Application of Data Science in Market Risk Management

Date: 14 April 2021 (Wednesday)
Time: 6-7pm (HKT)
Venue: Online via Zoom Meeting
Meeting ID: 915 1752 5700
Passcode: 569265
Title: Application of Data Science in Market Risk Management

Introduction:

Data Science, Machine Learning and Artificial Intelligence are the new technologies used by Banks and Financial Institutions. We will discuss specifically the example use case and application of such technologies in Market Risk Management.

Speakers:

Chamseddine Nasri, Head of Counterparties and Market exposure and Head of Data/Digital Design Office.

Chamseddine Nasri is also the Chief Digital Officer for Asia Risk department.

Chamseddine began his career in 2001 in Societe Generale as business analyst under Market Risk department leading regulatory projects (improvement of the internal model), and as market risk analysts on credit derivatives activities.

Chamseddine Joined Societe Generale Hong-Kong in 2010 as market risk manager on fixed income activities.

Chamseddine is a graduate of Polytech (French Engineering School), in MSc Applied Mathematics.

Ray Wong, Digital Officer for Market Risk, Asia

Ray Wong is the digital officer and also head of tactical development team in Design and Digital Office, Risk Management (Market Risk) in Asia. Ray leads the pilot projects under Data Science Laboratory of Risk Management Department. He is also leading a team of IT developers for the development of technical solution and tools for the daily operation of Profit and Lost analyst and Risk analyst.

Ray began his career in 2000 at a Research and Development center for high speeding content delivery. In 2002 he joined Reuters as system analyst for the development of global market data distribution system and HSBC as IT Manager responsible for the FX trading system in 2005. Ray Joined Societe Generale in 2010.

Ray is a graduate of CUHK in BEng Computer Engineering and HKUST in MSc Financial Analysis.