Scenario Analytics Workshop, and Machine Learning Panel at the Top International Risk and Portfolio Management Conference in Mexico, June 17th 2018

With 600+ attendees from North America and Latin America, and featuring a line up of who’s who in quantitative finance and risk management, the Risk Management and Trading Conference, organized by RiskMathics in Mexico City, is the largest event of this type in the world. Once again, this year’s conference features a one-day workshop by d1g1t’s co-founder and CEO, Dr. Dan Rosen on Risk Analytics and Scenario Analysis, as well as a round table on the application of Machine Learning in Finance, organized and chaired by Dr. Rosen.

Dr. Rosen’s one-day workshop on June 21st presents the latest research and application of risk analytics and scenario methodologies to manage client portfolios more effectively, understand risk and take advantage of investment opportunities more aligned with individual goals. While scenario analysis and stress testing have been an explicit part of risk management methodologies for over two decades, the typical scenario tools are still generally quite static and largely subjective. Moreover, their application has largely been constrained to banks and institutional investors. Wealth management firms and individual investors can benefit greatly from a portfolio management perspective rooted in solid risk management tools and forward looking scenarios. This seminar shows how one can use meaningful risk and performance metrics, and create stress scenarios for risk portfolio management, which effectively combine economic forecasts and “expert” views with portfolio simulation methods. The practical application of the tools is emphasized through comprehensive real-life examples.

On June 22nd, Dr. Rosen chairs a panel called: Quants vs Data Scientists… Who Stays and Who leaves from Financial Institutions and Trading Desks. The round table discusses the evolution of Data Science applications in financial institutions and the evolution of the role of the traditional “Quant” in sell-side and both buy-side institutions. In addition to Dr. Rosen, the panel features renowned Quants, Marco Avellaneda (Professor at NYU and Quant of the year in 2010), Attilio Meucci (CEO of ARPM), and as well as top Machine Learning and Data Science experts Marcos Lopez del Prado (CEO of True Positive technologies), Fernando Esponda (Computer Science Professor at ITAM), and Gonzalo Rangel (MD at Banorte’s Analytica),

For more details on the event go to If you are interested in Dr. Rosen’s presentation, you can also contact us at