Quants in the Cloud: Timely and Optimized Pricing and Risk Decisioning
Why Attend?
Discover how to achieve better pricing and risk decisions with high performance calculations, rapid applications building and quantitative sandboxing using NxCore Cloud, a cloud-native development platform.
Presenter:
Dr. Matteo Bedini, Financial App Specialist, Numerix
The current geopolitical turmoil coupled with ongoing capital markets volatility requires traders, quants, and risk managers to be able to make timely and optimized pricing and risk management decisions. These players require a shorter time to market to roll-out new applications and structures, as well as a high degree of flexibility, coupled with extended scalability and performance.
In this webinar, Numerix’s Matteo Bedini showcases the core functionality of NxCore Cloud- a cloud-based development platform leveraging Numerix’s award-winning pricing and risk analytics, the strength of the Python ecosystem, and the power of the cloud.
During this webinar, Matteo performs a live demo of NxCore Cloud, where he shows:
- The main functionalities of NxCore Cloud as a development platform
- Building and deploying simple dashboards
- Leveraging the cloud serverless calculation capabilities for deploying a pricing service
- Scaling calculations on thousands of calculation nodes in the cloud for computationally intensive tasks
Featured Speakers
Matteo Bedini, PhD
Matteo Bedini works as a Senior Financial Engineer in Numerix’s Milan office, helping EMEA clients price and manage the risk of their multi-asset class derivative portfolios as well as coping with current regulations such as SIMM and FRTB. Prior to Numerix, Dr. Bedini worked as a Quantitative Developer for Intesa Sanpaolo in the Front Office and in Risk Management, where he implemented pricing models for structured products and developed new tools for independent price validation. Dr. Bedini holds two degrees in Mathematical Engineering (M.Sc. and B.Sc.) and Software Engineering (B.Sc.) from Politecnico di Milano and a Ph.D. in Mathematical Probability from the universities of Brest (FRA) and Jena (GER).
Udi Sela
Udi Sela has been active in foreign exchange derivatives markets for over 25 years. As a senior derivatives trader and trading manager at Citibank and JPMorgan, he developed expertise in derivatives spanning both vanilla and complex FX options. After his trading career, he has led product development, pre-sales and business development functions within a range of financial software vendors. Mr. Sela is currently responsible for product and field marketing at Numerix.
