Welcome to Our Series of Webinars - Deep Dives with IIQF Experts
Indian Institute of Quantitative Finance
Program details
Session Focus:
Description: Tune into IIQF 2024 BFSI quants practitioner’s know-how series sharing insights into AIML & Data Science application use cases & research topics for Climate risk modelling & analytics.
Participants would gain practical insights into topical components of Climate Risk modelling & how AIML data-driven approaches are paving the way to solve high-dimensional, data intensive & big data modelling problems.
Session Coverage:
- Climate & Emerging Risk Landscape - Modelling & Analytics Use-Cases
- Climate Risk Data Characteristics & Data Mining
- AIML Solution Kit - Approaches & Techniques
- AIML & Data Science innovations & novel research areas for Climate Risk modelling
- Future Outlook & Challenges
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.
Our Industry Partner & Client
