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Leveraging Data Science in Asset Management

April 10, 2019 @ 6:00 pm - 7:00 pm UTC+0

Featuring Machine Learning experts from Cornell, Citi, and more…

You and your colleagues are invited to attend the Cornell – Citi Financial Data Science Seminars at the Tata Innovation Center at Cornell Tech, 5th Floor Conference Room. Through the talks this semester, we are excited to collaborate with Citi in highlighting machine learning applications in finance.

11 E Loop Road
New York, NY 10044

All seminars are from 6:00pm to 7:00pm. Due to room limitations, this seminar will not be recorded.

Seminars are free. However, registration is required for NYC attendees as seating is limited (RSVP here).

Date:              Wednesday, April 10, 2019

Time:              6:00pm – 7:00pm

Speaker:        Andrew Chin with Celia Chen | Alliance Bernstein

Title:               “Leveraging Data Science in Asset Management”

Info:                Big data, advanced analytics and high-powered computing have become more prevalent in the asset management industry over the last decade but significant hurdles remain for broad adoption.  We will discuss the changes in the industry as well as the challenges and opportunities for market participants.  We will also present a few practical examples demonstrating the potential for alternative datasets and advanced techniques to enhance investment returns for asset managers.

Speaker Bio:    Andrew Y. Chin is Chief Risk Officer and Head of Quantitative Research for AllianceBernstein. As Chief Risk Officer, he oversees all aspects of risk management to ensure that risks being taken are well understood and appropriately managed. In the Quantitative Research role, Chin is responsible for optimizing the quantitative research infrastructure and resources, and for leveraging best practices across and within asset classes.

He has held various quantitative research roles in New York and London since joining the firm in 1997. In 2004, Chin became a senior portfolio manager for Style Blend Equities and was named director of Quantitative Research for Value Equities in 2005. He previously spent three years as a project manager and business analyst in Global Investment Management at Bankers Trust. Chin holds a BA in math and computer science and an MBA in finance from Cornell University.

Speaker Bio 2:  Celia Chen joined AB in 2017 as a data scientist. She has been working with multiple teams on building machine learning models, applying natural language processing techniques and leveraging other modern data science techniques to gain business insights and integrate alternative datasets to make better and faster investment decisions.

After completing her MA in Quantitative Methods with a data science focus at Columbia University, she joined the Data Incubator, a data science fellowship program, to train on cutting-edge data science techniques and technology. She is currently pursuing a MS in Computer Science specializing in machine learning from Georgia Institute of Technology.

 

 We hope to see you there!

The Cornell-Citi Team

Directions to CFEM&Citi @CornellTech on Roosevelt Island: Take the Tram or the F train to Roosevelt Island; walk to the left along the East River until you see a glass, modern-looking building, which is the Tata Innovation Center. Take the elevator to the 5th floor, and the conference room will be on your right.

Details

Date:
April 10, 2019
Time:
6:00 pm - 7:00 pm UTC+0

Venue

Cornell
11 E Loop Road
New York, NY 10044 United States
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Collaborative events organized by Bloomberg LP, Global Risk Institute, Cornell Financial Engineering Manhattan, International Association of Quantitative Finance (IAQF), NYU Courant Institute of Mathematical Sciences, and NYU Tandon School of Engineering.