nick Alexander

Associate Quantitative Analyst
Allstate Investments
LinkedIn

Nick Alexander is an Associate Quantitative Analyst at Allstate Investments. Functions of his team include Strategic Asset Allocation, Factor Modeling, Manager Research, and Systematic Strategy R&D. Previously, he worked as a Data Scientist on Allstate's Enterprise Risk and Return Management team where he conducted Statistical Modeling, Risk Estimation, and Optimization to quantify risks to the business. Prior to working as a Quant, he worked for two years as an Electrical Design Engineer on an R&D team for Stryker, a multinational medical technologies corporation. He graduated from the FinMath program in 2019 and also earned his Bachelor of Science degree in Electrical Engineering from the University of Illinois Urbana-Champaign.

Shravya Barkam is a Fixed Income Quantitative Analyst at Capital Group in Los Angeles. She covers US core and core plus fund strategies within the Structured Investment Group. She does quantitative research to help portfolio managers manage portfolio risk, derivatives pricing, analytics, investment strategy and fund replication. Prior to joining Capital, Shravya was an Investment Banking Analyst at Goldman Sachs. Before that, she was a software development engineer at Verizon. She earned her master's degree in Financial Mathematics from The University of Chicago in 2019.

Nicholas Bartlett is a Quantitative Trader at TransMarket Group (TMG), a proprietary trading firm at the intersection of market making and relative value trading. Nicholas resides within the interest rates group, trading bonds, FX, and various interest-rate futures. This role involves daily interaction with both automated high-frequency trading systems and manual, discretionary trading. As a Quantitative Trader, Nicholas also spends time researching and developing pricing models, backtesting trading strategies, and writing code to facilitate further analyses. Prior to completing his Master of Science in Financial Mathematics at the University of Chicago in December 2022, Nicholas graduated from the University of Colorado where he studied Finance, Economics, and Mathematics. Nicholas is experienced in mathematics, market making, probability, bonds, fixed income, and trading.

Jeeho Chang worked as a Structurer for 12 years at international financial institutions providing bespoke structured derivatives to corporate clients according to their unique business needs and environments. He led Solutions Structuring at Credit Suisse for two years and Global Markets Structuring at Nomura for eight years in Seoul, South Korea, developing structured products for yield enhancement, FX hedging and financing cost reduction. Jeeho started his Structuring career at Standard Charted Bank, developing customized derivatives for South East Asian clients. Prior to his Structuring career, Jeeho also worked at Eastspring Asset Management as a fixed income portfolio manager and for PriceWaterhouseCoopers as a CPA. Jeeho graduated from the FinMath program in 2009 and holds a B.A. in Economics from Seoul National University. He is currently planning to start his own financial advisory firm.

Neil Cho is a Quantitative Researcher at Balyasny Asset Management in the Chicago office. He has held multiple roles within the firm from financial data science, systematic alpha research, and NLP. He has experience in alternative data, portfolio optimization, and applying NLP/LLM in trading context. Neil graduated from the MSFM program in 2023, holds an AB in Economics from the University of Chicago, and is a CFA Charterholder. Neil is experienced in alternative data, NLP / LLM, and trading systems.

Andrew Curran is an AVP Flow Equity Derivatives Quantitative Analyst at Citi in New York City. In this role, he focuses on volatility surface fitting, machine learning, and volatility analytics. He also completed the rotational analyst program at Citi where he worked as both an equity derivatives quant and single stock equity derivatives flow trader. Andrew graduated from the FinMath program in 2020 and holds a B.S. in Finance from Arizona State University.

Alex Dill has worked in the finance industry since 1986. Currently he is an Instructor in the Financial Mathematics Program and Lecturer in Law at the UCLA School of Law. His book, Bank Regulation, Risk Management, and Compliance, will be published in fall 2019. Alex spent most of his career in finance at Moody’s Investors Service. Most recently he was Head of Global Covenant Research, which publishes reports on legal protections in leveraged finance transactions. He was Senior Credit Officer in Moody’s Structured Finance Group, where he rated a wide variety of traditional and esoteric asset classes and bank-supported liquidity structures, and Global Ratings Compliance Officer for Structured Finance. Prior to Moody’s, he was a Branch Chief in Trading Practices at the U.S. Securities and Exchange Commission in Washington, D.C. He began his law career in New York, specializing in secured lending, bankruptcy issues, and bank regulatory matters. Alex holds an AB from Harvard University, an MA from Columbia University, and a JD from Emory University School of Law, where he was Executive Articles Editor of the Emory Law Journal.

