In November, CompatibL will be playing a major part in the 16th Quantitative Finance Conference, which this year is being hosted online by World Business Strategies.
On day one of the conference, at 10AM EST on Monday November 16, our Executive Chairman, Alexander Sokol—a leading book author and winner of the Quant of the Year award by Risk.net—will be speaking on the topic of market generators for long time horizons.
On day five of the conference, at 12PM EST on Friday November 20 Alexander Sokol and Alexei Kondratyev (Managing Director and Head of Data Analytics of Standard Chartered Bank) will chair a panel discussion on the unique challenges of using recent machine learning (ML) techniques in finance, as well as ML model risk and the potential of ML to shape the future of quantitative finance.
After the conference, from 9AM EST through 11AM EST on Monday November 23 and Tuesday November 24, Alexander will be hosting a post-conference workshop with Christopher Anderson (Economist, Supervision and Regulation, Federal Reserve Board). This will focus on advanced topics in FRTB SA (MAR21) and SA-CVA (MAR50). Each day of the workshop will include two 30-minute sessions followed by a 40-minute expert panel.
About the Quantitative Finance Conference
Every year, the Quantitative Finance Conference organized by WBS brings together professionals, researchers, academics, and leading experts in quantitative finance from all over the world to share and discuss their knowledge and experiences, new perspectives, and innovations in the industry. The 16th conference will take a complimentary online format with a live chat via Cisco Webex and will include access to the WBS Training educational portal.
Register for the conference now at WSB Training for access to many valuable insights.
