April 10, 2026
Speakers
Roman Bansal
Nanoconda - Founder and CEO
Daniel R Barrera
LMR Partners - Quantitative Reseacher
Daniel Barrera is a quantitative researcher at LMR Partners in New York, where he develops statistical models and proprietary reversal signals for multi-billion dollar equity portfolios. With over 15 years in quantitative finance, he previously spent 7 years at MSCI-Barra developing factor models including global sector and cryptocurrency models.
Daniel shares insights on quantitative investing and portfolio construction through “Dan the Quant” on LinkedIn (4,000+ followers) and maintains open-source educational materials on factor modeling and portfolio optimization on GitHub. He holds a Master in Financial Engineering from UC Berkeley, where his applied project was supervised by Ronald Kahn, an MBA from UT Austin, and a BS in Computer Science and Electrical Engineering from Monterrey Institute of Technology.
Dimitri Bianco
CEO of Fancy Quant
“What began years ago as a simple coffee meetup for quants to exchange ideas has evolved into a full-scale conference. Agora played a pivotal role in transforming this gathering into the Quaint Quant Conference. I’m excited to have both Agora and SMU Cox School of Business as sponsors. Our goal is to keep the conference truly ‘quaint’—a welcoming space to collaborate, share insights, and drive meaningful discussions.”
Jacob Bowers
BlackRock - Vice President
Jacob Bowers is a Vice President at BlackRock supporting multi-billion dollar systematic funds as a senior quantitative analyst and developer. His work at BlackRock has included implementing inflation hedging strategies for allocation funds, building backtesting frameworks for systematic strategies, and exploring machine learning approaches for portfolio optimization.
Before joining BlackRock, Jacob worked as a computational scientist and graduate student researcher at the National Renewable Energy Laboratory, Sandia National Laboratory, and MIT Lincoln Laboratory exploring various applications of mathematical modelling to real-world physical science problems.
Alessio Brini
Duke University’s Pratt School of Engineering - Executive in Residence
Jared Broad
QuantConnect - Founder & CEO
Jared Broad is the founder and CEO of QuantConnect, a platform for designing and trading quantitative investment strategies. He studied biomedical engineering at the University of Auckland in New Zealand and began his career building algorithmic trading systems before founding QuantConnect in 2011. Before that, he spent several years in humanitarian work across Asia and South America, serving as a first responder to natural disasters. He is also the an author of Hands-On AI Trading with Python, QuantConnect, and AWS (Wiley), a practical guide to building and deploying AI-driven investment strategies.
Paulo Cavallo
Senior Credit Risk Model Developer
Paulo Cavallo is a Senior Credit Risk Model Developer specializing in PD, LGD, and EAD models under SR 11-7 regulatory frameworks. With over 5 years in credit risk modeling, he has built models for CECL compliance and presented AI research to audiences of 200+ professionals.
Paulo publishes “Exit Code 2 | AI Under Audit,” a newsletter on AI governance in regulated industries, and maintains open-source projects on GitHub including multi-agent RAG systems and LLM fine-tuning for financial applications. He holds a PhD in Public Policy and Political Economy from UT Dallas, where he published research on Foreign Direct Investment.
Jaehyuk Choi
Columbia University (MAFN) - Program Director
Jaehyuk Choi is the program director of Columbia University’s Mathematics of Finance (MAFN) MA program. He was an Associate Professor at Peking University HSBC Business School before joining Columbia in 2025. Prior to his academic career, he spent nine years as a fixed-income quant at Goldman Sachs in New York and Hong Kong.
Jaehyuk is also a co-founder and academic advisor to quants.net, a financial technology company. His research interests encompass mathematical finance, machine learning, and numerical methods. He holds a Ph.D. in Applied Mathematics from the Massachusetts Institute of Technology.
