Thursday October 28 12:00 PM – Thursday October 28 12:30 PM in Talks I

Risk at Scale - Running a large investment risk system and how risk analysis techniques can help you

Barry Fitzgerald

Prior knowledge:
No previous knowledge expected

Summary

In this talk you'll get a glimpse inside how a large risk technology platform works at Man Group, one of the world's biggest hedge funds. This talk will discuss how our risk technology platform has evolved, the open source tools choices we've made and how risk analysis techniques can be applied outside the investment world.

Description

Man Group is an active investment management firm managing US$ 135.3bn* for our global clients across a wide range of asset classes. Risk is an inherent part of investing. Our risk technology platform helps to measure and manage multiple dimensions of risk on behalf of our clients.

In this talk you'll learn about the techniques used to manage Market risk, the data and computational challenges of running a risk system across many thousands of investments and how we leverage the Python open source ecosystem and in-house tools to best effect.

You'll also hear how Market risk techniques can have broader applicability to technology topics such as project estimation, request latency and system stability.

  • as at 30 June 2021.