Machine Learning in Finance, London

This training course will address in-depth the opportunities and limitations of machine learning in quantitative finance with practical guidance from a variety of expert tutors.


Machine Learning in Finance

February 25–26, 2020 | London

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This training course will address in-depth the opportunities and limitations of machine learning in quantitative finance with practical guidance from a variety of expert tutors.

Sessions will cover key theories, models and more advanced tools in machine learning using a quantitative approach. The course will examine what impact machine learning has on trading, portfolio construction and optimisation as well as focus on deep neural networks, applications of natural language processing , trading strategies and more.

What will you learn?
  • The theory behind machine learning, latest applications and how these methods can be applied in your firm

  • How to properly and efficiently manage data for machine learning 

  • Machine learning in risk management and trading 

  • Insight into machine learning models and their application

  • How to apply natural language processing  

  • Building trading strategies using machine learning 

View course agenda

Who should attend?

Relevant departments may include but are not limited to: 

  • Risk Management 

  • Machine Learning

  • Portfolio Management

  • Data Science

  • Financial Engineering

  • Quantitative Analytics

  • Quantitative Modelling

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Course highlights
  • Machine learning in finance: opportunities and limitations

  • Recent advances in autoencoders and latent constraints

  • Unsupervised learning applied to transaction data

  • Alternative data for traders and natural language processing 

  • ML in investment risk management

  • Validating machine learning models in the enterprise 

  • Applying ML in practice  

View agenda topics

Pricing options

We offer flexible pricing options for this course:

  • Early bird rates - save £400

  • Group booking rate - save up to £2000

  • Subscribe to receive Risk Training updates not to miss out on additional savings

Join the course

Alex Adranghi

VP, quantitative analyst & front office AI lead


Alex Adranghi is a Vice President, Quantitative Analyst and front office AI lead at MUFG. He is a founding member of the MUFG European Innovation Labs. He previously worked at WestLB and Bloomberg. Alex pop has a background in Applied Mathematics and Computer Science.

Juan Acevedo Valle

Machine learning specialist


Praneeth Maganti

London Business School

Saeed Amen



Saeed Amen is the founder of Cuemacro. Over the past fifteen years, Saeed Amen has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura.

He is also the author of Trading Thalesians: What the ancient world can teach us about trading today (Palgrave Macmillan) and is the coauthor of The Book of Alternative Data (Wiley), due in 2020.

Through Cuemacro, he now consults and publishes research for clients in the area of systematic trading. He has developed many Python libraries including finmarketpy and tcapy for transaction cost analysis. His clients have included major quant funds and data companies such as Bloomberg. He has presented his work at many conferences and institutions which include the ECB, IMF, Bank of England and Federal Reserve Board. He is also a co-founder of the Thalesians. 

Dr Richard Saldanha

Founder & Co-Head


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.

Mike Taylor

Associate director


Gilles Artaud

Senior Advisor, Market and Counterparty Risk

Crédit Agricole

Gilles Artaud, Senior Advisor, Market and Counterparty Risk, Crédit Agricole

Gilles Artaud has been working in investment banking for the last 20 years, where he held various positions within Quant, Front Office and Risk Department, working all along on many underlying types, pricing, validation, regulatory and economic capital, market risk and counterparty credit risk topics.

After setting in place the methodology and library for CCR and CVA, he lead XVA, initial margins on non-cleared transactions, and many regulatory topics.

His current "hot" topics are XVAs (CVA DVA FVA AVA MVA...) and impact of new regulatory requirements on derivatives, among which SA-CCR, NSFR, FRTB and FRTB-CVA and Artificial Intelligence technologies in Risk Management.


etc.venues Fenchurch

8 Fenchurch Pl


CPD / CPE Accreditation


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.

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