Fall 2023 MAFI Seminar
The Belk College of Business Niblock Student Center, Math Finance Program and Finance Department are excited to welcome professionals from Wells Fargo to share more about career paths and professional development. Please register in advance here.
Lunch will be provided!
What can you expect to gain?
- Insight into different career paths, especially those at Wells Fargo
- Tips for making the most of your professional development to be prepared for future opportunities
- Examples of hiring timelines and processes
Please direct any questions to stcenterpd@charlotte.edu.
Past events
Panelists: Danielle Avery, AVP, Sr. Data Technology Analyst, Bank of America; Jacob Etringer, Quantitative Analytics Co-Op Associate, Wells Fargo; Katrina Hartley, AMD Engineer, Goldman Sachs; Peter Trzil, Risk Analytics Sr. Specialist, Charles Schwab
Archive
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Machine Learning for Financial Modeling; Agus Sudjianto, Executive Vice President Head of Model Risk at Wells Fargo
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What is Fintech? Dr. Yimin Yang, Senior Director at Protiviti, Inc.
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Risk-Adjusted Pricing for Bank Loans Under Market Interest Rate; Dr. Yimin Yang, Senior Director at Protiviti, Inc.
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Resume Book and Career Development for M.S. Mathematical Finance Students; Robin Boswell, Director of Graduate Student Career Development
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Financial Planning and Management Reporting - Establishing Financial Plans and Measuring Progress; Patrick Sullivan, Director Corporate Financial Planning & Analysis (CFP & A)
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Global Association of Risk Professionals (GARP); Dr.Lisa Ponti, Vice President - Institutional Outreach The America, Global Association of Risk Professionals (GARP)
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Financial and Economic Analysis for Investing in Renewable Energy and Energy Markets; David March, Co-Founder and Managing Partner of Entropy Investment Management
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Term Auction Facility: The Fed's First Response to the Financial Crisis and Its Effects on Labor; Dr. Zhenyu Wang
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Advances in Fair Lending Modeling; Dr. Maia Berkane, Wells Fargo
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Counterparty Credit Risk: Measurement and Management; Catherine Li, SVP, Bank of America
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Model Risk Management in the Current Environment; Tony Yang, Director in Financial Risk Management, KPMG LLP, Advisory Service
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Introduction to CVA/DVA/FVA; John Carpenter, Director in Corporate Treasury, Bank of America
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Quantitative Strategies in the Hedge Fund Industry; Lee Slonimsky, Managing Member at Ocean Capital Partners LLC
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Quantitative Risk Management: VaR and Others; Dr. Roy DeMeo, Wells Fargo
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Portfolio Alpha from Unique Relative Strength Rotation; Mathew Verdouw, Global CEO/Founder of Market Analyst Software
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Incorporating Macro-economic Shocks in Regulatory Capital Stress Testing; Dr. Steven Zhu, Bank of America
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Math Finance Application in Corporate Investments Technology; Bryan Porter, Director, Global Funding & Investments Technology
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Credit Portfolio Management: Old Challenges and New Opportunities; Randy Miller, Head of Enterprise Credit Portfolio Analytics, Global Portfolio Strategies at Bank of America
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Value-at-Risk: Market Risk Modeling; Han Zhang, Director, Head of Risk Analytics at Wells Fargo