Dear Q Group members,

You are invited to attend a seminar “Quantitative Portfolio Management in a Wholesale Commercial Bank” given by Dr Jaime Bulbeck (ANZ), at 5pm Tuesday 30 July 2019, at Data61 Demonstration Lab (710 Collins Street, Docklands) in Melbourne.

Registration:

Please use the following link for RSVP

mailto:qrsvp@qgroup.org.au?subject=[Melbourne]_I_would_like_to_attend_seminar_30_July_2019

Agenda: Tuesday 30 July 2019

5:00pm Pre-drinks and food

5:30pm Seminar starts

6:30pm Networking

Abstract: Through the lens of reinforcement learning, the key quantitative problems of portfolio management in a large, wholesale and commercial bank are surveyed and contrasted with the more traditional formulation of the portfolio management problem.

Speaker: Dr Jaime Bulbeck, ANZ Banking Group

Dr Jaime Bulbeck is an Executive Director for Analytics in Institutional Portfolio Management at ANZ and has formerly run quant teams in ANZ responsible for pricing primarily Institutional banking book and Market Risk quantitative services.

Regards,

The Q Group Committee
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