April 18, 2025
Speakers
Dimitri Bianco
Agora Data - Head of Quantitative Risk and Research
“What began two 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 in 2024, and for 2025, I’m excited to have both Agora and The University of Texas at Dallas as sponsors. Our goal is to keep the conference truly ‘quaint’—a welcoming space to collaborate, share insights, and drive meaningful discussions.”
Jacob Bowers
Vice President - BlackRock
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.
Stan Colpacov
Stan has built a dynamic career spanning companies of all sizes, from startups with 25 employees to corporations with over 50,000. Starting in pure tech roles, he gradually expanded into strategic and management positions.
Currently, he leads the Data Science and Risk Analytics practice at a subprime specialty financing firm, with prior experience as Data Scientist at one of the largest subprime auto lenders in the U.S.Beyond his corporate role, Stan runs his own consultancy, RISKINUS LLC, helping fintechs with everything from data source evaluation to data strategy and hiring top-tier data talent. He is also pursuing both the CFA and FRM designations to deepen his expertise in financial risk.
Fun fact about Stan: he speaks fluently in four languages.
Zachary Creighton
Hemans - Founder
With over a decade of experience in Quantitative Finance and Analytics search and selection across Europe and the U.S., Zach has built a reputation for delivering top-tier talent to leading financial institutions, hedge funds, and proprietary trading firms.
Having spent 10 years advising global firms on hiring strategies and market trends, Zach leveraged this expertise to establish Hemans. Talent, a specialized executive search firm focused exclusively on financial services. The firm partners with clients to build high-performing teams across trading, risk, research, and data-driven roles, offering a consultative approach tailored to the evolving demands of the industry.
John Dravenstott, CFA
KeyCorp/KeyBank - Senior Vice President in Corporate Treasury
John Dravenstott, CFA, is a senior vice president of corporate treasury for KeyCorp/KeyBank, which is based in Cleveland, OH, and has over $180 Billion in assets. In his current role, John advises the corporate treasurer and executive leadership on strategies relating to Key’s interest rate risk management, liquidity, and capital. Prior to Treasury, John led a strategy and analytics team within Credit Portfolio Management and a Quantitative Analytics team focused on the development and implementation of risk rating models, non-models, and processes. John has also worked in corporate and investment banking at KeyBanc Capital Markets Inc. in relationship management, underwriting, and credit risk roles focused on Utilities, Power & Renewables, Midstream, and Oil & Gas Exploration & Production clients, as well as sell-side equity research focused on the restaurant sector.
Devashi Gulati, PhD
Agora Data - Implementation Quant Developer
Math PhD
Devashi Gulati is an Implementation Quant Developer at Agora Data, where she leverages advanced mathematical theory and machine learning techniques to optimize and implement financial models.
Her doctoral research in geometric topology earned her an invitation to speak at the 2024 Joint Mathematics Meetings and was featured by the American Mathematical Society. Prior to her PhD, she completed a dual degree in Computer Science (B.E.) and Mathematics (M.Sc.) from BITS Pilani, India.
Arkin Gupta
Morgan Stanley - Vice President of Central Risk Book
Morgan Stanley specializes in risk modeling and portfolio optimization. Prior to joining Morgan Stanley in 2022, he worked at Cubist and BlackRock, where he developed systematic trading systems and strategies.
Arkin holds a bachelor’s degree in Mathematics and Computer Science from UC San Diego, as well as a master’s in Operations Research from Columbia University.
Murlidhar Jutti
Santander Bank - Model Risk Validator
Murlidhar Jutti is a seasoned statistician with over two decades of professional experience in diverse domains such as banking, retail, government, and healthcare reporting. In his most recent role with Santander Bank, he continues to serve as a Model Risk Validator.
As a hands-on professional with significant exposure to large datasets, he specializes in data wrangling and the application of various Machine Learning concepts and algorithms to different types of financial problems.
