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Event Information

Agenda

5:00 p.m. Registration

5:30 p.m. PRMIA Welcome & Introduction 

5:45 p.m.  FinTech Innovations and On-The-Fly Analytics 
Curt Burmeister, IBM Director of Research, Innovations, and Financial Engineering for the Financial Risk division of Watson Financial Services
James L Glueck, CFA, PRM, IBM ALM Specialist

During this session we will present and discuss tactical use cases exploring the demands, constraints, and challenges of on-the-fly analytics and risk sensitivity measurement for Earnings-at-Risk, Valuation, option risk, contingent liquidity risk, funding optimization, and management of hedging strategies both under normal and stressed market conditions. 

6:30 p.m. Panel Discussion 

Curt Burmeister, IBM Director of Research, Innovations, and Financial Engineering for the Financial Risk division of Watson Financial Services
Vincent Chau, Director, UBS
Lourenco Miranda, Managing Director, Société Générale Corporate

Speakers

Curt Burmeister, IBM Director of Research, Innovations, and Financial Engineering for the Financial Risk division of Watson Financial Services 
Curt Burmeister is the Director of Research, Innovations, and Financial Engineering for the Financial Risk division of Watson Financial Services.  The Research and Financial Engineering team is responsible for the design and validation of the financial models and other quantitative methods use by IBM’s financial risk solutions.   The Innovations team incubates ideas that apply new technologies and/or new methodologies to risk management.  The group led the effort to re-platform core risk management simulation framework on Big Data and is currently developing a set of cloud APIs covering financial data, instrument valuation, scenario generation, and optimization.

Prior to this role, Curt was Vice President of Risk Solutions at Algorithmics where he managed the Buy-Side product solutions group.  He was in charge of product design, business development, partner relationships, and marketing of Algorithmics risk solutions to the leading buy side market segments: insurance companies, pension funds, asset managers, and hedge funds. In this role, he led Algorithmics’ efforts to provide ERM solutions to insurance companies for Economic Capital and Solvency II. Curt has also spent time studying the computational performance issues related to risk management and led Algorithmics’ effort to support grid computing.

Curt holds an MBA in Financial Engineering from MIT and a BA in Computer Science and Mathematics from Cornell University.  He has a patent in compiler technology for register allocation and has co-founded four companies.

 Vincent Chau, Director, UBS







James L Glueck, CFA, PRM, IBM ALM Specialist
James has spent more than 20 years working with or on behalf of financial institutions as an asset-liability, ALCO, liquidity, and Treasury manager; model risk, validation, and governance specialist; and, financial and model risk advisory consultant and service provider.  James has held senior Treasury and model validation roles with tier one, super-regional, and regional banking institutions and is well-versed with all aspects of the model lifecycle, including specification, set-up, implementation, and testing.  He is most interested in the disruptive potential of FinTech innovations applied to the model lifecycle for purposes of risk minimization and performance optimization.


Bill Mirrer, IBM Financial Risk Technical Team Leader
Mr. Mirrer has spent over a decade in assisting buy and sell side clients in developing risk management solutions while providing insight into their risk management process across Market, Credit, and Asset Liability Management. Bill has held positions within Investment Banking, Treasury Services, as well as Fin Tech and has helped Institutions build solutions that effectively manage risk while understanding the analytics needed to keep aligned with current market trends. Bill serves as the Technical Presales Leader within IBM’s Watson Financial Risk portfolio in North America.


Lourenco Miranda, Managing Director, Société Générale Corporate







This event was  made possible by the generous support of our sponsor:

Registration:

This event is FREE for members and non-members, although registration is required.  IMPORTANT:  Registration at the door is not an option due to building security requirements. You must be registered in advance to attend this event.  Registration closes at 3:00 p.m. EDT on Monday, September 24, 2018. Click "Register Myself" below to reserve your spot. Make sure to click "Continue" to proceed with your registration. (If this is your first time accessing the PRMIA website you will need to create a short user profile to register.)