The Industry Connection Series features interactive panels with mathematical scientists working in industry. The goal is to connect mathematical sciences students directly with industry members who can answer student-generated questions. Students at all levels are welcome and encouraged to attend and ask questions.
The next event is coming soon on Thursday, December 9th, 2021, at 10am PT/11am MT/12pm CT/1pm ET. Industry panelists will be Ben Chaplin, Software Engineer at Goldman Sachs, and David Morrissey, Data Scientist at 3M. The event will be moderated by Stephan Sturm, Associate Professor of Mathematical Sciences at Worcester Polytechnic Institute.
Register for the Zoom event here!
Update: registration for this event has ended. If you would like to attend the event this afternoon, please email email@example.com with your Name, Email, and position at university. To be notified in advance of next month’s event, please join our mailing list today.
Ben Chaplin studied mathematics at Lafayette College, graduating with a B.S in 2019. He worked as a math teacher abroad for a year after graduating, and began working in software at Goldman Sachs upon return in 2020. Ben works for the Network Software Engineering team, which focuses on providing automation and IaC solutions for the network.
Chris Bemis is the Co-Founder and Managing Director of X Cubed Capital Management. Chris got his BS in Mathematics followed by a PhD in Applied Math from the University of Minnesota in 2007. He also teaches courses in math finance at the university and has previous experience as Head of Quantitative Analysis and Research at Whitebox Advisors, where he constructed quantitative strategies for hedge fund style investing.
Stephan Sturm is an Associate Professor of Mathematical Sciences at Worcester Polytechnic Institute (WPI) in Massachusetts. After obtaining his PhD in Mathematics from TU Berlin (Germany), he became a Postdoctoral Research Associate and Lecturer at ORFE before joining WPI as faculty member. Sturm’s research covers mainly different areas of financial mathematics, but he is interested in stochastic modeling in general, such as applications to climate science. In finance, his work is devoted in particular in questions of value adjustments for derivative securities (XVAs), optimal portfolio selection and systemic risk in financial markets.
The BIG Math Network is grateful for sponsorship by the American Mathematical Society (AMS), American Statistical Association (ASA), Institute for Operations Research and the Management Sciences (INFORMS), Mathematical Association of America (MAA), Society for Industrial and Applied Mathematics (SIAM).