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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
Convexity Adjustment
Sabre Model
P&L Attribution
High-Frequency Trading
Algorithmic Trading
Market Integrity
Investment Strategies

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

PublishesWeeklyEpisodes75Founded8 years ago
Number of ListenersCategory
Business

Listen to this Podcast

Artwork for Quantcast – a Risk.net Cutting Edge podcast

Latest Episodes

Gordon Lee 19/02/2026 Risk Quantcast by Quantcast – a Risk.net Cutting Edge podcast

Podcast: Pietro Rossi on credit transition matrices and volatility models

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

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Recent Guests

Gordon Lee
Head of markets, Quants at BNY
BNY
Episode: Gordon Lee 19/02/2026 Risk Quantcast
Pietro Rossi
Adjunct professor of computational finance at the University of Bologna, and a senior advisor to Prometeia.
Prometeia
Episode: Pietro Rossi Risk Quantcast
Walter Farkas
Director of the Masters in Quant Finance at ETH Zurich
ETH Zurich, University of Zurich
Episode: Walter Farkas Risk Quantcast MS
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

Hosts

Mauro Cesar
Host of Quantcast Master Series focused on discussing quantitative finance and related topics.
Naomi Cardona-Castellanos
Co-host involved in discussions surrounding quantitative finance and risk management topics.

Reviews

4.7 out of 5 stars from 46 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
    Sweden8 years ago

Listeners Say

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

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

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Talking Points

Recent interactions between the hosts and their guests.

Gordon Lee 19/02/2026 Risk Quantcast
Q: How should junior Quants manage their relationships and authority within a large organization?
Authority should be earned through expertise, relationships, personal credibility, and the use of delegated authority; junior quants should actively build relationships to unlock faster delivery and use governance structures to formalize their scope rather than trying to solve everything alone.
Gordon Lee 19/02/2026 Risk Quantcast
Q: What are the main misconceptions that may derail junior Quants at the start of their careers?
There is a big gap between studied problem-solving and real-world work; junior quants often assume technical prowess alone guarantees impact, but they must also learn to communicate impact, align with senior priorities, and deliver with credible signaling.
Walter Farkas Risk Quantcast MS
Q: What would you consider a key trait for students looking to enroll in the graduate program?
Students should show a high level of curiosity and analytical ability, along with a strong exposure to fundamentals of mathematics, statistics, and an interest in financial markets.
Walter Farkas Risk Quantcast MS
Q: How does the Master's strike a balance between the teaching of buy side and sell side courses?
The curriculum includes both risk management topics on the sell side and asset management topics on the buy side to ensure students understand how both sides connect.
Walter Farkas Risk Quantcast MS
Q: What has changed to the curriculum in the past five years?
The program has evolved significantly, incorporating machine learning and data science into the curriculum while maintaining a strong foundation in core quantitative topics.

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Frequently Asked Questions About This Podcast

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

Focusing on the intersection of finance and advanced quantitative methodologies, content encompasses a range of discussions about academic programs in quantitative finance, innovative research in areas like machine learning and neural networks, and the evolving landscape of financial education. Notable episodes include insights from directors of prestigious academic programs, detailing how their curricula adapt to industry demands, alongside expert analysis of the latest trends in quantitative trading and risk management. Unique to this content is the strong emphasis on the collaboration between academia and industry, highlighting practical applications of theoretical concepts in real-world finance.

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These podcasts share a similar audience with this podcast:

1. Odd Lots
2. Dwarkesh Podcast
3. EconTalk
4. Exchanges
5. Global News Podcast

How many episodes of this podcast are there?

this podcast launched 8 years ago and published 75 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. Gordon Lee
2. Pietro Rossi
3. Walter Farkas
4. Kihun Nam
5. Petter Kolm
6. Laura Ballotta
7. Stefano Iabichino
8. Johannes Muhle-Karbe

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