Welcome to Our Series of Webinars - Deep Dives with IIQF Experts
Indian Institute of Quantitative Finance
Program details
IIQF is continuing with its concerted efforts to create awareness on changing BFSI landscape with the fast-paced adoption of Artificial Intelligence (AI), Machine Learning (ML) & Data Science (DS). Our success with conducting long streak of focussed sessions delivered by our empanelled BFSI industry experts and renowned academic researchers led us to start with a new series on - BFSI Machine Learning Skill Navigator. Participants are requested to pre-register to get the most out of these free value additive sessions, so register early before its house full.
Session 2 Focus:
This session is intended to have a role play demonstration of an actual interview for candidates aspiring for machine learning and data science BFSI career roles in the field of Financial Engineering and Derivative Pricing.
Session 2 Coverage:
This session is custom-designed to cover both the content on expected core competencies and skill demonstration for a potential hiring scenario
- ML financial engineering and derivative pricing application use-case awareness
- ML financial engineering case studies used for candidate evaluation
- 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
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.