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

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

PublishesTwice weeklyEpisodes73Founded8 years ago
Number of ListenersCategory
Business

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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

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
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

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 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
    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.

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Talking Points

Recent interactions between the hosts and their guests.

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.
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.

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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. Top Traders Unplugged
2. Excess Returns
3. Macro Hive Conversations With Bilal Hafeez
4. Forward Guidance
5. The Memo by Howard Marks

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

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