Forthcoming Event: Model Risk: People, Choices and Challenges
How do we make financial models work for us?
Modelling risk is an essential part of finance, allowing people to make better informed investment decisions. But as the aphorism goes, "All models are wrong, but some are useful". What are the challenges we face when we model risk, what assumptions should we use and what choices do we need to make? In this talk, Srinivasan, a senior audit manager at RBS and alumni of the University of Reading, talks us through the issues with modelling risk. This is a must-see presentation for anybody interested in technical roles in financial services.
Modelling risk is an essential part of finance, allowing people to make better informed investment decisions. But as the aphorism goes, "All models are wrong, but some are useful". What are the challenges we face when we model risk, what assumptions should we use and what choices do we need to make? In this talk, Srinivasan, a senior audit manager at RBS and alumni of the University of Reading, talks us through the issues with modelling risk. This is a must-see presentation for anybody interested in technical roles in financial services.
Srinivasan Rajasekaran, Senior Audit Manager, RBS
Srinivasan has over 16 years of experience in financial markets covering risk models, price verification, and audit. He has been a manager of other quants (the most technically gifted people in banks) for over 10 years and is an expert in the regulations that govern risk models.
You can read more about Srinivasan here.