In this event, we will discuss how academics and risk managers could benefit from mutual interaction. Motivated by several examples, David Ardia (winner of the Swiss Risk Manager of the Year Award 2018) and Simon Keel (Tolomeo Capital) will show how recent academic research contributed to the development and implementation of new tools to answer problems faced by practitioners in the risk space, in particular with regards to hedge funds. We will also discuss the merits of sharing these tools publicly via open-source platforms.
David Ardia: assistant professor of finance at the University of Neuchatel. He is the winner of the Swiss Risk Manager of the Year award 2018. He is an open-source enthusiast developing tools in quantitative finance and risk management.
Simon Keel: Founding Partner and CTO at Tolomeo Capital
In our chapter events – access for members only – we present one or more speakers to share knowledge, updates and best practises on a specific risk topic. In small groups of risk professionals you can exchange thoughts and test ideas. More on SRA chapters. This event is hosted by the chapter Risk Analytics and Models.
- 05. March 2019: Academia and industry: Bridging the gap!
5. March 2019
18:30 - 20:00