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Event Abstract:
OTC derivatives are notorious for slow valuation and risk calculations. Financial institutions are forced into a compromise between compute cost and the quality of risk information, including the frequency of updates, risk coverage, and accuracy. As a result, traders lack insight into their risks, hampering their risk management abilities. Riskfuel enables traders to instantly recalculate portfolio values and gain an accurate, comprehensive, and up-to-the-second view of risk. Riskfuel creates accelerated versions of traditional valuation models using advanced machine-learning technology.
About the Speaker:
Prior to starting Riskfuel, Ryan was Managing Director and Head of Securitization, Credit Derivatives and XVA at Scotiabank. Previous roles have included credit correlation trading and managing the equity derivatives trading desk. Ryan began his career with positions in risk management and financial engineering.
Ryan has a PhD in Physics from Imperial College, and a BASc and MASc in Electrical Engineering from the University of Waterloo.
