Tuesday 4th December 2018
Reply offices, Nova South, 160 Victoria Street, London, SW1E 5LB
On Tuesday 4th December 2018,
Avantage Reply and DataRobot will host an event on
Machine Learning Models in Financial Services at the Reply offices.
This event will provide an opportunity to learn more about the evolving space of machine learning models, from industry practitioners and regulators. The Bank of England will provide insights on the latest Algorithmic Trading Supervisory Statement (SS 5/18), covering regulatory expectations and the increased use of machine learning models in this space. Industry practitioners from Societe Generale, Avantage Reply and DataRobot will provide insights on how machine learning models are being applied in financial services and the evolving best practice on model risk management approaches for these types of models.
6:00pm – 6:20pm:
6:20pm – 6:30pm:
IntroductionDean Mitchell, Partner, Avantage ReplyDave Gouevia, Senior Director Business Development EMEA, DataRobot
6:30pm – 6:50pm:
An Industry Perspective on Machine Learning ModelsVivien Brunel, Head of Risk and Capital Modelling, Societe Generale
6:50pm – 7:10pm:
Supervisory Statement on Algorithmic Trading (SS 5/18)James Ellison, Senior Technical Specialist, Bank of England (Prudential Regulation Authority)
7:10pm – 7:40pm:
Insights on the Model Risk Management for Machine Learning ModelsSeph Mard, Head of Model Validation, DataRobotRam Ananth, Senior Manager, Avantage Reply
7:40pm – 8:40pm:
Drinks & Networking
You can register by filling your information in the following
Space is limited and we are expecting high demand, so please register early.