Machine Learning and AI in Risk Management

Sri Krishnamurthy, QuantUniversity.com

Overview

Artificial intelligent systems in finance have exploded over the last few years. Many institutions are struggling to leverage these new AI systems and machine learning approaches to risk management. This is particularly true for applications to risk models that are subject to regulatory scrutiny where transparency limits applications of these new approaches.

Co-sponsored with PRMIA (Professional Risk Managers’ International Association), this session will provide an overview of the current state of applied machine learning and artificial intelligence for risk modeling and how it can be applied for monitoring risk and building new risk models.

About the Presenters

Stuart Kozola leads product management for Computational Finance and FinTech at MathWorks. He is interested in the adoption of model-led technology in financial services, working with quants, modellers, developers and business stakeholders on understanding and changing their research to production workflows on the buy-side, sell-side, front office, middle office, insurance, and more. He holds the Financial Risk Manager designation from the Global Association of Risk Professionals and an MBA from Carnegie Mellon University.

Sri Krishnamurthy, CFA, CAP is the founder of QuantUniversity.com, a data and Quantitative Analysis Company and the creator of the Analytics Certificate program and Fintech Certificate program. Sri has more than 15 years of experience in analytics, quantitative analysis, statistical modeling and designing large-scale applications. Prior to starting QuantUniversity, Sri has worked at Citigroup, Endeca, MathWorks and with more than 25 customers in the financial services and energy industries. He has trained more than 1000 students in quantitative methods, analytics and big data in the industry and at Babson College, Northeastern University and Hult International Business School. Sri is leading development efforts in creating a platform called QuSandbox for adopting open source and analytics solutions within regulated industries.

This session will be moderated by Michael Ivie, PRM, PMP, MBA, he is a Managing Partner and the Head of Financial Services Consulting for Arrayo, a specialized professional services firm that empowers data intensive businesses. Michael serves on PRMIA’s New York Steering Committee and the Global Finance Committee for the Board of Directors.

Recorded: 25 Jun 2018