Panelist Biographies

Moderator - Dan diBartolomeo is President and founder of Northfield Information Services, Inc. Based in Boston since 1986, Northfield develops quantitative models of financial markets. He sits on boards of numerous industry organizations include IAQF and CQA. He is a director and past president of the Boston Economic Club. His publication record includes more than sixty books, book chapters, and research journal articles. In addition, Dan spent several years as a Visiting Professor at Brunel University and has been admitted as an expert witness in litigation matters regarding investment management and derivatives in both US federal and state courts. He became editor in chief of the Journal of Asset Management at the start of 2019. 

Bin Shi, PhD, CFA, is a Senior Vice President and Portfolio Manager at Acadian Asset Management, specializing in systematic equity research and portfolio management across developed and emerging markets. With more than 20 years of experience, he combines quantitative analysis, machine learning, and artificial intelligence to develop data-driven investment strategies and research processes.

Before joining Acadian in 2006, Bin worked at MathWorks, where he contributed to the development of machine learning algorithms for MATLAB’s financial and statistical toolboxes. He holds a PhD in Industrial and Systems Engineering from the Georgia Institute of Technology and a bachelor’s degree from Southeast University in China. Bin also teaches at Boston University’s Questrom School of Business.

Carlos Morales - is Head of Asset Allocation at MassMutual and has spent more than two decades building a career at the intersection of mathematics, statistics, and investing. Originally trained as a statistician and university professor, he began his quantitative finance career modeling energy derivatives before moving into asset management, where he worked across credit, equities, derivatives, risk management, and asset allocation. His career has included quantitative roles at State Street, Wellington Management, GMO, and Sentinel Investments, followed by leadership positions at Liberty Mutual, New York Life, and MassMutual. Today, he oversees portfolio strategy and asset allocation decisions supported by quantitative models, data analytics, and market research. His experience reflects how quantitative skills can be applied across industries and asset classes, and how a strong analytical foundation can open unexpected opportunities throughout a career in finance. 

Oriol Ripalta graduated with an MSc in Mathematical Finance from Boston University and holds a BSc in Computer Science and Business Administration. He has previously worked as a software engineer in a couple of roles, using a range of programming languages. He is currently a Quantitative Analyst at LSEG, where I work on the development of ORE.

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