Jing Guo, Wes Aull & David Romoff

Teaches at NYC Data Science Academy

Jing Guo is a quantitative associate at Goldman Sachs in Macroeconomic Team. Before joining Goldman Sachs, he was an algo trading researcher at Guggenheim Partners. He also has various internship experiences including quant strategist at KCG Electronic Trading Group and pricing quant at JP Morgan Global Emerging Markets. He holds a Ph.D degree in financial engineering from Columbia University, and a master degree in statistics from University of Virginia.

Wes Aull, CPA/ABV works as portfolio manager & data scientist at JTW Capital while editing the blog Economic(a). His research interests include fundamental analysis, game theory, network science, data visualization, directional statistics, and algorithms relevant to nonlinear/periodic function approximation. He earned his M.B.A. from Columbia Business School, Master’s of Professional Accounting from University of Texas-Austin, and B.S. Mathematical Economics from University of Kentucky.

David Romoff is a risk management consultant with 10 years of experience modeling market and credit risk using the latest methods and technologies. David's recent work includes serving as Manager of Risk Management at On Deck Capital, a business lending company in the FinTech space that uses machine learning models to underwrite loans. David was responsible for estimating and reporting losses on the book of loans. Previously, David worked in Enterprise Risk Management at AIG for five years where he designed and supported models on insurance risk, credit risk, and capital allocation. Before AIG, he worked at Bear Stearns in counterparty credit risk. David has an MBA from the Zicklin School of Business in New York City and a Master of Science in Actuarial Science from Columbia University. His undergraduate degree is from the State University of New York at Albany, where he studied psychology and philosophy.