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Artwork for Quantcast – a Risk.net Cutting Edge podcast

Quantcast – a Risk.net Cutting Edge podcast

Quantcast – a Risk.net Cutting Edge podcast
Quantitative Finance
Finance
Machine Learning
Artificial Intelligence
Hierarchical Risk Parity
Neural Networks
Risk Management
Financial Modeling
Backtesting
Quantum Computing
Portfolio Construction
Credit Risk Management
Financial Mathematics
Sabre Model
Convexity Adjustment
P&L Attribution
High-Frequency Trading
Market Integrity
Algorithmic Trading
Investment Strategies

Conversations around the latest articles and topics covered by Risk.net's Cutting Edge team.

PublishesTwice weeklyEpisodes73Founded8 years ago
Number of ListenersCategory
Business

Listen to this Podcast

Artwork for Quantcast – a Risk.net Cutting Edge podcast

Latest Episodes

Walter Farkas Risk Quantcast MS by Quantcast – a Risk.net Cutting Edge podcast

Jack Jacquier 14/10/25 Risk Quantcast MS by Quantcast – a Risk.net Cutting Edge podcast

Kihun Nam, Risk Quantcast by Quantcast – a Risk.net Cutting Edge podcast

Petter Kolm 27/11/25 Risk Quantcast_MS by Quantcast – a Risk.net Cutting Edge podcast

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Recent Guests

Kihun Nam
Director of the Masters in Financial Mathematics
Monash University
Episode: Kihun Nam, Risk Quantcast
Petter Kolm
Director of the Masters in Mathematics and Finance at NYU's Courant Institute
New York University
Episode: Petter Kolm 27/11/25 Risk Quantcast_MS
Laura Ballotta
Director of the Masters in Quantitative Finance at Bayes Business School
Bayes Business School, City University of London
Episode: Laura Ballotta Risk Master’s Series
Stefano Iabichino
Director of the QoS team at UBS
UBS
Episode: Risk Quantcast Stefano Iabichino 06/11/25
Johannes Muhle-Karbe
Head of Mathematical Finance at Imperial College London
Imperial College London
Episode: Johannes Muhle-Karbe – 24/07/25
Dario Villani
Co-founder and CEO of Duality Group and Edge Fund, and of Cognitive
Duality Group, Cognitive
Episode: Dario Villani and Kharen Musaelian, 19/06/2025
Kharen Musaelian
Co-founder of Duality Group and Cognitive, CIO of Duality and Chief Science Officer at Cognitive
Duality Group, Cognitive
Episode: Dario Villani and Kharen Musaelian, 19/06/2025
Fabrizio Anfuso
Leading expert in credit risk of highly leveraged counterparties
Episode: Fabrizio Anfuso podcast 20/05/25
Lyudmil Zyapkov
Senior Quantitative Analyst at Bank of America
Bank of America
Episode: Lyudmil Zyapkov, 27/02/25

Hosts

Mauro Cesare
Co-host of discussions focusing on quantitative finance and risk management topics, sharing insights from the risk management field.
Mauro Cesar
Expert in quantitative finance with a focus on risk management as part of his role within Risk.net.

Reviews

4.7 out of 5 stars from 45 ratings
  • Excellent podcast on quantitative finance, featuring some of the most well known quants in the industry. Thanks

    Podcast Addict
    marco
    3 years ago
  • Appropriate for Quants

    Interesting topics covered for anyone who works or are interested in the want space. Sound quality could be better.

    Apple Podcasts
    4
    quant-man
    Sweden7 years ago

Listeners Say

Key themes from listener reviews, highlighting what works and what could be improved about the show.

Sound quality could be better.
Interesting topics covered for anyone who works or are interested in the quant space.

Chart Rankings

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Apple Podcasts
#190
Italy/Business

Talking Points

Recent interactions between the hosts and their guests.

Kihun Nam, Risk Quantcast
Q: What would you say is peculiar to your master program?
Our program has a high employment rate and strong emphasis on teaching innovations.
Dario Villani and Kharen Musaelian, 19/06/2025
Q: What are the main objectives you set out for the paper and the methods you introduced?
We aimed to identify similar bonds in the context of liquidity constraints, and we found QCML to improve results significantly over classical methods like random forests.
Petter Kolm 27/11/25 Risk Quantcast_MS
Q: Can you elaborate on your research regarding deep learning in high-frequency trading?
The research focuses on leveraging large order books to predict mid-price changes, emphasizing the effectiveness of LSTM models while identifying the importance of time-based features.
Petter Kolm 27/11/25 Risk Quantcast_MS
Q: How does Courant prepare students for collaborative work in the industry?
They emphasize both technical and soft skills, including teamwork, project management, and communication, although it's a challenge to cover all in three semesters.
Petter Kolm 27/11/25 Risk Quantcast_MS
Q: What subjects in your master's program have had more teaching time over the past few years, and which ones have lost time?
The focus has shifted from exotic derivatives to simpler traded contracts and automation, emphasizing programming skills, such as Python, over complicated financial products.

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Frequently Asked Questions About This Podcast

What is This Podcast about and what kind of topics does it cover?

This podcast features insightful discussions about contemporary issues and research in finance, particularly focusing on quantitative finance and risk management. Episodes highlight diverse topics such as credit risk management, stochastic volatility models, and interest rate modeling, leveraging expertise from industry professionals. The conversations often dive into complex theories, methodologies, and real-world applications, enriching the understanding of financial models and risk assessment strategies among listeners who are engaged in the financial sector or are interested in advanced financial concepts.

Each episode typically includes guest experts who provide unique perspectives and innovative findings, making the content not only ... more

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1. The Macro Trading Floor
2. Top Traders Unplugged
3. Unhedged
4. FICC Focus
5. Masters in Business

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this podcast launched 8 years ago and published 73 episodes to date. You can find more information about this podcast including rankings, audience demographics and engagement in our podcast database.

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What guests have appeared on this podcast?

Recent guests on this podcast include:

1. Kihun Nam
2. Petter Kolm
3. Laura Ballotta
4. Stefano Iabichino
5. Johannes Muhle-Karbe
6. Dario Villani
7. Kharen Musaelian
8. Fabrizio Anfuso

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