Spring 2023 Events

Arrowstreet x Quant Club Educational Session

Speaker: April Rathe
April leads the Quantitative Development group within the Research team. She manages Quantitative Developers on initiatives to advance the Research team’s technology agenda, developing and integrating technology that improves the firm’s forecasting research and portfolio simulation efforts. April joined Arrowstreet in 2020 and has over twenty years of experience building software and leading software engineering teams, primarily focused on finance and data.
Time: 4:30pm – 5:30pm, Tuesday Apr 4
Location: Zoom (link will be shared with registered students) (TBD)
What to expect: Using Dask for Distributed Computing in Quantitative Finance
Registration: https://forms.gle/zEQX5cSmLVTU11jE7

Poker Night

Time: 6pm, Tuesday March 28
Location: On campus (TBD)
What to expect: Play poker and meet SIG traders & recruiters
Registration: https://forms.gle/zcExexWFv1crYb1H8

Market Making Game (sponsored by Optiver)

Time: 10am-6pm, Saturday March 18
Location: Schenley Ballroom, Wyndham Pittsburgh University Center
Who: CMU undergraduate students or first-year MSCF students
Registration info: https://docs.google.com/document/d/1d6PYvwPe3pngRdjjz2RSTO35fNJp5ga_NYVFp_61hXA /edit?usp=sharing
What to expect: A fun, collaborative, and competitive quantitative finance game where you trade contracts with other teams and try to maximize terminal capital. This is a signature event of the CMU Quant Club sponsored by leading global market maker firm Optiver, featuring:
  • The classic CMU MMG experience: go around and physically trade on contracts with your peers
  • Exclusive in-person networking opportunities with Optiver recruiters, traders and software engineers, including a live trading simulation demo
  • Contracts that reflect the latest trends in Quant interview problems: test your probability, statistics, data science and estimation skills
  • An amazing array of swag and prizes (t-shirts, beanies, zipups, backpacks) and exclusive winner dinner sponsored by Optiver!
  • Poster: https://drive.google.com/file/d/18BH-GOeikxDexeS5EXJjwfSewAt65O7G/view?usp=sharing

Dexter Senft Talk

Speaker: Dexter Senft
Dexter Senft is a mathematician and computer scientist who wandered onto Wall Street in the early 1970s. Back then, transactions took a week or more to process and securities exchanged hands physically, in paper form. PCs would not exist for another decade. Dexter achieved fame by publishing a mathematical explanation of mortgage securities and how to predict their cash flows. He rose to the ranks of senior management at First Boston, Lehman Brothers, and Morgan Stanley. He played an important role in developing the use of computers on Wall Street. He was inducted into the Fixed Income Analyst Society Hall of Fame in 2004.
Time: 5:15pm, Thursday February 16
Location: Wean Hall 7500 @ CMU
Title: How Computing Technology Shaped Fixed Income Markets
Abstract: You've probably heard of Moore's Law and how computers get exponentially better over time. But have you thought about it in reverse? This talk will illustrate what the early practitioners of quantitative finance had to work with, and how fixed income markets evolved almost in lock-step with practitioners' ability to calculate the values of portfolios and the investment and risk management strategies they could engage in.


Participants: CMU Undergraduates only; strictly teams of 4
Time: 9:00am-6:00pm, Saturday Feb 18
Location: DH2210 @ CMU
Registration: https://forms.gle/fpdNxKLDWhkEp9V89
Description: Quantathon is an all-day problem solving competition sponsored by Goldman Sachs. Featuring a $4000 prize pool, teams of participants will come together to work on challenging open-ended problems whose solution will involve the kinds of quantitative skills that are needed in the finance industry. Knowledge of finance is not required.

Summer 2022 Events

Resume Workshop

Speakers: Amy, Jason, Ying, Tze Hng, Erica, Annie, Haohui
Time: 4:00pm, Saturday June 10
Location: Join Zoom Meeting
Meeting ID: 944 1284 7701
Passcode: 324042
Description: You will be assigned into breakout rooms with one of the quant club officers to review your resume individually.

Fall 2022 Events

Orientation Workshop

Speakers: Amy, Jason, Ying, Tze Hng, Erica, Annie, Haohui
Time: 1:15pm, Saturday Aug 27
Location: Wright at Cohon University Center
Description: Are you interested in Quantitative Finance? Are you eager to know how the market works? Welcome to Quant Club! We'll introduce you with the signature events we hold every year including Quantathon, Market Making Game, Mock Interviews, Resume Workshop, lecture series, and seminars. We'll also be holding a quick Quantitative Estimathon Game to introduce you with the concepts of pricing and trading that are happening everyday in the market. No prior knowledge of pricing or finance is required, but the skills needed to succeed in our estimation game will be valuable in the finance industry. Come, meet like-minded people, and win prizes!