The Fundamentals of Machine Learning in Finance

Explore the fundamentals of machine learning through this practitioner-led course covering the principal aspects and applications of machine learning.

Thumbnail

The Fundamentals of Machine Learning in Finance

June 15−18, 2020

View agenda   View prices

This introductory course has been developed for delegates new to the subject, or wanting to refresh their knowledge of, the fundamental principles of machine learning and how it applies to financial organisations. 

This virtual training course will explore the core components of machine learning from objective function to model interpretation and validation.

Attendees will have the opportunity to learn about the importance of data quality and how to identify, process and analyse data appropriately. 

Sessions will address the parameters of model selection and explainability and how machine learning can then be applied to financial risk, investment management and portfolio strategies. 

COVID-19 update

Due to the escalation of the COVID-19 developments and the restrictions being placed on travel, Risk Training has taken the decision to provide our May, June and July training courses virtually.

The decision to move remotely has not been taken lightly, but our utmost priority is to safeguard the wellbeing of all our delegates, speakers and staff.

We are hopeful that we will be able to return to our in-person events later this year, however as this unprecedented situation is changing every day, we remain watchful but also focused on delivering this much anticipated course.

 

What will you learn?
  • Understand the difference between modern statistics, ML and AI 

  • Why machine learning is becoming more important to financial organisations 

  • The importance of identifying data sources and types 

  • Understand the principles of model and variable selection

  • The differences between unsupervised, reinforcement and deep learning

  • Approaches to satisfy explainability 

  • Identifying and monitoring risk in ML

Who should attend?

Relevant departments may include but are not limited to: 

  • Quantitative Development and Trading

  • Risk Management

  • Model Validation

  • Data Science

  • Machine learning

  • Portfolio Management

Course highlights
  • Introduction to machine learning

  • Understanding data

  • Objective function in ML

  • From modern statistics to machine learning models

  • Interpreting and validating a model

  • Machine learning in investment management and portfolio optimisation

  • ML for risk practitioners

  • Machine learning in finance: putting it into practice

Online training

Our live, virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:

  • Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days
  • Facilitated collaboration including Q&A, interactive polling and group workshops
  • Live interaction with subject matter experts – get your questions answered in real time
  • Receive comprehensive course materials and supporting content from Risk.net to reinforce your learning
  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants

Thumbnail
Dr Richard Saldanha

Founder & Co-Head

Oxquant

Dr Richard Saldanha is Founder and Co-Head of Oxquant, a consultancy firm that provides expertise and advice on risk management, investments and the impact of artificial intelligence. He is also an Independent Adviser to Oxford Portfolio Advisers.

Richard has over 20 years’ experience in asset management and investment banking in the areas of risk, trading and investments. In particular, he was Global Head of Risk at Investec Asset Management (2010–15), headed a quantitative global macro initiative for the same firm (2006–09) and founded and ran his own hedge fund Oxquant Capital Partners (2004–06).

In addition to his consulting and advisory activities, Richard lectures on statistical machine learning and its applications in finance at Queen Mary University of London. He attended Oriel College, University of Oxford, and holds a doctorate (DPhil) in statistics.

Thumbnail
Dr Drago Indjic

Managing director

Oxquant

Dr Drago Indjic is an expert data science practitioner and is co-head of Oxquant. He is co-founder of Soft-Finance (Geneva), Technology Partnership (Belgrade) and Richfox Capital (Amsterdam). In addition, Drago has been a technology project funding evaluator for the European Union's ambitious €80bn Horizon 2020 programme since 1997 and will continue in that role with H2020's successor programme. 

Drago has over 25 years’ experience in alternative investments and entrepreneurship and has worked as a portfolio manager and in research at several hedge funds, a family office and for a GCC sovereign wealth fund. He is an investor in a number of fintech businesses. 

Drago lectures regularly on fintech and hedge funds at Queen Mary University of London and Regent's University. He holds a Dipl Ing from the University of Belgrade and a PhD from Imperial College, London; and is a Member of the IEEE and IET.

 

Thumbnail
Rogelio Cuevas

Senior Manager, Data Scientist

TD Bank

Rogelio Cuevas is a Data Scientist, Senior Manager at TD Bank where his main responsibility is providing data science and machine learning solutions for different lines of business. Prior to his tenure with TD Bank, he was a Data Scientist at Scotiabank where he developed credit risk models in retail banking through the prototyping and implementation of machine learning techniques. 

He is an active member of the Toronto data science community where he offers mentoring and training to professionals. Part of these activities include being a panelist at Rotman School of Business, mentor at Insight Data Science Toronto and invited speaker at University of Toronto. 

Before his experience in the financial sector, Rogelio contributed with IBM through its Cognitive Class initiative, formerly known as Big Data University. 

Rogelio has a strong academic background and research experience that he acquired working in academic institutions that include McMaster University, Duke University and The University of Western Ontario. 
 

Thumbnail
Vishal Gossain

Vice President, AML / ATF Analytics

Scotiabank

Vishal Gossain is currently the vice president of global risk management responsible for all global regulatory and non-regulatory retail models, and application of artificial intelligence and machine learning for retail products. Vishal has held previous senior retail modeling, risk management, business strategy, P&L management and finance positions in Latin America and North America. Some of them include Head of credit risk for HSBC in Latin America, Head of credit risk for Capital One Canada and several other risk/business management positions in HSBC USA and consulting firms. 
Vishal currently sits on the board of MIT Computer Science and Artificial Intelligence Laboratory and University of Western Post-graduate program.
Vishal holds an undergraduate degree in engineering from Indian Institute of Technology (IIT) Kharagpur and has completed his post-graduation in engineering from University of Texas at Austin.
 

Thumbnail
Jesús Calderón

Managing director

Maclear Data Solutions

CPD / CPE Accreditation

CPD_Logo

CPD Accreditation

This course is CPD (Continued Professional Development) accredited and will allow you to earn up to 12 credits. One credit is awarded for every hour of learning at the event.

CPE Member

CPE Accreditation

This course is CPE (Continuing Professional Education) accredited and will allow you to earn up to 12 credits. One credit is awarded for every hour of learning at the event in accordance with the standards of the National Registry of CPE Sponsors.

Python for Financial Markets

This event will teach participants how to code in Python and demonstrate data analysis using libraries such as Pandas, NumPy and Scikit-learn.

  • New York, USA

Not the course for you?

Risk Training offers a great selection of courses in finance, risk management, regulation and derivatives across North America, Asia and Europe for you to choose from.

View all courses