The Data Standard

Data in quantitative finance? with Roberto Strepparava at JPMorgan Chase & Co
Roberto Strepparava, Quantitative Research – Public Finance Data Analytics – Vice President at JPMorgan Chase & Co., joins The Data Standard to discuss about data in quantitative finance.

Episode Summary

Catherine and Roberto discussed a range of topics including:

    • The quantitative finance landscape.
    • The challenges in identifying and using alternative data sources.
    • Applications of machine learning in finance, including deep learning and reinforcement learning.
    • New natural language models and their applications in finance.
    • Model Explainability and Model Risk Management.
    • Artificial General Intelligence.

Meet The Host

Catherine Tao

Data scientist at The Data Standard

Catherine Tao is a tech enthusiast looking for new methods for building connections with businesses around the world. Her extensive knowledge of data science allowed her to develop new solutions and implement them into existing ecosystems. She is currently working as a Data scientist and Exclusive Podcast Producer at The Data Standard.

Meet The Guest

Roberto Strepparava

Quantitative Research - Public Finance Data Analytics - Vice President at JPMorgan Chase & Co.

Quant researcher, asset class: Munis, automated pricing algorithms and pre-trade analytics. I also advise on AI and data strategy + NoSQL architecture, with experience in Environmental Services and Tech. I use Python and R (and sometimes C++) depending on the job at hand. I'm at home on the cloud (AWS, GCP, Azure). I've got particular expertise in predictive machine learning, forecasting, exploratory data analysis and optimization. Check out my GitHub page for my other research interests (e.g. blockchain). A passion for functional programming and little time left to code serious Haskell.