Rupak Gupta

Analyst
**Northstar Risk Corp**
**LinkedIn**

Rupal Gupta is a Market Risk Quant at State Street in Boston. In this role, he performs daily risk management for a diverse book of top-tier alternative manager portfolios; including analysis of margins, stress scenario results, and exposure changes for various strategies. Prior to joining the FinMath Program, he previously worked at Credit Suisse from 2015-2017 within Global Equities, where he performed independent price verification and structured trade reviews. He also worked for Futures First as a Futures Trader within the commodities market from 2011 until 2014, trading grains and oilseeds futures across 4 exchanges. Rupak received his Master degree in Financial Mathematics from the University of Chicago (2018) and a Bachelor of Engineering in Computer Engineering from Netaji Subhas Institute of Technology (2011).

Jeff Koehler has 7 years of experience as a specialist recruiter at Selby Jennings, where his career has been primarily focused on front office roles in the trading sector. Since 2017, he has run the Selby Jennings Midwest office, having move to Chicago from New York City. He currently oversees a team of 30+ recruiters that focus in four areas of finance recruitment: Quantitative Finance, Financial Technology, Investment Banking, and Legal/Compliance. His primary clients are hedge funds, trading firms, and FinTech firms with additional relationships across various financial institutions.

Piyush Kontu is currently a quantitative researcher at State Street focusing on producing indicators, thought leadership and research in ESG investments. Functions of his team include co-authoring white papers and journal articles in collaboration with academic partners, as well as, supporting institutional clients with statistical modelling and investment research. Previously, Piyush had worked with Morningstar in their Index research team, managing and constructing a wide range of indexes across equities and fixed income asset classes and factor based investment styles. Piyush graduated from University of Chicago in the Financial Mathematics program. 5+ years of experience in the quantitative finance industry. He holds a Bachelor’s in Engineering (Hons.) from Birla Institute of Technology and Science, Pilani in Civil Engineering with a Minor in Finance. As a Quant Finance enthusiast, Piyush further employs his skills in Statistical modeling, Machine Learning, Portfolio Theory & Risk Management.

Kyle Korol is the Associate Director, FIX and Algo Implementations at SS&C EZE, where he has worked since 2008. In this role, he manages the FIX and Algo Implementation team and implements Algo suites for sell-side partners across OMS and EMS platforms. He configures Direct FIX routing for low latency trading and oversees implementation of changes for trading components following market data updates. Kyle also worked as a Trader for League Trading in Chicago. He graduated from the FinMath program in 2012 and also holds a BS in Business Economics and Finance from Southern Illinois University.

Andy Liu is a Quantitative Analyst with Flow State Investments, a multi-strategy hedge fund with offices in Chicago and New York. Andy leads the research efforts of Flow State’s Statistical Arbitrage team, overseeing the alpha research process from initial idea generation to strategy monetization. Before joining Flow State, Andy was a founding team member at Sterling Partners Quantitative Investments. At Sterling, he was responsible for alpha research, model development, and trading infrastructure design, contributing to the launch of Sterling’s Quantitative Market Neutral strategy. Prior to Sterling, Andy worked as an Assistant Portfolio Manager at SB Capital Management, where he was responsible for portfolio management, trading model development, and evaluation of investment opportunities. Andy received his M.S. in Financial Mathematics from the University of Chicago in 2018 and earned his bachelor's degree in Business Economics from the University of California, Los Angeles, graduating Summa Cum Laude and with Department of Economics Highest Honors. Andy is experienced in equities, hedge funds, quant research/analytics and trading.

Zak Meyers is an Algorithmic Trading Analyst at Simplex. After the Financial Mathematics Program, Zak worked for CloudQuant, a data provider, as a Quantitative Researcher for just over two years. He mainly worked with alternative datasets to find alpha signals and generate backtests that would help the company pitch the data to trading firms and banks. Following this, Zak worked as a Quantitative Trader for Simplex, an options market making firm. After the initial training period, he spent a lot of time optimizing the speed of our quoter, doing post trade analysis, and sending some of our manual spread trades to floor brokers. Zak is happy to tanswer any questions students may have, but feels most qualified to talk about jumping from Quantitative Research to Quantitative Trading, Python for data analysis, and the general idea behind market making.

Philip Michaelides is an Interest Rate Derivatives Strategist at J.P. Morgan. Within rates derivatives strategy, his team presents their macro views, trading recommendations, and analysis on products involving swaps, swaptions, swap spreads, futures and exotics. Prior to joining J.P. Morgan, he worked as a Quantitative Analyst at Wells Fargo and received a Master of Science in Financial Mathematics from The University of Chicago.

Anvita Panandikar is a Quantitative Strategies Associate at Bank of America in New York City. She is part of the Commodities and FX Quantitative Investment Strategies (QIS) team, where she works on the development of systematic interday and intraday hedging strategies. Previously, she had worked at Goldman Sachs for 3 years on the Credit Risk Engineering team, where she provided data-driven insights for the firm’s Investing and Lending businesses. Anvita holds a B.S. in Financial Actuarial Mathematics with a specialization in Computing and a B.A. in Economics from the University of California, Los Angeles and a M.S. in Financial Mathematics from the University of Chicago. Anvita is experienced in banking, commodities, and risk.

