CRF Workshop: Big Data, ML & AI in Financial Risk Management
Join PRMIA for an informative and interactive pre-conference workshop for the 2018 Canadian Risk Forum (CRF). Come for just the workshop, one day of the conference, or all three days. For full details about the Canadian Risk Forum and to register for the workshop and/or conference, please follow the link below to be directed to the CRF page.
SOLD OUT
Agenda Course Experts CRL Credits
Sponsored By:
Date:
November 12, 2018
Time:
8:00 a.m. - 5:00 p.m.
Session Length:
5 Hours
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Agenda |
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| 8:00 AM - 8:30 AM |
Registration & Continental Breakfast
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| 8:30 AM - 8:40 AM |
Opening Remarks: Welcome
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| 8:40 AM - 9:30 AM |
AI & Machine Learning: An Introduction
Speakers: Jonathan Leonardelli, Director of Business Analytics, Financial Risk Group
- Machine Learning in banking and risk management
- Overview of Supervised learning & example in risk management
- Overview of Unsupervised learning & example in risk management
- Overview of Neural Networks
- Overview of Natural Language Processing & example
- Tools of the trade
- High level overview of applications out there to support ML and AI
- Brief Overview of Unstructured data
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| 9:30 AM - 10:00 AM |
Morning Coffee Break
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| 10:30 AM-12:30 PM |
Measuring and Detecting Risk Exposures using ML and AI Techniques
Speaker: Dr. Jimmie Lenz, Principal, Financial Risk Group
- Understand that ML is not a single approach for all types of problems, but a collection of algorithms used to arrive at solutions specific to the
type of problem being solved.
- How machine learning can be integrated into your business as usual environments (operations, risk management, and yes marketing)
- Perceptions versus reality in the application of Machine Learning using commercially available tools such as Azure
- What is Blockchain and how can the core attributes benefit risk management and other areas of the firm?
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| 12:30 PM - 1:30 PM |
Lunch
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| 1:30 PM - 3:00 PM |
ML and Big Data for Financial Risk Management
Speaker: Dr. Nitesh Chawla, Professor, University of Notre Dame
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| 3:00 PM - 3:30 PM |
Afternoon Coffee Break
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| 3:30 PM - 4:30 PM |
Governance of Advanced Data Modelling Techniques
Speaker: Dr. Jimmie Lenz, Principal, Financial Risk Group
- Understand the governance needed for ML/AI Model Validation in practical application
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| 4:30 PM - 5:00 PM |
Closing Thoughts
Speakers: Dr. Nitesh Chawla, University of Notre Dame & Dr. Jimmie Lenz, Principal, Financial Risk Group
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| About Our Experts |
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Bio |
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Dr. Nitesh Chawla, Professor, University of Notre Dame, is a Frank M. Freimann Professor of Computer Science and Engineering, and director of the Interdisciplinary Research Center on Network and Data Sciences. He is the recipient of several awards and honors, including several best paper awards, the IEEE Computational Intelligence Society Outstanding Early Career Award, the IBM Watson Faculty Award, the IBM Big Data and Analytics Faculty Award, National Academy of Engineering New Faculty Fellowship, and Outstanding Teaching Award (twice). In recognition of the societal and community driven impact of his research, he was recognized with the Rodney F. Ganey Award and Michiana 40 Under 40. He is a Fellow of the Reilly Center for Science, Technology, and Values, Fellow of the Kellogg Institute of International Studies, and Fellow of the Kroc Institute for International Peace Studies. He is founder of Aunalytics, Inc, a data science software and solutions company.
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Dr. Jimmie Lenz, Principal, Financial Risk Group, is an experienced executive, lecturer, and scholar in the fields of banking and capital markets. Global financial services firms and exchanges have engaged Jimmie to address issues related to strategy, analytics application, risk mitigation, and business efficiencies. This in-depth understanding of the capital markets industry has allowed him to provide crucial perspectives in foreign and domestic regulatory matters, including extensive work with outside counsels and the presentation of findings to the Security and Exchange Commission. His passion for developing forward-looking strategies merges with his unique boots-on-the-ground understanding of how our capital markets work with the academic application of new technologies.
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Jonathan Leonardelli, MFM, FRM, Director of the Business Analytics for the Financial Risk Group, leads the group responsible for model development, data science, documentation, testing, and training. Prior to joining FRG in 2010, Jonathan worked in risk management for two US banks, analyzing and quantifying origination and portfolio financial risk. Since joining FRG, Jonathan has led multiple projects to successful completion using his leadership, modeling, and business knowledge. The projects he has worked on span regulatory areas such as: CECL, IFRS9, CCAR, Basel, IRRBB, LICAT, and BCBS239.
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| Continuing Risk Learning Credits: 6 |
PRMIA Continuing Risk Learning (CRL) programs provide you with the opportunity to formally recognize your professional development, documenting your evolution as a risk professional. Employers can see that you are not static, making you a highly valued, dynamic, and desirable employee. The CRL program is open to all Contributing, Sustaining, and Risk Leader members, providing a convenient and easily accessible way to submit, manage, track and document your activities online through the PRMIA CRL Center. To request CRL credits, please email [email protected].
Workshop Registration Fees
(Discounts available for workshop/conference registrations) |
| Membership Type |
Price |
| Sustaining, Corporate, and RIM Members |
$495 |
| Contributing Member |
$445 |
| Non Member |
$595 |
If this is your first time accessing the PRMIA website you will need to create a short user profile to register. Save on registration by becoming a member.
Register Now
Registration not available.