Welcome to Our Series of Webinars - Deep Dives with IIQF Experts
Indian Institute of Quantitative Finance
Program details
Session Focus:
This session is intended to discuss Machine Learning model based investment strategies, trading applications and hedging strategies. Also we will do a role-play demonstration of an actual interview for candidates aspiring for machine learning and data science BFSI career roles in the field of Capital Markets Investments & Algorithmic Trading
Session Coverage:
This session is custom-designed to cover both the understanding of the domian of ML applicatons in Trading and expected core competencies and skill demonstration for a potential hiring scenario
- ML investments and trading application use-case awareness
- ML investments and trading application case studies used for candidate evaluation
- Understanding risk hedging strategies
- Mock-up interview - a live demo on interviewer and candidate role play to showcase real-life interviewing style and structure
- Candidate evaluation metrics and hiring considerations
Speaker: Sanjay Bhatia
Sanjay has done his MBA-Finance & MSc in Machine Learning & Artificial Intelligence from Liverpool John Moores University (LJMU) and Post-Graduate Diploma in Machine Learning & Artificial Intelligence from IIIT-Bangalore. He is currently working as a Director with UBS - Risk Modelling & Analytics, Model Risk Management & Control, and Chief Risk Office (CRO) Function.
Sanjay is a Risk Management & Analytics professional with 15 years of mainstay experience in risk models & methodology space encompassing BASEL Advanced AIRB, IFRS-9, IMM & SACCR Exposure, XVA, FRTB, OTC Deri Pricing & other advanced modelling topics. Previously worked with various foreign banks (Barclays, RBS, Citi, Credit Suisse) and in Risk Consulting.
He is also very passionate about imparting practical model understanding & insights and has been a professional trainer for Corporate & Investment Banks. His areas of interest are Credit & Counterparty Credit Risk, Market Risk, Stress Testing, Stochastic Modelling, Quantitative Finance and Machine Learning.
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