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Focus On

Event

Machine Learning Models in Financial Services

FOCUS ON: Events, Machine Learning, Technology,

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.

AGENDA

6:00pm – 6:20pm: Registration

6:20pm – 6:30pm: Introduction
Dean Mitchell, Partner, Avantage Reply
Dave Gouevia, Senior Director Business Development EMEA, DataRobot

6:30pm – 6:50pm: An Industry Perspective on Machine Learning Models
Vivien 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 Models
Seph Mard, Head of Model Validation, DataRobot
Ram Ananth, Senior Manager, Avantage Reply

7:40pm – 8:40pm: Drinks & Networking


You can register by filling your information in the following link

Space is limited and we are expecting high demand, so please register early.

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