Expert Speaker Series

Overview

The Expert Speaker Series (ESS) events are live talks delivered online which provide attendees with an understanding of specialist financial topics or notable developments in the world of finance and is ideal for anyone interested in learning directly from the world’s leading practitioners and academics.

 

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Upcoming Events

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How to Craft an Interview-Winning CV/Resume for Specialist Jobs in Finance by Justin Lee, Financial Services Recruitment Director

(Students-only event)

Introduction to Counterparty Credit Risk by Professor Johannes Ruf, London School of Economics (LSE)

(Students-only event)

Past Events

Machine Learning in Finance by Professor John Hull – University of Toronto

Fundamental Review of the Trading Book (FRTB) – What’s new in the final rules? by David Kelly – Co-founder, Quant Foundry

FRTB Masterclass: IMA & SA by Ola Alawiye – Financial Risk Hub

ISDA & Smart Derivatives Contracts by Ciarán McGonagle – Assistant General Counsel, ISDA

Options Hedging – A Machine Learning Perspective by Professor Johannes Ruf – London School of Economics

CV/Resume Structuring for Specialised Professionals in Finance by Justin Lee, Financial Services Recruitment Director

Deeply Learning Derivatives by Ryan Ferguson, PhD – Founder & CEO, Riskfuel

Big Data in Finance by Irene Aldridge, PhD – Adjunct Professor, Cornell University

Data is King – He who masters the Data masters NMRF by Gil Shefi – Managing Director, IHS Markit

Advancing in the Risk Management Profession With the Financial Risk Manager (FRM) Designation by Detian Chen, FRM, CFA – Deutsche Bank & Sophia Berchotteau – AVP, Global Association of Risk Professionals (GARP)

How to Manage a Non-Linear Career in Finance by Terri Duhon – Chair of the Board, Morgan Stanley Investment Management (EMEA)

Machine Learning + Chebyshev Techniques for Risk Calculation: Boosting each other by Mariano Zeron, PhD – Head of Research & Development, MoCaX

Deep Learning Applications in Valuation and Risk of Trading Books by Antoine Savine, PhD – Superfly Analytics at Danske Bank, Lecturer and Author

The Rebalancing Premium by Professor Johannes Ruf, London School of Economics (LSE)

Libor Transition: Looking Forward to Backward-Looking Rates by Dr. Fabio Mercurio, Global Head of Quant Analytics at Bloomberg

Liquidity Stress Testing by David Scalzetti, CFA, Director, Regulatory Products, ICE Data Services

Mixed Local Volatility Model Boosts Distribution of Exotics by Professor Uwe Wystup, Founder and Managing Director of MathFinance AG, Professor of Foreign Exchange Derivatives at University of Antwerp

Trading Crypto Assets and Derivatives by Professor Carol Alexander, University of Sussex

Neural Networks and Reinforcement Learning in Finance by Professor John Hull

CAPM et al – Fund Models in Finance by Professor Johannes Ruf, London School of Economics (LSE)