I was a senior investment analyst at the Northwestern Memorial Healthcare Office of Investments in Chicago. While working for an endowment, I gained a deeper appreciation of the “Yale Model” and the incredible achievements of David Swensen, Dean Takahashi, and the Yale Investments Office. I was drawn to the asset management program because I knew the curriculum was developed by Swensen and by Tobias Moskowitz. I also appreciated that many of the faculty are practitioners whose investing experiences provide insightful context to academic theory and perspectives.
Data science and quantitative approaches play a critical role in our curriculum. Over the summer, SOM provided us with online courses on Python to help us learn, or improve, our coding skills before we even arrived on campus. Our coursework relies on coding languages and the practical, data-driven applications of investment theory that we learn in class. Leveraging data science leads to better quantitative insights which, in turn, help inform and contextualize qualitative analysis. Ultimately, both are required to make effective decisions for the long term. Today’s asset management industry really requires continuous learning, and the quantitative elements of this program have helped me develop new skills and approaches to analyzing investment decisions.
My classmates hail from a wide array of academic backgrounds and work experiences. It’s been interesting to see how their perspectives shape the way they view investments and financial markets. I’m excited to be learning alongside the next generation of asset managers. After the program, I look forward to staying in touch as we all put what we have learned into practice.