On September 27, our Quantitative Research team at Phitopolis, in partnership with OpenDelta, joined forces with the Ateneo Department of Mathematics for an insightful Career Talk. This event was an opportunity to bridge the gap between academic theory and the dynamic world of quantitative finance, providing math majors with a unique glimpse into the algorithmic trading industry.
A Real-World Perspective on Quantitative Finance
Quantitative finance, or “quant finance,” is a multidisciplinary field where mathematics, computer science, and finance converge to create data-driven trading strategies. In a fast-evolving financial sector, mathematical models and algorithmic insights now drive many investment decisions. For students interested in these fields, understanding the real-world application of their classroom knowledge can be a game-changer.
Geli and Pam, along with Edmond Yap from OpenDelta, took center stage to share their most exciting projects and how they use cutting-edge technologies to create actionable models.
Innovative Insights from Phitopolis Quant Researchers
Geli and Pam dove into specific, impactful projects they’ve worked on at Phitopolis. Geli focused on how she leverages options and network data as key features in her models to predict stock returns. Her presentation illustrated the use of complex data sources to enhance predictive accuracy, showing students how mathematics and machine learning can drive real financial results. Pam offered insights into pairs trading and the role of Natural Language Processing (NLP) for stock return prediction. By using NLP , Pam demonstrated how AI transforms these sources into actionable insights.
Both talks reinforced the idea that quant finance is not just about technical skills; it requires creativity, collaboration, and continuous learning to stay ahead in global markets.
A Collaborative Dinner with Aspiring Quants
After the presentations, we hosted a dinner for selected students who had shown a keen interest in quantitative trading. This informal gathering included the entire Quantitative Research team and our HR representative, Gail. This smaller setting allowed students to ask detailed questions about quant trading and finance careers, creating a lively exchange that further deepened their understanding of the industry.
Fostering the Next Generation of Quants
This event echoes the goals of the “Quants in the Wild” seminar series at Ateneo, where industry leaders connect with students to bridge the gap between academic learning and practical finance. Our team hopes to foster local talent and prepare them for impactful careers in quantitative finance. With the global financial sector increasingly reliant on data-driven strategies, connecting with these young minds helps us create a pipeline of future quants.
As quantitative finance evolves, so does the need for fresh talent with strong mathematical backgrounds and a curiosity for solving complex problems. Through events like these, we aim to ignite that curiosity and inspire students to explore the possibilities in quant finance—a field where their skills can truly make an impact.