Raising the Stakes: Aaron Brown on Probability in Finance and Poker

Podcast Description

In this episode of the QuantSpeak podcast, Dan Tudball is joined by Aaron Brown. They discuss the parallels between finance and poker, the decision-making skills shared by high-stakes finance professionals and poker players, and how an understanding of probability and risk is essential in both fields. Brown also shares his career journey, the evolution of both industries, and the significance of community and knowledge-sharing for success.

Vicarious Risk and the AI Revolution

Podcast Description

QuantSpeak podcast host, Dan Tudball is joined by Dr. Grant Fuller, CEO and Founder of Irithmics. Dr. Fuller discusses the latest advancements in vicarious risk and if the finance industry is fully sold on AI.

ESG: “Emergence of the Sustainability Linked Bonds” – Friend or Foe to Sustainability?

Podcast Description

QuantSpeak host, Dan Tudball, is joined by Diana Ouamar, Managing Director of Rima Consulting Limited, to discuss if traditional risk management approaches are still relevant for managing climate risk, the emergence of new sustainability finance products and the major challenges with sustainability linked bonds.

Reinforcement Learning and Hidden Markov Model Based Smart Trading Strategies

Podcast Description

QuantSpeak host, Dan Tudball, is joined by Samit Ahlawat, Senior Vice President in Quantitative Research, Capital Modeling at J.P. Morgan Chase, to discuss what researchers should prioritize when using artificial intelligence and machine learning in building automated trading strategies, his career path in quantitative finance and machine learning, and where his research will take him next.

Explosive Volatility: Hidden Risks and ‘Zombified’ Markets

Podcast Description

QuantSpeak host, Dan Tudball, is joined by Dr. Hari P. Krishnan, Head of Volatility Strategies at SCT Capital Management, to discuss why he came to the conclusion that the financial markets were ‘zombified’, agent-based risks, the moments in his career that had the most impact, and his advice to professionals starting their career in quant finance.

Discontinuities and Dualities in Quant Finance

Podcast Description

QuantSpeak host, Dan Tudball is joined by Dr. Laura Ballotta to discuss the initial challenges of trying to bring financial risk and insurance risk together and the massive opportunities for cross-pollination between both fields in the post-pandemic markets.

Could Correlation-Based Risk Management Prevent ‘London Whale’ Size Losses?

Podcast description

QuantSpeak host, Dan Tudball, is joined by Professor Natalie Packham to discuss her recent research on the ‘London Whale’ incident of 2012 and how a new correlation-based approach could have helped prevent over $6 billion in losses.