JR Concepcion
Lehigh University - Graduate Student
JR is a Graduate student in Financial Engineering at Lehigh University, with a focus on derivatives, volatility, and portfolio construction. He leads the PA-100 Index project sponsored by CBOE and contributes to the Optimal Index Options Project sponsored by Point72. JR develops open-source Python packages and analytical tools for options analysis, focusing on understanding risk sensitivities, payoff dynamics, and scenario impacts in real market settings. His broader interests lie in applying these insights to portfolio construction and derivatives strategies.
John DeTore
ARGA - Director of Strategic R&D
Mr. DeTore has over 40 years of investment experience and specializes in applying data science, quantitative methods, and advanced analytics to enhance investment research and decision-making in order to improve active returns. He was the former Chief Investment Officer of Capitalogix and GRT United Alpha, and before that was the former (founding) Quant Research Director at Putnam Investments and Wellington Management. He taught “Fundamentals of Institutional Investment Management”, a course of his own design, at MIT Sloan for many years. He was Faculty Advisor at MIT to the CFA Challenge competition taking multiple teams to the national level.
At ARGA, he works closely with our portfolio managers and other investment professionals to develop both the existing investment process and new products, including tools that expand efficiency and bring additional AI resources to the investment professionals. He has also expanded the approach to transaction cost analysis, performance analysis and firmwide risk evaluation. He has designed the latest round of ARGA products driven by low tracking error and careful use of risk tools.
Vashishtha Doshi
UC Berkeley Haas School of Business - Director of Career Services
Vash Doshi is the Director of Career Services for UC Berkeley Haas School of Business’ Master of Financial Engineering program. Vash is a seasoned higher education professional with over a decade of experience in career development, employer relations, and student success. Prior to his role at Berkeley Haas, Vash served as the Associate Director of Career Services for UC Davis Graduate School of Management’s MSBA program and served as the Manager of Industry Relations for UCLA Anderson’s MSBA program.
Vash also served as a career counselor at UCSB for graduate and international students. Vash is dedicated to expanding corporate partnerships for the Berkeley Haas MFE program, leveraging data-driven strategies to grow the partnership portfolio and better align student interests with career outcomes. He is focused on building a results-oriented career services program that helps students define and pursue their ideal career paths while engaging alumni to drive success across the entire MFE community.
Daniel Jones
National Life Group - Director, Balance Sheet Forecasting
Daniel Jones is currently Director, Balance Sheet Forecasting within the Capital Management team at National Life Group, a life insurance and annuity company, where he is a liaison between various teams, such as FP&A, accounting, and actuarial modelling/valuation, in order to harmonize data into meaningful analytics and forecasts for senior management to make prudent and sound capital management decisions.
Prior to National Life Group, Daniel spent 11 ½ years between AIG and Corebridge Financial with tenures spanning from Treasury, Liquidity Management, collateralized funding, and Capital Management. Before AIG, Daniel accumulated 12 years of accounting experience in various industries ranging from oil & gas, food distribution, and software. Daniel holds a BBA in Finance and Accounting from the University of Houston, is a CFA® charterholder, FDP charterholder, and CAIA® charterholder.
Murlidhar Jutti
Didier Lopes
OpenBB - Founder
Didier earned an MSc with distinction in Control Systems from Imperial College London and has published two papers (ECC and ICMLA). As the founder of OpenBB, he frequently speaks at events like CFA Society New York, Web Summit, and Cornell Financial Engineering Manhattan, sharing insights on open source and AI in finance. His work has been recognized by leading tech publications, including TechCrunch, VentureBeat, and VICE Magazine.
Shubham Mangalvedhe
BlackRock - Quant Portfolio Management
Kevin Najimi
Causeway - Director of Investment Technology
Mr. Najimi is the Director of Investment Technology at Causeway. He joined the firm in July 2019. Within the firm’s fundamental and quantitative investment teams, Mr. Najimi leads software development, data engineering, and data science efforts in support of Causeway’s investment research and portfolio management capabilities.
Mr. Najimi worked as a solution architect, enterprise data management lead, and corporate IT leader at Robert W. Baird & Co., with responsibility for technology leadership of the firm’s top priority projects across all business lines and departments. From 2003 to 2010, Mr. Najimi worked in roles ranging from software developer to director at Direct Supply, leading large scale data integration, process automation, and data analytics functions.
