Mathematics Alumni event
Ph.D students and alumni in the two doctoral programs in Mathematics and Applied and Computational Mathematics at KTH are invited to participate in an Alumni event!
Tid: To 2019-05-09 kl 16.00 - 19.00
Plats: Presentation in D2 / Mingle at E-ljusgården
Medverkande: Jonas Kiessling, KTH PhD graduate in Mathematics, 2010; Quant Research Manager, G-Research, 2010
Welcome to an Alumni event with Ph.D students and alumni in the doctoral programs in Mathematics and Applied and Computational Mathematics at KTH. The event will start with a presenation from KTH Phd Alumni, Jonas Kiessling, which will be continued with a poster session and mingle.
Below is a presentation from Jonas Kiessling:
Mathematicians are everywhere in finance these days. They work for banks pricing derivatives and modelling risk. On the buy side they optimize portfolios for pension funds, and do predicative research for hedge funds. The whole financial industry is currently undergoing big structural changes, partly fueled by the rapid development of powerful AI and ML software.
After getting my PhD in mathematics at KTH 8 years ago, my job has been to do predicative research for an automated trading system. In this presentation I plan to give an overview what algorithmic trading is all about and what working as a quant at such a place can be like.
I will focus on some of the mathematical challenges and provide some concrete illustrative examples.
Last day to register is April 25th.