QuantDay

15 November 2018

Are you interested in science behind finance? Do you want to learn practical applications of mathematical methods in financial industry? You are eager to find out which problems of banking can be effectively solved by machine learning techniques or perhaps you are willing to learn the process of building, testing and deploying algotrading strategies? Or perhaps you consider a carreer in quantitative finance industry a s Quant or Data Scientist or review new trends and methods, which can be applied in your projects?
 
If so, you can’t miss the QuantDay on 20th November 2018 – the event organized by Computational Finance Student Research Group MIMUW and Foundation for Professional Development QuantFin. The QuantDay will take place at 16:00-20:00 in room 5440 on the Faculty of Mathematics, Informatics and Mechanics of University of Warsaw.
 
During the event we will see presentations offered by valued professionalists from important companies in financial industry – we will host Goldman Sachs, Aviva, Labyrinth HF, EY and QFRG WNE UW.
 
We guarantee high quality of the debate and wide range of topics. Additionally to that, delicious pizza wiill be served :)
 
Scheduled presentations:
 
Goldman Sachs
“Introduction to CVA and key modelling concepts”
Rafał Muchorski, associate, Goldman Sachs, Credit Quantitative Analysis
 
“Factor Modelling: from classic approach to machine learning“
Karol Partyka, analyst, Goldman Sachs, Model Risk Management
 
Labyrinth HF
“How can we test algorithmic trading strategies?”
Robert Ślepaczuk, Labyrinth HF co-founder
 
EY
“Applications of ML in banking industry“
Robert Małysz, associate partner in EY, Data&Analytics leader
 
Aviva
“Challenges in stochastic modeling of option prices and guarantees embedded in insurance products“
Marek Wielgosz, manager, Aviva
 
QFRG WNE UW
“Why you should NOT invest in BTC mining”
Grzegorz Zakrzewski, member QFRG WNE UW
 
During the event we will also present a quantitave competition Quant Invets, organized by QuantFin Foundation and CFA Society Poland and sponsored by TFI PZU S.A.
 
See you on Tuesday, 20th Nov 2018!

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