Mr. Najimi earned a BBA, magna cum laude, in management information systems from UW-Milwaukee, studied music composition at California Institute of the Arts, and held graduate student at large status at the University of Chicago Booth School of Business. Mr. Najimi is a CFA charterholder.
Christina Qi
Databento - Chief Executive Officer
Board of MIT – Modernizing the market data industry
Christina Qi is the CEO of Databento, one of the fastest-growing market data providers in the world. She formerly founded Domeyard LP, a hedge fund focused on high frequency trading (HFT) that traded up to $7.1 billion USD per day. Christina is a member of the Massachusetts Institute of Technology (MIT) Board of Trustees. She was Co-Chair of the Board of Invest in Girls and served on the Boards of Forbes Under 30, The Financial Executives Alliance (FEA) Hedge Fund Group, the MIT Sloan Boston Alumni Association, and the U.S. Non-Profit Boards Committee of 100 Women in Finance. Christina earned a Bachelor of Science in Management Science from MIT in 2013 and earned her CAIA designation in 2015. She lives in her home state Utah with 10 chickens, 2 turtles, and a 15-year-old dog.
Jeffrey Ryan
QUANTkiosk - Co-founder
Anureet Saxena
Alignment Trio Management - CEO & Founder
Anureet Saxena, Ph.D, CFA is CEO & Founder of Alignment Trio Management, a boutique firm focused on quantitative research and private investments. Anureet has been in the industry for eighteen years and has managed institutional capital using market neutral long-short and active long-only strategies. Prior to founding Alignment Trio, Anureet was a senior portfolio manager on the Systematic Strategies Team for Columbia Threadneedle Investments. Previously, he was Director of Quantitative Research at McKinley Capital Management and member of the Scientific Advisory Board for over six years. Anureet has also held senior positions at Lazard Asset Management and Allianz Global Investors.
Anureet has taught in the Quantitative and Computational Finance (QCF) program at Georgia Institute of Technology and Quantitative Methods program at Krannert School of Management (Purdue University). Anureet is the winner of 2004 Egon Balas best paper award, 2008 Gerald L. Thompson dissertation award and 2014 excellence in Economics scholarship by Krannert School of Management. Anureet earned his B.Tech in Computer Science and Engineering from IIT Bombay, M.S and Ph.D in Management Science from Tepper School of Business (Carnegie Mellon University), M.S in Economics from Krannert School of Management (Purdue University), and a certificate in Accounting from UC Berkeley (extension program). Anureet is a CFA, CIPM and CQF charter holder.
Vivek Shah
Institute of Mathematics and Applications - Fellow
Vivek Shah bring extensive experience working across the Traded Capital Markets, Investment Management, and Insurance area and lead global teams responsible for Derivatives Strategy/Trading, Market/Investment, Credit and Liquidity Risk, ALM, Capital Solutions and Regulation. Oversight covered the North America, Europe, and EM business lines; across FI, Equity, Credit derivatives, Alternatives and Commodity asset class and Private Markets. Vivek has worked for various organizations Nomura, JP Morgan (US and UK), CIBC (US), and Bank of America (US and UK), Natixis, Prudential and Amundi in various roles as Quant Researcher, MBS/Interest Rate Derivatives trader, Structuring and Head of Risk Management in New York and London. A MRT (‘material risk taker’) holder from regulator. Vivek actively publishes articles in Risk Journal on Stress Testing, Regulation and LDI Derivative Hedging Strategy. Vivek is a fellow at Institute of Mathematics and Applications.
Raghu Venkat
Raghu has over a decade of experience in model development, strategy, analytics, and leadership in the financial services industry. His experience includes credit risk model development, loss forecasting, credit policy, and pricing program development. He has worked at many large corporations like GM Financial, Santander Consumer USA and Bank of America that have established model validation, governance, and audit practice. His primary focus and practice areas are credit risk management, pricing, profitability, portfolio analytics, and strategy.