Marek Ramilo is a Senior Quantitative Trader at Chicago Trading Company, specializing in electronic market-making and systematic risk management. He also works for the R&D department at Driveline Baseball. He graduated from Yale College in 2016, and then from the FinMath program in 2022.

Riya Sheth is a Quantitative Equity Trader at Dodge and Cox in San Francisco. Her role entails trading equity in emerging markets along with market structure and trading strategy analysis. Riya received her Master of Science in Financial Mathematics from the University of Chicago where she also engaged as a teaching assistant for Stochastic Calculus, and Probability and Stochastic Processes. Prior to her masters, Riya worked as a research engineer at the Singapore Institute of Manufacturing Technology. She graduated from the National University of Singapore with a Bachelor's degree in Mechanical Engineering and a minor in Computer Science. Riya is experienced in probability, stochastics, and markets.

Chintan Singh works with JP Morgan Chase as Vice President in Quant Research. His work involves developing quantitative models for Market Risk Stress Computations and running analytics for capital optimization. Chintan graduated from the FinMath program in 2022 where he has also worked as a Teaching Assistant in Option Pricing, Numerical Methods, and Portfolio Theory & Risk Management courses. Before joining FinMath, Chintan has worked extensively with multiple international banks in Sales Trading, Derivative Structuring and Quantitative Consulting roles managing elite client relationships and leading teams in various roles. Chintan is a CFA Charter holder, an FRM and has a bachelor’s in chemical engineering from BITS Pilani, India.

Arlene Tang is a Quantitative Researcher in the office of the COO at Magnetar Capital. She primarily focuses on the optimal asset allocation within the flagship Alternative Credit & Fixed Income business at Magnetar. Her day-to-day typically involves performing quantitative due diligence covering all asset classes across the entire portfolio through the analysis of historical data and modeling returns to maturity in an effort to optimize Magnetar’s risk/reward profiles. Previously, Arlene worked in the Fixed Income, Currencies and Commodities group at Barclays Investment Bank in New York for three years and interned on the FX Automated Trading Strategies desk at JP Morgan. She graduated from the FinMath program in 2017 and also received her Bachelor of Science degree in Electrical and Computer Engineering from Carnegie Mellon University.

Samid Viveros is currently the Vice President of Model Risk and Validation within the Model Risk Management Group at Northern Trust. In this role, he manages a team responsible for providing testing, monitoring and review of the models that are used throughout the bank. Over the course of his career he has held positions at Swiss Re, Assurant and GMAC Financial. He received his Master degree in Financial Mathematics from the University of Chicago (2013) and a Bachelor degree in Actuarial Science from Instituto Tecnologico in Mexico. He is currently focused on the challenges of explainability and fairness in machine learning. In his free time Samid enjoys keeping up to date with the latest methods in Artificial Intelligence, watching British police dramas, and burning his savings in cryptocurrencies.

Hongcen Wei is an Economist at Goldman Sachs focused on commodities. He graduated from the University of Chicago in 2021 with a Ph.D. in economics from the Kenneth C. Griffin Department of Economics. His research interest was in the intersection of macroeconomics, finance, and labor, especially the macroeconomic and social effects of financial markets and institutions. One of his projects "The Effects of Financial Deregulation on Wage Inequality" studied the effects of interstate banking deregulation on wage inequality and how this within-finance shock transmits into the labor market, empirically and theoretically. Hongcen is an alumnus of the Financial Mathematics Program (2012) and taught for the program from 2012-2021.

Alexander Wugalter

Garden Leave
Hudson River Trading
LinkedIn

Alexander Wugalter is on garden leave from Hudson River Trading in New York, where he worked as an Algorithm Developer creating predictive trading models for HRT's high-performance trading infrastructure. Prior to joining HRT, Alex worked as Vice President at Ellington Management Group, an investment management firm known for data-driven fixed income investing. He also served as a Vice President for Sumitomo Mitsui Banking Corporation (SMBC) after starting his career at Citi as an Associate in Sales, Trading, & Quantitative Analysis. Alex graduated from the FinMath program in 2007 and also holds a PhD in Operations Research & Financial Engineering from Princeton University (2011).

If you are interested in learning more about becoming an IPR, contact the Career Development Office.

Michael Beven

Clair Cui

Francisco Faraco

Jesse Freitag

Tania Labastida Garcia

Shane Gladson

Anand Krishnakumar

Madison Rusch

Charles Song

Tianyao (Tammy) Yu

Previous IPRs

Nick Alexander

Shravya Barkam

Nicholas Bartlett

Jeeho Chang

Neil Cho

Andrew Curran

Alex Dill

Rupak Gupta

Jeff Koehler

Piyush Kontu

Kyle Korol

Andy Liu

Zak Meyers

Philip Michaelides

Anvita Panandikar

Marek Ramilo

Riya Sheth

Chintan Singh

Arlene Tang

Samid Viveros

Hongcen Wei

Alexander Wugalter