Quant Finance and Finance Webinars - Finance Tutoring
Finance Tutoring Webinar Series 2025
Boost your finance knowledge with our exclusive webinar series, hosted by top-tier industry experts. Explore cutting-edge topics in quantitative finance, derivatives, and risk management.
Presented by Finance Tutoring
UPCOMING WEBINARS
Boost your quantitative finance skills with our exclusive sessions
FINANCE TUTORING
Consulting and Training
MULTI-HYPOTHESIS LEARNING & RISK DIVERSIFICATION
A Quant Finance Talk by Alejandro Rodriguez Dominguez
Alejandro Rodriguez Dominguez
Alejandro leads quantitative R&D at Miraltabank, focusing on data-driven solutions for risk, credit and asset management, using AI and advanced finance techniques. Author of several peer-reviewed publications in Causal Portfolio Management and applied data science.
🔗 View LinkedIn Profile📌 Webinar Highlights
- Diversification through Learning: using multiple return hypotheses as ensemble inputs
- Structured Models: apply s-RBF Networks to real-world asset selection
- Empirical validation: cross-asset, multi-regime experiments
- Practical applications: framework tested on equities, crypto and commodities
🎓 Register for the Webinar
▸ Past Webinars
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11
April 24, 2025 – Jonathan Schachter, Ph.D.
Credit Risk & Model Uncertainty
CEO of Delta Vega Inc. · Co-author of the first textbook on Model Risk Management (Elsevier, 2026)
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10
April 10, 2025 – Tom Basso
Practical Risk Management in Volatile Markets
Former CEO – Trendstat Capital Management · Profitable and Successful Trader
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9
March 27, 2025 – Jakob Lavröd
Credit Loss Estimation under IFRS 9: Quantifying Uncertainty in Risk Management
Senior Quantitative Risk Analyst at Handelsbanken
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8
February 21, 2024 – Anton Vorobets
Risk Management and Portfolio Optimization
Founder & CEO of Fortitudo Technologies
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7
January 24, 2024 – Tarek Elmarhri
Mastering Scalping in Futures Trading
Manager of Krechendo Trading Paris & Krechendo Fund Luxembourg
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6
December 9, 2023 – Charles-Henry Monchau
The New Normal: Geopolitics, Inflation, and Asset Class Preferences
Chief Investment Officer at SYZ Bank
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5
December 2, 2023 – Jean-Philippe Bouchaud
First-Class Quantitative Research in Hedge Funds
Chairman of Capital Fund Management & Member of Académie des Sciences
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4
November 18, 2023 – Alejandro Rodriguez Dominguez
Portfolio Optimization with Neural Networks
Quant & AI Specialist in Risk & Asset Management
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3
October 28, 2023 – Romeo Nandrajog
Practical Aspects of Credit Risk Modeling and XVA in Banks
Quant at UBS, supporting Trading Credit Risk Models (XVA), CFA Charterholder, UK Actuarial exams
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2
October 21, 2023 – Jean Francois Fridolin Rolloos
Variable Annuities & Derivatives in Life Insurance
Consultant | Quantitative Analyst | Ex-Portfolio Manager at ING & Aegon
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1
October 7, 2023 – Brian Lo
Stochastic Processes in Finance
Ex-Managing Director at DBS Bank, BNP Paribas, Citibank
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0
September 30, 2023 – Martin Golberg, Ph.D.
Introduction to Quantitative Finance
Former Head of Model Validation, Expert in Market, Credit, and Operational Risk
Past Webinars
Jonathan Schachter, Ph.D.
Professional Profile
Jonathan Schachter is a physicist turned quant with a unique career across academia, Wall Street, and software firms. He’s known for his work on CDO settlement post-Lehman, VaR re-engineering after the London Whale, and leading model validation initiatives across major institutions. He is co-author of the upcoming textbook A First Course in Model Validation and Model Risk Management (Elsevier, Jan 2026).
