Talking Tuesdays with Fancy Quant

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What happens when a former Bank of America quantitative engineer combines deep expertise in finance with cutting-edge AI? In this episode of Talking Tuesday, I sit down with Katelyn Schoenberger, founder of MarginLens, to discuss how she built an AI-powered margin intelligence platform from the ground up.

We dive into her journey from computer science student to quant developer at JP Morgan and Bank of America, and ultimately to becoming a solo founder building a fintech startup. Along the way, we explore AI-assisted software development, startup life, quantitative finance careers, and why understanding margin is far more important than most people realize.

Whether you're interested in quantitative finance, AI engineering, fintech startups, or breaking into Wall Street, this conversation is packed with practical insights and career advice.

In this episode:
Building an AI-powered margin platform as a solo founder
Life as a quantitative engineer at Bank of America
Margin explained: what it is and why it matters
How AI is changing financial infrastructure
Startup lessons from building a production-ready fintech product
Claude Code, AI-assisted software engineering, and modern development workflows
Breaking into quantitative finance without attending a target school
JP Morgan vs. Bank of America career experiences
Software engineering vs. quantitative finance careers
Why documentation, architecture, and explainability still matter in the AI era
Career advice for students and aspiring quants
Women in STEM and navigating technical careers
The importance of creativity, hobbies, and lifelong learning

If you're considering a career in quantitative finance, software engineering, machine learning, or fintech, this interview offers an honest look at what it takes to succeed—and how AI is reshaping the industry.

👍 If you enjoyed this interview, please Like, Subscribe, and leave a comment with your thoughts or questions for a future episode.

 #QuantFinance #ArtificialIntelligence #Fintech #MachineLearning #SoftwareEngineering #BankOfAmerica #JPMorgan #ClaudeCode #Startup #WallStreet #RiskManagement #Trading #DataScience #CareerAdvice #FancyQuant 
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A long form discussion on the history of programming for quants at the banks from SAS to Python and the rise of machine learning. While the hype of machine learning changed some of the banking modeling practices the industry kept their head straight as regulators closely watched. Now in 2026 with the AI hype wave and regulators being less strict, the banks seem lost as many are calling to replace SR 11-7 with general frameworks to reduce risk management and drive more efficiency. While this sounds good from a profit perspective, it is throwing out common definitions of models in a chase for non-sense.

Balancing the hype and trends also has been hard with the YouTube channel. It is much easier to sell snake oil as everyone wants a magical cure to profit, high salaries, minimal work, programming, math, and stats without putting in any work. I have done fairly well at sticking to creating real quant educational materials and industry perspectives even when passing up easy growth opportunities. Ten years later and we passed 100k subscribers without selling out.
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Mini Goldendoodle puppies
Mini goldendoodle puppies for sale.
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Didier Lopes studied control systems and electrical engineering in Europe before moving to the United States to build OpenBB, a next-generation financial research workspace.

Frustrated by how fragmented data, analysis, and decision-making tools were across finance and other industries, Didier set out to create a professional-grade platform where teams can bring their data, analytics, and AI into one unified environment.

Before founding OpenBB, he worked on cutting-edge technologies ranging from self-driving cars to wearable fitness devices, following a deep curiosity for complex systems and real-world impact.

In this episode, we talk about building in the age of AI, navigating life as a founder in the U.S., and the nuances of time-series modeling in financial markets.

OpenBB Examples:
https://openbb.co/solutions

OpenBB Product:
https://pro.openbb.co/

LinkedIn:
https://www.linkedin.com/in/didier-lopes/

High Growth Handbook (book recommendation - affiliate link):
https://amzn.to/4aAvbfS
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Jeffrey Rosenberg, CFA, Managing Director is a senior portfolio manager within BlackRock Systematic. He leads active and factor investments for mutual funds, institutional portfolios and ETFs within BlackRock’s Systematic Fixed Income (“SFI”) portfolio management team. In this role he serves as a member of the SFI Investment and Executive Committees and as a senior portfolio manager for several investment products including the BlackRock Systematic Multi-Strategy Fund (BIMBX), the iShares Systematic Alternatives Active ETF (IALT) and the iShares Managed Futures Active ETF (ISMF).

We talked about systematic portfolio managers compared to discretionary portfolio managers, his career and education from finance and math into computational finance at Carnegie Mellon, the changes in the market from banks to hedge funds being driven by the global financial crisis, and some book recommendations.

BlackRock Systematic Investing: https://www.blackrock.com/us/individual/investment-ideas/systematic-investing
BlackRock’s Q1 Fixed Income Outlook:
https://www.blackrock.com/us/financial-professionals/literature/market-commentary/fixed-income-market-outlook.pdf
Jeffrey Roseberg:
https://www.blackrock.com/us/individual/biographies/jeffrey-rosenberg
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Michael Jordan Pilgreen was a poetry and art major but as covid hit and the commercial art industry changed he looked for a new path. He considered financial planning but ended up learning finance and technology to become an engineer on Wall Street in the fixed income market. Now he is a co-founder of Enduring Markets which is a capital markets publication covering a range of interesting topics.

I got the privilege to advise Michael about 5 years ago during his journey on what quant finance was. Today I got to learn more in depth about fixed income from him.

Michael Jordan Pilgreen
https://www.linkedin.com/in/michael-jordan-pilgreen-7a3099108/details/experience/

Enduring Markets
https://www.enduringmarkets.org
Join the quant community in Dallas, Texas April 10th at SMU!
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