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.
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.
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.
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.
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.
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.
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.
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.
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.
Tania Labastida Garcia is an MS in Financial Mathematics from The University of Chicago. She has over five years of experience in Risk Management. Before joining the MSFM program, she worked three years for the Central Bank of Mexico managing the risks involved with the investment of the Mexican FX Reserves. And, upon completion of her graduate studies, Tania joined Western Asset Management as a Risk Analyst where she is member of the sustainability research team and she is focusing her career in Green Finance, ESG, SRI and Liquidity risk management.
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.
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.
Anand Krishnakumar is the Head of Investment Technology at Harris Associates in Chicago where he is responsible for Technology Strategy, Delivery and Support for all Front Office and Middle Office functions including Research, Portfolio Management, Portfolio Implementation, Trading, Portfolio Accounting and Performance & Attribution. Prior to joining the firm, he was a Senior Quant on the Systematic Strategies team in Investment Management at William Blair & Company where he developed algorithms and platforms for quantitative portfolio management, analytics and research. Previously, Anand worked at Morningstar, JP Morgan and Morgan Stanley as a Vice President and IT manager in asset management, responsible for a number of proprietary applications and platforms. He is a CFA charterholder and member of the CFA Institute and the CFA Society of Chicago. He graduated from the FinMath program in 2016 and also holds an MS in Computer Science from University of Illinois at Urbana Champaign and a B.E. in Electronics & Instrumentation from BITS in 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 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.