Machine Learning and Big Data for Quantitative Finance and Risk Management


Co-sponsored with PRMIA (Professional Risk Managers’ International Association), this session will introduce artificial intelligence and machine learning and an understanding of the importance of big data and machine learning for predictive modeling. You’ll be shown examples using machine learning and artificial intelligence for quantitative finance and risk management and learn how organizations are managing and integrating these techniques into their processes and production systems to meet current regulations.

Please allow approximately 45 minutes to attend the presentation and Q&A session. We will be recording this webinar, so if you can't make it for the live broadcast, register and we will send you a link to watch it on-demand.

About the Presenter

Stuart Kozola leads product management for Computational Finance and FinTech at MathWorks. He is interested in the adoption of model-led technology in financial services, working with quants, modelers, developers and business stakeholders on understanding and changing their research to production workflows on the buy-side, sell-side, front office, middle office, insurance, and more. He holds the Financial Risk Manager designation from the Global Association of Risk Professionals and an MBA from Carnegie Mellon University.

Prof. Dr. Lourenco Miranda is the Regional Head of Model Risk Management for the Americas in Société Genérale. He joined the Bank in New York in February 2016 as Managing Director Head of Capital Planning, Assessment and Review (CCAR) in New York. Prior to that, within his 20+ years of financial industry experience, Lourenco has held multiple leadership roles in Risk Management and Finance at internationally active Financial Institutions in multiple regions and more than 70 countries and regulatory jurisdictions in 5 regions. On the academic world, for the past 25 years, Lourenco has held faculty positions in multiple academic centers worldwide in the field of Risk Management and Financial Mathematics and has been in the board of international professional institutions and a regular speaker at major international risk conferences. Currently, he is Adjunct Professor of Risk Management, Stress Testing, Machine Learning and Data Science at Fordham University in NYC. Besides that, Lourenco is a published author of academic and professional articles in peer-reviewed journals. He is also a reviewer of professional and academic Journals in Risk and Finance. Lourenco holds a PhD in Statistical Physics with a link to Financial Risk Measurement. 

Product Focus

Registration closed