This panel discussion, accompanied by presentation slides, will explore the application of advances in artificial intelligence to financial risk management. The panel will examine how AI methods and techniques—particularly machine learning—can help address complex risk management challenges, including tail risk, complex correlations, stress testing, and hedging, that are often exceptionally difficult to analyze using traditional methods and approaches.
Moderator:
- Navin Sharma, Head of Risk and Portfolio Management Partnerships, Fitch Solutions; Part-Time Faculty, ERM Program
Speaker:
- Andrew Greenby, Chief Risk Officer & Chief Data Scientist, Ripple Effect Asset Management
- Rajiv Mallick, VP, Head of Credit Risk, New York Life
- Eugene Shuster, Head of Risk Management, Nomura Asset Management
This event will be held in person and online. If joining us virtually, the link to join will be provided upon registration.
For questions about this event, please contact Joshua Gleich, [email protected].
To obtain additional information about program offerings at Columbia University’s School of Professional Studies, please [email protected].
Please visit Columbia University’s Hub for Emergency Preparedness to stay up to date on the latest campus health and safety policies.
If you require closed captioning, sign-language interpretation, or other accommodations, please contact [email protected], at least 10 days in advance. Services requested less than 10 days in advance cannot be guaranteed.
This event is open to individuals irrespective of identity and sex.
Please visit Columbia University’s Hub for Emergency Preparedness to stay up to date on the latest campus health and safety policies.
RSVP HERE