Billy Mateker
Bertram Capital - Senior Director of Data Science
Mehul Mehta
Charles Schwab - Manager, Risk Management
Quant Youtuber
Christina Qi
Databento - Chief Executive Officer
Board of MIT – Modernizing the market data industry
Christina Qi is the CEO of Databento, an institutional market data provider. She formerly founded Domeyard LP, a hedge fund focused on high frequency trading (HFT) that traded up to $7.1 billion USD per day, running it for a decade.
Christina is a member of the MIT Corporation Development Committee, a standing committee of the MIT Corporation (the board of trustees), charged with raising critical financial resources to uphold the Institute’s academic rigor, promote student life, and advance global initiatives.
From 2018 to 2023, she co-chaired the Development Committee and eventually became Co-Chair of the Board of Invest in Girls, bringing financial literacy education to underserved populations across the US. Christina holds a Bachelor of Science in Management Science from MIT and is a CAIA Charterholder.
David Shimko
NYU - Industry Full Professor of Finance
Wall Street Scholar
David Shimko started his academic career at the University of Southern California. He went to JPMorgan as Head of Commodity Derivatives Research where he designed custom structures, valuation and analyses for global commodity clients.
At Bankers Trust, he headed the Risk Management Consulting function for external clients. He left to form “Risk Capital”, a firm that consulted to corporate, exchange, financial institution, government agency and sovereign clients for 20 years before joining NYU Tandon.
Dr. Logan Song
The University of Texas at Dallas - Adjunct Professor
Generative AI Leading Consultant, Google
Agus Sudjianto
H2O.ai - Senior Vice President Risk/Technology
McKinsey & Company - Senior Advisor
Shambhavi Vats
JP Morgan Chase - Vice President Market Risk Coverage
Shambhavi Vats is a Vice President in Market Risk at JP Morgan Chase, specializing in securitized products with a focus on Commercial Mortgage-Backed Securities (CMBS).
Shambhavi holds a Master’s in Quantitative Finance from Rutgers University and a Bachelor’s in Computer Science Engineering. Prior to JP Morgan, she worked as a Quant at UBS and Citibank, developing, analyzing and validating predictive models, risk frameworks, and automation tools. She also serves on the Rutgers MQF Alumni Board, mentoring students and shaping curriculum enhancements. A published researcher in dynamical mathematics, she is passionate about risk management.
Raghu Venkat
FinBe USA - Chief Risk and Pricing Officer
Raghu Venkat is the Chief Risk and Pricing Officer at FinBe USA, a small auto lender based out of Fort Lauderdale, Florida. Prior to FinBe Raghu worked in leadership roles within Decision Science, Data Science and Risk Management for GM Financial and Santander Consumer USA.
Raghu started his career in Biostatistics and transitioned to financial services during the great recession of 2008. His primary focus is risk management, pricing, profitability and growing auto lending portfolios by leveraging data and analytics.
Fred Viole
OVVO Labs - Founder
Fred Viole has successfully traded equities, FICC, and derivatives since the 1990s. Leveraging these experiences, he has developed a series of automated trading solutions across multiple frequencies and published research on novel statistical techniques.
Presently, his research focuses on nonlinear statistics, numerical analysis, machine learning, portfolio optimization, risk management, and the intersection of behavioral and quantitative finance.
Joe Yang
Agora Data - Director of Model Development
Joe Yang has worked at various banks, such as Citi, Chase, and Santander, focusing on model development and risk management for consumer financial service products before joining Agora Data in January 2025.
Patrick Zoro
Lehigh University - Professor
Professor Zoro is the manager of the Master in Financial Engineering program and teaches undergraduate and graduate courses. He was managing director for BNP Paribas (New York) in the Portfolio Management Group.
Professor Zoro is also the creator of the Quant / Master in Financial Engineering Podcast and the annual Lehigh Quant Conference. He runs dozens of experiential quant projects with third-party firms (asset management, blockchain, banks, AI, Hedge Funds) as part of year-end Corporate Financial Engineering Capstone Projects.