Alireza Javaheri

Head of Equity Derivatives Quantitative Research Credit Suisse

Alireza Javaheri is the Global Head of Equity Derivatives Quantitative Research at Credit Suisse as well as an Adjunct Professor at Columbia University and NYU. He has been working in the field of derivatives quantitative analysis since 1994 in various investment banks including J.P. Morgan, Goldman Sachs and Citigroup. He holds an M.Sc. in Electrical Engineering from Massachusetts Institute of Technology and a Ph.D. in Finance from Ecole des Mines de Paris and is also a CFA charter holder. He has authored several quantitative finance papers on the subject of volatility. His book "Inside Volatility Arbitrage" was elected the quantitative finance book of the year by Wilmott magazine.

Conference Day One: June 30 2020

Tuesday, June 30th, 2020

4:20 PM Panel: ML applications in risk managements and portfolio optimization

- Identifying when to intervene with AI model, when to leave it alone and when to start again 
- Overcoming difficulty in explaining ML in risk models to clients (little economic interpretability)
- Validation and testing of ML models to mitigate risk