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Industry Related Events

 

 

   

NECA Power Markets Conference

Tuesday, November 14

  • Want to learn about IMAPP? (Hint: Integrating Markets and Public Policy)
  • What happens to the projects you’ve invested in when Big Policy and Energy Markets collide?
  • Can the collision be managed, or will it be more like a supernova in space?
  • How will it impact the investment landscape for new projects and existing project viability?
  • How does the growth of low-cost, often highly variable resources influence policy now and in the future?

 

This conference will answer your questions about how state and federal policy makers influence resource decisions to achieve policy goals -- the environment, jobs and now, with the DOE NOPR, resiliency.

List of speakers -- Program

Register here



QUANTUNIVERSITY'S
BLOCKCHAIN 101 & ANALYZING CRYPTOCURRENCIES USING MACHINE LEARNING
WORKSHOP

November 14, 2017, 6:00-8:00 pm
CIC 5th Floor (Havana Room), Cambridge MA

This event is FREE — must request invitation here

AGENDA

  • 6:00-6:30 - Networking, Pizza and Drinks
  • 6:30-7:15 - Blockchain 101: A "technical" introduction 
  • 7:15-8:00 - Analyzing Cryptocurrencies using Machine Learning Techniques 

WORKSHOP SUMMARY
Interest in Blockchains and Distributed Ledger technologies is growing and and many financial professionals are understanding the power of these technologies. As we launch our Blockchain and Machine Learning and AI in Finance workshops, we are doing a preview of our upcoming workshops in this month's meetup. We will showcase an introductory module and illustrate examples from our workshops.

In part 1, we will kick off with a "technical" introduction to Blockchains. We will get under the hood to understand the key technologies that has enabled Blockchains.

In part 2 of this workshop, we will demonstrate case studies on using machine learning techniques for analyzing cryptocurrencies.

SPEAKERS
Duru Turkoglu, PhD, leads the Blockchain Technology practice at QuantUniversity. He has taught several computer science courses at DePaul University, Chicago, including data structures, discrete mathematics, computational geometry, and systems. Previously, he was a partner in a startup proprietary trading company, where he developed and implemented profitable high-frequency trading strategies. Duru has majored in computer engineering and mathematics, and he has PhD and MS degrees in computer science from the University of Chicago.

Anish Shah, CFA, leads the Quant Finance and Machine Learning workshops at QuantUniversity. Anish has been a Quant at Northfield and ITG. He is a CFA charterholder and earned an MS in Operations Research from University of California, Berkeley and an MS in Applied Math from Brown University.

Sri Krishnamurthy,CFA, CAP, is the founder of QuantUniversity.com, a data and quantitative analysis company and the creator of the Analytics Certificate program. He has more than 15 years experience in analytics, quantitative analysis, statistical modeling and software development and has worked at Citigroup, Endeca, Mathworks and with more than 50 customers in the financial services and energy industries. Sri has an MS in Computer Systems Engineering and another MS in Computer Science, both from Northeastern University and and MBA from Babson College.

 

CFA Institute Live Webinar

The World of Derivatives and Valuation Control Date

22 November 2017 Time: 5:30–6:30 p.m. India Standard Time (IST)
Speaker: Karthik Ramamurthy 


This program is free and open to everyone regardless of membership status.
CE credit: 1.0 


Register now

Summary
Cash and derivatives trading constitute core front office activities for most leading financial services firms, and the valuation control function typically plays a critical role in controlling and supporting these activities. Valuation control teams formulate and implement valuation adjustment and price-testing policies to ensure that the valuations of positions are appropriately recorded. In addition, they are responsible for operating the controls around daily benchmark rate setting and for the quarterly submission of banks prudential valuation adjustments to financial regulators. Valuation control groups are expected to be well-versed in both the analytical and numerical techniques related to the valuation of a variety of financial instruments, including bonds, loans, and derivatives, as well as more bespoke private equity–related positions. The purpose of this webinar is to provide a broad overview of the valuation control process, including practitioner insights into best practices and current challenges.

Speaker/Moderator
Karthik Ramamurthy
heads the valuation control team at Standard Chartered GBS, Bangalore. Prior to working at Standard Chartered he worked at Goldman Sachs, JPMorgan, Barclays, and CIBC in London, covering valuation control, market risk management, and IT. In his previous role at CIBC, he was Executive Director of Market Risk Management, overseeing European risk for all asset classes. He holds a master’s degree in finance from the London Business School.

Shreenivas Kunte, CFA, (Moderator) is a director of continuing education and advocacy at CFA Institute. In this role, Shreenivas contributes to thought leadership in the investment profession. He writes on investing topics in leading publications and represents CFA Institute at conferences and forums. Shreenivas serves as an external research scholar at the Indian Institute of Technology Bombay. Prior to joining CFA Institute, Shreenivas worked as the country trading strategist for Citi. He holds a degree in computer engineering from Mumbai University.

Continuing Education for CFA Institute Members
Provide your CFA Institute ID number upon registration to facilitate the automatic entry of CE credit into your record at the close of the live webinar. 

Questions?

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