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Monthly Archives: November 2018

QUANTDAY – 20th 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:

16:00 Welcome

Why you should NOT invest in BTC mining
Grzegorz Zakrzewski, member QFRG WNE UW

16:40 Aviva
Challenges in stochastic modeling of option prices and guarantees embedded in insurance products
Marek Wielgosz, manager, Aviva

17:25 EY
Applications of ML in banking industry
Robert Małysz, associate partner in EY, Data&Analytics leader

18:10 Presentation of Quant Invest
a quantitative competition organized by QuantFin Foundation and CFA Society Poland, sponsored by TFI PZU S.A.

18:20 Pizza sponsored by QuantFin Foundation

18:40 Labyrinth HF
How can we test algorithmic trading strategies?
Robert Ślepaczuk, Labyrinth HF co-founder

19:20 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


See you on Tuesday, 20th Nov 2018!