Machine Learning in Finance programme
Workshop 2: Machine Learning in Finance
Speakers
Dr Simon Goo
Executive Director – Head, Group Risk Analytics
UOB
Simon leads a multi-disciplinary risk analytics team that oversees enterprise-wide risk management models at United Overseas Bank. The team validates a wide range of risks and measurement models. Those models can be used to assess and manage credit, market and balance sheet risks across the bank’s global business.
Prior to joining the bank, Simon held senior corporate positions in technology and finance related companies in areas such as strategic planning, private equity investments and mergers and acquisitions. He has also worked with promising enterprises to assess the potential of their technologies for product commercialization and strategic investment.
Simon holds a PhD in the field of decision control systems from the University of Newcastle- upon-Tyne (UK). He received an IChemE Jubilee prize for his research applying Statistical and Artificial Intelligence Methodologies for on-line fault detection and diagnosis in 1997.
Simon was part of the banks’ Innovation Workgroup member to bring The Finlab to launch and he had been a mentor in The FinLab. He was part of the judging panel in the Global Fintech Hackcelerator. Simon serves as a member in the Product Program Committee and the Alt-Chair person in the Valuation Adjustments working group in the bank.
Aaron Hallmark
Chief Executive Officer
CATENA TECHNOLOGIES
Aaron is CEO of Catena Technologies, a solutions company that helps financial institutions improve their business capabilities using cutting-edge technologies. Aaron has twenty-five years of technology experience in cross-asset trading, clearing, risk management, accounting, and compliance. His career has spanned across the U.S., Canada, the Middle East, and throughout Asia Pacific, and he has managed projects for such clients as JPMorgan Chase, HSBC, Citibank, Morgan Stanley, HKMA, and SGX. Aaron received his B.S. from Stanford University in Artificial Intelligence, as well as an MBA from the USC Marshall School of Business. Aaron is a frequent lecturer for Singapore Management University's Master of IT in Financial Services program.
Prior to joining Catena, Aaron spent more than 9 years with Calypso Technology, a global financial software and services company focused on cross-asset trading, risk management, and processing. At Calypso, Aaron led the Professional Services team for the Americas based in New York. He later took on the Singapore-based role of Director of Professional Services, Asia, where he directed the APAC region's first-ever implementation of OTC derivatives clearing.
In his current role, Aaron has led the development of Catena TRACE Reporting, a solution that automates financial institutions' workflow for regulatory reporting, as well as TRACE Analytics, a system that consolidates trade data to provide a wide range of descriptive and predictive analytics.
Joseph Toh
Founder
FinTech Association Singapore
Serial entrepreneur. Investor. C-Suite Advisor, Blockchain, XR, AI expert, Founder of FinTech Association Singapore, ex-Credit Suisse/Accenture Head of Technology Consulting and Andersen Ventures.
Founder and advisor to Award winning Tech companies. Extensive international network & experience with Fortune 500 companies and start-ups, successfully delivering award winning businesses in Digital, Software, Mobile and Brand management. Strategy to commercialization, managing large complex transformations.
Former Accenture executive and Credit Suisse’s Strategy & Innovation across Asia Pacific; key leadership roles working closely with global and regional C-suite leadership to drive digital innovation, early stage deal structuring, industry consortium's/partnerships and delivering next generation industry awarding winning Digital platforms that drive customer experience and sales.
A regular contributor to industry thought leadership, advisor, government bodies with over 100+ industry leading publications. Prior roles include, Global Head of Strategy & Solutions, Head of Architecture at Standard Chartered Bank, Program Director for Singtel/Optus, Head of Accenture Technology Consulting Korea and CIO for Best Buy China.
Jonathan Morgan
Founder
Kobe International Blockchain Research Centre
Experienced risk specialist and a lead researcher in AI, Machine Learning & Blockchain, with a passion to be the bridge between traditional banking and digital transformation. 16+ years track record of transforming business operations, enhancing processes via technologies, re-defining policies and frameworks in the risk & compliance environment and launching new ventures partnering with solution providers.
Radha Pendyala
Enterprise Data Scientist
REFINITIV
Radha works as an Enterprise Data Scientist at Refinitiv. His work involves applying machine learning and quantitative financial modeling techniques to large datasets in order to solve specific problems in the financial and risk domain. Prior to Refinitiv, he has worked as a portfolio manager at Goldman Sachs Asset Management. He has more than a decade of experience in building financial and statistical models.
Johnson Poh
Executive Director - Head, Group Enterprise Artificial Intelligence (AI)
UOB
Johnson Poh has been a Data Scientist with experience spanning across the finance, consulting and government sectors for the past decade. His present and past professional appointments include being Executive Director & Head Enterprise Artificial Intelligence for UOB Group, Head Data Science/Practice Lead at DBS Bank, Chief Data Scientist, ASEAN at Booz Allen Hamilton as well as Principal Data Scientist at Ministry of Defence, Singapore respectively.
Johnson also serves as an Adjunct Faculty at Singapore Management University (SMU) where his focus areas include applied statistical computing, machine learning as well as big data tools and techniques. He completed his bachelor’s degree at University of California, Berkeley, majoring in the subjects of Pure Mathematics, Statistics and Economics. He received his postgraduate degree in Statistics at Yale University.
