Spring 2024 Events
Market Making Game (sponsored by Optiver)
| Time: | Saturday, March 23 |
| Location: | TBA |
| Who: | CMU undergraduate students or first-year MSCF students |
| Registration info: | TBA |
| 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:
|
Quantathon (sponsored by Goldman Sachs)
| Participants: | CMU Undergraduates only; strictly teams of 4 |
| Time: | Saturday, Feb 24 |
| Location: | On Campus: TBA |
| Registration: | TBA |
| 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. |
Fall 2023 Events
Mock Quant Interviews
| Special Thanks to our Volunteer Interviewers: | Audrey Lao, Samantha Dawkins, Tony Wang, Sunny Liu, Cynthia Xi, Harshul Banthia, Li Jing Yao, Lori Liu, Tracy Chen, Anni Huang, Reid Zhou, Audrey Wang, Jessica Zhu, James Yu, April Li, Billie Chen, Angela Wu, Jeff Greco |
| Time: | 9:00am – 5:00pm, Tuesday September 19 |
| Location: | Various rooms in Doherty and Wean + Zoom |
| What to expect: | Alumni that are currently working in the quantitative finance industry will conduct one-on-one mock interviews with selected candidates. According to historical feedback, this is one of the best ways for students to prepare for the recruiting process and get to know about the industry. There may also be a networking event at the end of the mock interviews where you can get to interact with the interviewers. |
| Registration: | https://forms.gle/o3GbaWrVre9GnHEi9 |
Meet the Founders
| Quant Club's Founding Members: | April Li, Cissy Shi, Iris Qian and Jessica Zhu are working at Goldman Sachs, Castleton Commodities, AQR Capital and Tudor investments respectively |
| Time: | 5:00pm – 6:20pm, Friday September 8 |
| Location: | WEH 7500 |
| What to expect: | This is a great opportunity to get to know them better and ask any questions you may have regarding working in firms like AQR, GS, Castleton and Tudor, courses and Computational Finance programs @ CMU and even why they started the Quant Club! |
| Founder Bios: | |
| Registration: | https://forms.gle/4wMhKCzvsLGjg8mYA |
Quant Club Welcoming Event
| Time: | 12:00pm – 1:00pm, Sunday August 27 |
| Location: | Danforth Conference Room @ UC |
| What to expect: | Introduction to the club and current exec board, style of events and then some sample quant-interview style questions to get familiar with the spring events. |
| Registration: | Not necessary, just show up and have fun! |
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:
|
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. |
Quantathon
| 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 https://cmu.zoom.us/j/94412847701?pwd=VzczMFNBSGx4UGJuNElBaGJ3MlhBQT09 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! |