Leland+ for Quantitative Finance

Other Careers in Finance Panel

Discover the range of career opportunities within and beyond private equity in this insightful panel discussion. Hear from professionals in investor relations, portfolio operations, fundraising, corporate development, and more as they share their career paths, daily responsibilities, and strategies for success. You’ll learn how to position yourself for these roles, the skills PE firms value most, and how to navigate your career in the broader private equity ecosystem. ​Meet your hosts: ​Nicolas D. - Former Equity Research Associate @ Jefferies ​Mariana A. - Current Sales & Trading Associate @ Morgan Stanley ​Devanshi M. - Corporate Finance Lead @ Nextdoor

Ace your Behavioral Interviews! [7/30/2026] (Recording)

Are you ready to ace your behavioral interviews and make a lasting impression? Join me, Fiona, for an insightful session where we'll dive deep into the art of behavioral interview preparation. With my extensive experience as the CEO of QuantMinds and former Executive Director at Haas School of Business, I've guided countless professionals and students in mastering their career stories and interview skills for Finance, IB, Quant, PE and Hedge Fund Interviews! In this event, we'll cover essential topics such as promotion strategy, technical interview prep, resume and cover letter reviews, and even LinkedIn optimization. Whether you're aiming for a role in commercial banking, private wealth management, or any other subcategory within quantitative finance, this session is tailored to help you succeed. Spaces are limited, so be sure to RSVP and secure your spot. Let's transform your interview approach and set you on the path to success!

Should You Go to Grad School? [8/22/2026] (Recording)

Are you contemplating whether grad school is the right path for you? Ask yourself these 5 questions first. Here, I'll share my personal experiences preparing for (and going through) grad school, what has worked (and hasn't) for my students, and my perspective as a former AdCom member of Carnegie Mellon University's MSCF program (the #3 financial engineering master's in the US). Spaces are limited, so be sure to RSVP and secure your spot today!

Are You Quant Enough for a MFE? [9/7/2026] (Recording)

Are you quant enough to get into a top MFE program? I'll share my perspective as a former AdCom member of Carnegie Mellon University's MSCF program (the #3 financial engineering master's in the US). I'll also share what I've learned coaching clients who have gotten into quant finance programs at Stanford, Columbia, UChicago, Cornell, Duke, and NYU. Spaces are limited, so be sure to RSVP and secure your spot today!

Admissions Insights Part 3: Build a Compelling Narrative for Grad School Apps [7/20/2026] (Recording)

What makes a compelling narrative for grad school applicants with non-traditional backgrounds? Join me as I break down some of my insights in is Part 3 of this Admissions Insider Series, where I share my perspective as a former AdCom member of Carnegie Mellon University's MSCF program (the #3 financial engineering master's in the US). I'll also share what I've learned coaching 500+ applicants to graduate programs, including students admitted to Stanford, Yale, Duke, Columbia, UChicago, Cornell, and others. Spaces are limited, so be sure to RSVP and secure your spot today!

Admissions Insights Part 1: Should You Go to Grad School? [7/9/2026] (Recording)

Are you contemplating whether grad school is the right path for you? Ask yourself these 5 questions first. This is Part 1 of my Admissions Insider Series, where I share my perspective as a former AdCom member of Carnegie Mellon University's MSCF program (the #3 financial engineering master's in the US). I'll share what I wish I knew about my own Master's program, as well as what I've learned from coaching 500+ applicants to graduate programs, including students admitted to Stanford, Yale, Duke, Columbia, UChicago, Cornell, and others. Spaces are limited, so be sure to RSVP and secure your spot today!

Admissions Insights Part 4: Ex-AdCom AMA - Getting into Top MFE & STEM Master's [7/27/2026] (Recording)

Are you quant enough to get into a top MFE program? This is the final part of my Admissions Insider Series, where I share my perspective as a former AdCom member of Carnegie Mellon University's MSCF program (the #3 financial engineering master's in the US). I'll also share what I've learned coaching clients who have gotten into quant finance & STEM programs at Stanford, Columbia, UChicago, Cornell, Duke, NYU, Yale, and other schools. Spaces are limited, so be sure to RSVP and secure your spot today!

Volatility Surface Calibration and Arbitrage Lab

Clean synthetic option quotes, fit transparent smiles, interpolate an implied-volatility surface, inspect calibration error, and test calendar and butterfly conditions. Includes learner and worked notebooks, tests, and a model-risk memo.

Market Data Pipeline Repair Lab

Repair a broken market-data pipeline using Python, SQL, and synthetic files. Work through schema drift, timestamps, duplicates, symbol mapping, late events, stale runs, and split adjustments, then verify the result with twelve tests.

Fixed-Income Curve, Carry, and Hedging Lab

Build a synthetic zero curve, price a bond, estimate duration, convexity, DV01 and key-rate risk, examine carry and roll, size a three-node hedge, and compare first-order curve scenarios in one transparent Excel model.

Time-Series Forecasting and Walk-Forward Validation Lab

Compare blocked, expanding, rolling, and periodic forecast evaluation on a synthetic series with a structural change. Learners audit chronology, tune refit choices, inspect regime sensitivity, and write a limitations memo.

Quant Recruiting, Readiness, and Offer Dashboard

Manage a quant job search in one workbook. Track target roles, applications, contacts, interview rounds, preparation, weekly actions, and offer facts, then use the dashboard to spot gaps without turning estimates into claims.

Options Greeks and Delta-Hedging Sandbox

Explore Black-Scholes prices and Greeks on a fixed synthetic path, then compare static, periodic, and unhedged positions. Adjust volatility, gap size, hedge timing, and costs to study hedge error and model limits.

Portfolio Construction and Risk Sandbox

Compare equal weight, inverse volatility, score-based, and manual portfolios using synthetic assumptions. Edit mirrored correlations, trace risk contributions, test turnover and costs, and evaluate fixed stress scenarios.

Limit Order Book Replay Lab

Work through four synthetic limit order book replays, track queue position and partial fills, calculate markouts, and explain execution outcomes. Includes starter code, tests, a worked solution, and a concise scoring rubric.

Execution and Order-Slicing Simulator

Compare TWAP, volume-weighted, participation-based, and custom order schedules across four synthetic market replays. Inspect fills, timing, spread, impact, and opportunity cost before defending an execution choice.

Quant Master's Admissions Interview Workbook

Prepare a clear admissions story, verify program fit, explain technical work honestly, review implied prerequisites, and practice eight common interview prompts. Built for MFE and related quantitative master's applicants.

Options and Derivatives Interview Primer

Review option payoffs, put-call parity, Greeks, volatility, hedging, and common modeling limits in a compact interview guide. Eight worked practice prompts help candidates explain both calculations and assumptions.

Execution, Market Microstructure, and Transaction Costs Primer

Learn how order books, spreads, liquidity, execution benchmarks, implementation shortfall, and opportunity cost connect in real trading decisions. Includes synthetic examples and eight interview-style practice prompts.

C++ Preparation Roadmap for Quant Development Interviews

A focused eight-week roadmap for quant development candidates covering lifetime, ownership, STL containers, concurrency, testing, debugging, profiling, and benchmarking. Includes practical prompts and evidence-based answer checks.