25 November
Noon, LT308 Huxley
| Title: | The Compute Challenges for Investment Banking |
|---|---|
| Abstract: | The wide range of products traded within Investment Banking coupled with the ever increasing regulatory requirements and the need to better predict future scenarios, all increase the demand for additional compute capacity. This presentation highlights some of the challenges being faced and reveals how technology is being used to overcome them. |
| Speaker Details: | Dr Graham Barrett Dr Graham Barrett gained his PhD through the study of Non-linear Optics and real-time holography at King's College London, before going on to work for Logica, primarily focused on numerical modelling with the MOD. He later joined BNPParibas as a member of the Exotics Interest Rate team, and has now been working within the area of Fixed Income risk & pricing for the last 14 years. He is currently responsible for the risk and pricing systems across all exotic and vanilla interest rate, fx and inflation products. |
