Black Rock Financial Modelling Group presentation
Meet the Financial Modelling Group!
Learn about analytics and model development at the largest global investment and risk management firm. The Financial Modelling Group comprises 160+ members, based in 6 locations (mostly recently Budapest!): we speak 23 languages, we have 200+ degrees, and comprise 30+ PhDs drawn from 13 different fields. The department is responsible for research, development and governance of risk analytics used by BlackRock, and by 200+ organisations around the world.
This event will provide an overview of BlackRock Solutions, and the role of the Financial Modelling Group, and showcase some case studies of recent research and development work that has been undertaken.
- Organisation Overview of BlackRock Solutions/Analytics Division/Financial Modelling Group
- Single Security Modelling Case Studies
- Portfolio Modelling Case Studies
- Introduction of visiting team members
- Meet and greet over drinks/snacks
Profiles of the speakers:
Amandeep Dhaliwal, Managing Director, is a member of the Financial Modelling Group (FMG) at BlackRock Solutions (BRS). He works in the Portfolio Modelling team, and heads the research and development of all equity risk models. He is also a member of the FMG Executive Committee, and leads client engagement in the EMEA region. Mr. Dhaliwal joined BlackRock following the merger with Merrill Lynch Investment Managers (MLIM). At MLIM, he was a member of the Multi-Asset Risk and Quantitative Analysis team. He began his career with MLIM in 2006. Mr. Dhaliwal earned a BA degree in Mathematics & Computer Science from Oxford University in 2005, and an MSc degree in financial engineering from the University of London in 2008.
Sandor Hojtsy, Director, is the Head of Financial Modeling Group (FMG) in Hungary, and also direct manager of FMG Security Analytics Infrastructure (SAI) team. FMG SAI team implements and maintains pricing and risk models for single securities. The Budapest team mainly contributes to Stability / Resilience and SDLC modernization, which aims to improve pricing/risk system architecture, provide modular, fast and flexible access for quant functions, and a modern development and release workflow. Prior to joining BlackRock in 2017, Sandor spent 11 years in Morgan Stanley. First he was working on and later responsible for the firm-standard date and bond analytics libraries. In his last position he was Executive Director, and a software architect in the Core Analytics team, responsible for oversight of design decisions and implementation in the team of 20. Before that Sandor worked in Nokia for 6 years, as senior developer in a backend C++ application developed by 30 people, running on servers in phone service centers, responsible for SIP message handling and forwarding. Sandor has BSc-s in Computer Science and in Engineer Teacher, both from Budapest Technical College.
Egon Kalotay, Director, leads FMG’s Portfolio Modelling team in Budapest, focusing on the research and development of equity risk models. Prior to joining BlackRock, Egon was an academic in the department of Applied Finance and Actuarial Studies at Macquarie University in Sydney, Australia. Egon holds a PhD in Financial Economics from the Australian Graduate School of Management. As an academic, Egon supervised 20+ students at Honours, Masters and Doctoral levels, and published research on a variety of topics in empirical asset pricing and risk management.
Join us on the 11th of December from 18,30 and ask questions in person!