Nagarajan Ramamurthi
Founder and CEO
THE NEW GEN INFOTECH PRIVATE LIMITED, SINGAPORE
Nagarajan started career in Information Technology Consultant and consulting with big financial institutions in Asia and Americas.
He leads and successfully executed number of financial solution programs covering Payment systems, Risk systems, Investment Products, Private wealth Management, Asset and Compliance business.
He has vast experience within digital transformation solution that includes Data Analytics, Machine Learning, Deep Learning and Blockchain. He designed and developed digital solution targeting Z-generation called Smart Product analyser.
He has held several senior leadership positions in the large Financial Institutions covering Asia and Americas.
He is a volunteering with People Association as Grassroot leader for 7 years, serving different part of the Singapore society.
He volunteering on offering Digital transformation training for the students from Indian University.
Nagarajan is a Project Management Professional of the Project Management Institute of Company Directors (PMI), USA.
He has presented and has been part of expert panel in various business forums.
Amandeep Singh Sidhu
Machine Learning Quant
STANDARD CHARTERED BANK
Amandeep currently works as a machine learning quant at the Standard Chartered Bank (Singapore), where he is involved in predictive time series modelling for the entire group. Prior to this, he undertook roles in derivative pricing and risk management at Murex and OCBC Bank (Singapore). Publications authored under his name primarily span the research area of reinforcement learning.
Amandeep graduated with B.Eng (Hons) in Computer Engineering from the Nanyang Technological University. Thereafter, he attended University of Chicago as a Monetary Authority of Singapore scholar where he graduated with a M.S. in Financial Mathematics.
Eric Tham
Senior lecturer, data science
Australian University
Dr. Eric Tham is a senior lecturer in data science in a top Australian University. Prior to joining academia, he has over 16 years of financial experience spanning quantitative development, risk management and Fintech. He has a Phd in Finance with research interests in asset pricing, AI/ML in Finance and behavioural finance. His extensive practical experiences have helped introduce a practical inclination to his teaching.
His research interests are at the intersection of behavioural finance and AI/ML, and have been presented at the American Economics Association (AEA/AFA) meetings, Miami Behavioural Finance conference, the European Financial Management Association (EFMA) meetings, the Australasian Banking and Finance conference (ABFC) and the Risk management conference at NUS. He has also won a research grant from the Think Forward Initiative for his research on social media trust.
Lawrence Wee
Chief Data Scientist
ALLIANZ ASIA PACIFIC
Innovator and strategist in data science and artificial intelligence. I lead and mentor data scientists, co-creating AI solutions in healthcare, pharmaceuticals, financial services and cybersecurity.
Machine Learning in Finance Programme
**This programme is recognised under the Financial Training Scheme (FTS) and is eligible for FTS claims subject to all eligibility criteria being met.
08:30 |
Registration |
|
09:00 |
Machine Learning Models for Risk Management
Aaron Hallmark, Chief Executive Officer, CATENA TECHNOLOGIES |
|
10:30 |
Morning coffee break |
|
10:50 |
Machine Learning in the Regulatory Compliance and Risk Management
Jonathan Morgan, Regtech Lead Singapore, SIA PARTNERS |
|
12:20 |
Lunch |
|
13:15 |
Machine Learning Applications in Non-financial Risk
Nagarajan Ramamurthi, Founder and CEO, THE NEW GEN INFOTECH PRIVATE LIMITED, SINGAPORE |
|
14:45 |
Embracing Big Data and creating a comprehensive data strategy
Johnson Poh, Executive Director - Head, Group Enterprise Artificial Intelligence (AI), UOB |
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15:45 |
Afternoon coffee break |
|
16:00 |
Advanced Analytics Models: Challenges for Model Management
Simon Goo, Executive Director – Head, Group Risk Analytics, UOB |
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17:00 |
End of day 1 |
08:30 |
Registration |
|
09:00 |
Machine Learning and Portfolio Management- an Overview
Eric Tham, Senior Lecturer & Consultant of Analytics & AI, NATIONAL UNIVERSITY OF SINGAPORE |
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10:00 |
Machine Learning & Portfolio Management – the techniques
Eric Tham, Senior Lecturer & Consultant of Analytics & AI, NATIONAL UNIVERSITY OF SINGAPORE |
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10:50 |
Morning coffee break |
|
11:05 |
Machine Learning and Trade strategies
Lawrence Wee, Chief Data Scientist, ALLIANZ ASIA PACIFIC |
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12:35 |
Lunch |
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13:35 |
Conversational AI– Beyond the chatbot hype
Joseph Toh, Founder, FinTech Association Singapore |
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14:35 |
Machine Learning in Quantitative Trading
Amandeep Singh Sidhu, Machine Learning Quant, STANDARD CHARTERED BANK |
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15:35 | Afternoon coffee break | |
15:50 |
Trading Strategies based on news and sentiment data
Radha Pendyala, Enterprise Data Scientist, REFINITIV |
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17:20 |
End of course |