Tag Archives: AI

Cornell – Citi Financial Data Science Seminars

February 27, 2020 Novicki 1 Comment

You and your colleagues are invited to attend the Cornell – Citi Financial Data Science Seminars at the Tata Innovation Center at Cornell Tech, Room 131. Through the talks this semester, we are excited to collaborate with Citi in highlighting machine learning applications in finance.

11 West Loop Road
New York, NY 10044

All seminars are from 6:00pm to 7:00pm. This seminar will be recorded, and you can watch the livestream.

Seminars are free. However, registration is required for NYC attendees as seating is limited.

RSVP

Date: Wednesday, March 4, 2020
Time: 6:00 pm – 7:00 pm
Speaker: Alok Dutt | Citigroup
Title: Data Science in Financial Markets: Hype vs. Useful Practical Reality

Abstract: The data-driven fields of AI and ML are ubiquitous in the financial industry, but despite the promise there are many obstacles to effective application. Few firms are able to reap their full rewards and it is increasingly important to distinguish what works from what doesn’t in practice. How does one navigate the opportunities and challenges amid the plethora of techniques and complexities of implementation? This talk will present a number of general principles and case studies that can help make the necessary choices to realize the transformational potential of data within a financial institution.

Speaker Bio

Alok Dutt is Head of Analytics in the Markets Quantitative Analysis division at Citigroup. He is an architect and manager responsible for various advanced projects in data analytics, trading algorithms and automation across multiple business lines and asset classes. In his role at Citi he applies data and quantitative techniques to automate business processes including research, modeling, trading, simulation and visualization. Alok has extensive experience in several broad areas of quantitative finance, including derivatives modeling, algorithmic trading and market making. Before Citi, he developed the trading models and algorithms for a new automated options market making group at Morgan Stanley that was the subject of a HBS case study on disruptive innovation. Prior to that, Alok was an exotics modeler and trader and established the first multi-asset hybrid trading desk at Bank of America. Alok has a PhD in Computer Science from Yale University and a BA in Mathematics from Cambridge University.

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 modern glass building, which is the Tata Innovation Center. Once you enter the lobby and check in, walk straight ahead to Room 131.

**Please excuse any duplication of this announcement

Upcoming CFEM Events

April 1, 2020
May 6, 2020

Seminar

FinTech Seminar Series

January 13, 2020 Novicki Leave a comment

FinTech Applications of AI & Machine Learning in B2B space

With its formidable datasets within domain sets like credit default, economic, security ratings, firmographic & people data, Moody’s is well positioned to develop new products to serve the needs of its clients. The Moody’s Analytics Accelerator group aims to identify, research and develop new business products for new clients and new markets using sophisticated AI & Machine learning techniques that are now ubiquitous in the Consumer space. This talk will focus on how we have brought to market products in the Compliance, Loan Origination, Financial Spreading and Commercial Real Estate domains.

Bio

Rakesh Parameshwar is a Senior Director for Strategy & Innovation in the Moody’s Analytics Accelerator (MAA) group. The MAA group aims to identify, research, and develop new business opportunities, with a special focus on emerging technologies like AI & ML. Before joining Moody’s Analytics in 2018, he was in charge of business strategy and product development for Bloomberg’s Desktop API, Alerts and Quant Solutions group. Prior to this, he had extensive experience working for global banks where he advised clients with risk management solutions and built technology solutions. Rakesh has an MBA from NYU Stern, a Bachelor’s degree in Electrical Engineering from IIT Kharagpur in India and a certificate in Quantitative Finance (CQF)

When

Wednesday January 29, 2020
6 PM – 7PM

Where

University of Waterloo @ Manhattan Institute of Management
2 Washington Street, 17th floor
New York, New York

Seminar

September 30, 2019: Bloomberg Quant Seminar Series

September 23, 2019 Novicki Leave a comment

Bloomberg Quant (BBQ) Seminar Series | September 30, 2019

Please join us for the next installment of the Bloomberg Quant (BBQ) Seminar Series. The seminar takes place every month and covers a wide range of topics in quantitative finance.

In this session, chaired by Bruno Dupire, Jerome Pesenti will present his current research, followed by several “lightning talks” of 5 minutes each in quick succession. This format gives the audience the opportunity to be exposed to a wider variety of topics.

Keynote

Jerome Pesenti
VP, Artificial Intelligence
Facebook
Approaching AI at scale

Facebook is currently using AI across its family of apps to benefit billions of people around the world. VP of AI Jerome Pesenti will speak to how Facebook approaches deploying AI at this scale, the challenges to successfully doing so, and the specific tools and techniques that can help other businesses solve for these issues.

Agenda

5:00pm – Check-in
5:30pm – Keynote:
Jerome Pesenti, VP, Artificial Intelligence, Facebook
6:15pm – Lightning talks:
A lightning talk is a very short presentation lasting only 5 minutes. Several ones will be delivered in a single session by different speakers in quick succession.
Including “An Upper Bound for VIX” by Peter Carr
7:00pm – Cocktail reception

When & Where

Monday, September 30, 2019
5:00pm – 8:00pm EDT

Bloomberg L.P.
731 Lexington Avenue
7 MPR
New York, NY 10017

Quantitative Finance Weekly Seminar