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Managing Partner Roopak Shah, Resilient Capital LLP
Roopak Shah has spent his career at the intersection of finance and technology. He is a founding partner of Resilient Capital LLP, and previously worked in statistical equity trading at Salomon Brothers. In addition, he has worked in fixed income proprietary trading at Goldman Sachs and JP Morgan.
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Presentation: "Computational Finance, Past, Present, and Future"Time: Wednesday 17:15 - 18:15 Location: Westminster Suite
Abstract: The speaker will outline the role in an economy that a financial system is supposed to perform, and provide a brief taxonomy of computational finance in the last ten years. Important subfields of computational finance will be discussed: the role of the financial system they facilitated, and the technically interesting problems that practitioners of those subfields face. A brief analysis of what went wrong in the financial system in 2007-2008 will prompt a discussion of the fields within computational finance which are likely to prove interesting from a business standpoint over the course of the next decade.
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