Graduate Students Events

As AI transforms the workplace, what remains uniquely human and what doesn't?Join Babson College thought leader Tom Davenport and Arthur M. Blank School for Entrepreneurial Leadership senior advisor Paul Cheek for a timely conversation on the future of business in an AI-driven world. While both see AI fundamentally reshaping organizations, they offer distinct perspectives on what comes next, from AI-enabled customer relationships to enterprises where traditional work may look radically different. Hosted by the C. Dean Metropoulos Institute for Technology and Entrepreneurship at the Arthur M. Blank School for Entrepreneurial Leadership and moderated by Stefan Esposito, Executive Director of the Metropoulos Institute, the program will include an audience Q&A, networking reception, and book signing.Attendees will receive complimentary copies of Tom Davenport's The New Science of Customer Relationships and Paul Cheek's No One Works Here, while supplies last. Find out more

In partnership with the Stephen D. Cutler Center for Investments and Finance, the Babson PE/VC Club is excited to welcome two HarbourVest Managing Directors-both Babson MBA alumni-back to campus for a timely conversation on where the economy is heading and how private equity is adapting.Brett Gordon, MBA '98, Managing Director & Chief Operating Officer, HarbourVest PartnersScott Voss, MBA '99, Managing Director and Senior Market Strategist, HarbourVest PartnersThis fireside discussion will explore the current macroeconomic landscape and how private markets firms are navigating a higher‑rate environment, the energy transition, and accelerating investment in artificial intelligence. Attendees will gain an inside look at how a global private markets platform makes decisions: where capital is flowing, what is being repriced, and how recent market shifts are reshaping approaches to underwriting risk.President Stephen Spinelli Jr. MBA'92, PhD will open the program and introduce both speakers, whom he taught during their MBA studies at Babson. A networking reception with the speakers and the HarbourVest team will follow the program. Business casual dress is required. The event is open to the Babson community, including undergraduate and graduate students, faculty, staff, and alumni. Find out more

Please join fellow alumni, families, and friends as we gather to make a collective difference on our annual Ellen S. Solomita '89 Day of Service. Find out more

Please join fellow alumni, families, and friends as we gather to make a collective difference on our annual Ellen S. Solomita '89 Day of Service. Find out more

The 16th annual Babson Trading Competition welcomes students to compete against one another using the Rotman Interactive Trader software, which simulates an order-driven market. This competition is open to undergraduate and graduate students at Babson College, Olin College, and Wellesley College. Students will compete individually, with cash prizes awarded to the top five finishers. Registration is required. Prizing:Cash prizes awarded to the top five finishers as follows:1st place - $4002nd place - $225 3rd place - $1754th place - $1255th place - $75 Schedule:5:00 - 6:00 pm Software tutorial and practice iterations (It is not necessary to attend the tutorial if you are already familiar with the software)6:00 - 6:45 pm Pizza and refreshments will be served outside the Cutler Center Finance Lab 6:45 - 7:15 pm Hear from special guest speakers7:15 - 7:45 pm Competition instructions and practice iterations for all participants7:45 - 9:15 pm Trading Competition9:15 - 9:30 pm Awards Presentation Software:The competition will use the Rotman Interactive Trader software. Prior to the competition, participants are encouraged to download and install the RIT Market Simulator Client and the Excel RTD (Real-Time Data) Links. Once the software is installed, participants can try the online demo case. Additional details from Professor Ryan Davies can be found on this webpage. The competition is based on the Liability Trading cases (LT3, LT4). In these cases, participants will be playing the role of a principal trader. Institutional orders will be randomly routed to a principal trading desk, and traders must decide whether or not to accept the tender. If the order is accepted, the trader then must develop an optimal strategy for unwinding the position over time, accounting for market conditions such as liquidity, price volatility, and price impact. Find out more