Welcome to Our Series of Webinars - Deep Dives with IIQF Experts
Indian Institute of Quantitative Finance
Program details
Session Focus:
Description: Tune into IIQF 2025 BFSI AI & ML practitioner know-how series sharing insights into below focus topics of specialised interests.
Session Coverage:
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- AI & ML Advancements for Complex Product Pricing - Deivatives & Structured Products ??
- AI & ML Driven Solutions for Hard-to-Solve Pricing Problems ??
- AI & ML Driven Performance Improvements for Pricing & Valuation Models ??
- AI & ML Pricing Anomalies, Pitfalls & Precautions
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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