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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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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

Join the quant community in Dallas, Texas April 10th at SMU!

Quaint Quant Conference - 2026
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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

Join the quant community in Dallas, Texas April 10th at SMU!

Quaint Quant Conference - 2026
Learn and network from a close knit quant community!

Listen on: Apple Podcasts Spotify

Support the show