Welcome to Our Series of Webinars - Deep Dives with IIQF Experts
Indian Institute of Quantitative Finance
Program details
IIQF 2023 Machine Learning (ML) practitioner’s knowhow session sharing BFSI insights on ML implementation use cases applications & implications for financial engineering, quant finance & derivative risk management. Participants would gain practical insights into BFSI adoption of data driven auto- calibrated machine learning algorithms for quantitative financial & risk modelling applications.
Session Topics
- Data Mining & Augmentation for Financial Engineering Quant Models
- Quant Finance & Risk Data Exploration, Analytics & Storytelling
- Financial Forecasting & Derivative Pricing & Risk Models - Classical v/s Machine Learning Paradigm
- ML Adoption & Regulatory Acceptance - BFSI Trends, Trajectory & Terrain
- AI & ML - BFSI Footprints, Fault Lines & Forward-Thinking
Speaker: Sanjay Bhatia
Sanjay is a Risk Management professional with 14 years of mainstay experience of more than 13 years in BASEL Advanced and IFRS-9 Regulatory Risk Model implementation. He is currently working as Director with UBS (A Swiss Global Wealth Manager & Investment Bank) and 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, Stress Testing, Stochastic Modelling, Quantitative Finance and Machine Learning.