- CEO of Delta Vega Inc., focused on credit, counterparty, and model risk
- Former NASA scientist, transitioned into financial modeling
- Specialist in CVA, PFE, credit correlation and benchmarking uncertainty
📄 Download the full presentation: Credit Risk & Model Uncertainty – PDF
Webinar Topic
Credit Risk & Model Uncertainty
Jonathan covered advanced topics in model risk and credit exposure, including:
- PD modeling techniques: structural (Merton), hazard rate, logistic regression
- Distinguishing TTC and PIT credit ratings and their role in stress testing
- Wrong-Way Risk: macro and counterparty-specific examples
- Monte Carlo issues: benchmarking, standard errors, and seed sensitivity
- Base correlation and credit tranching explained through synthetic CDO structures
▶️ Watch the video: Credit Risk & Model Uncertainty – Video
Session Format
Thursday, April 10, 2025 - 5:00 PM GMT+1
Tom Basso
Professional Profile
Tom Basso is a widely respected trader, author, and former asset manager known for his calm and systematic approach to trading. As the founder and former CEO of Trendstat Capital, he managed client assets across multiple asset classes using statistical and trend-following strategies.
- Expert in trend-following and systematic risk management
- Author of "Panic-Proof Investing"
- Known as "Mr. Serenity" for his composed trading mindset
🌐 Visit Tom's personal site: enjoytheride.world
📄 Download the full presentation: Managing Risk – PDF
Webinar Topic
Practical Risk Management in Volatile Markets
Tom shared his perspective on risk management in today’s turbulent markets, covering key topics such as:
- Why he avoids social media and prioritizes focused communication
- Timing the markets and its psychological impacts
- Position sizing as a tool for both risk control and emotional balance
- Why “buying the dip” can be dangerous — and what to do instead
📄 Read the webinar summary: Click here to view
Session Format
Thursday, March 27, 2025 - 3:00 PM GMT+1
Professional Profile
Mathematical physicist and risk modeling expert with 10+ years of experience in IFRS 9, IRRBB, and operational risk. Specializes in transforming complex regulatory requirements into practical risk management solutions.
- Expert in credit risk and model validation
- Hands-on experience implementing IFRS 9 and IRRBB
- Uses statistical methods and Bayesian approaches for low-default portfolios
Webinar Topic
IFRS 9 Impairment Modeling: From Theory to Practice
Jakob explores IFRS 9 with a practical lens, covering:
- Evolution from IAS 39 to IFRS 9
- PD, EAD, LGD: the two-step model
- Macro forecasts and forward-looking perspectives
- Model risk and day-one effect
- Low-default portfolios and Bayesian calibration
Session Format
Thursday, December 2, 2023 - 3:00 PM GMT+1
Background & Expertise
- Chairman of Capital Fund Management (CFM), which he co-founded through the merger of Science & Finance with CFM in 2000.
- Supervises the research team with Marc Potters, combining academic insight with quantitative research excellence.
- PhD in theoretical physics from ENS Paris; formerly researcher at CNRS and Cavendish Laboratory in Cambridge.
- Professor at École Normale Supérieure (ENS), maintaining strong links with the academic community.
Webinar Focus
During the session, Jean-Philippe traced the history of CFM and reflected on how the firm was intentionally built at the margins of traditional financial mathematics. He described the evolution of the quantitative finance world over the past 25 years, highlighting shifts in mindset and methodology.
Jean-Philippe emphasized the importance of innovation, the balance between research and confidentiality, and how meaningful contributions to the field can be made without always adhering to mainstream models.
Saturday, October 7, 2023
Professional Background
- Over 20 years of experience in banking and quantitative finance.
- Held senior leadership roles at DBS Bank, BNP Paribas, and Citibank.
- Former Managing Director at DBS, where he led innovation in market & liquidity risk and AI/ML integration in ALM.
- Holds a Ph.D. in Mathematics from Penn State and an MSc in Pure Mathematics from Brown University.
Webinar Overview
- 30-minute theoretical review of stochastic calculus concepts, from Brownian motion to the Black-Scholes model, presented intuitively.
- 30-minute Q&A.
- All support materials and recordings will be sent to attendees after the session.
⏳ Duration: 1 hour
Core Competencies
Saturday, December 9, 2023
Guest speaker: Charles-Henry MONCHAU
Bank SYZ SA
Featured Webinar
The New Normal: Geopolitics, Inflation, Monetary Policy, and Asset Class Preferences
Why This Decade Will Be Different
Guest speaker: Charles-Henry MONCHAU
Key Discussion Points:
- Analysis of geopolitical shifts impacting global markets
- Inflation dynamics and central bank responses
- Monetary policy regime changes
- Evolving asset class preferences in the new investment landscape
Bank Overview
Founded as an alternative to traditional Swiss private banks, Bank SYZ SA is a family-owned boutique private bank committed to:
Family-led since 1996 by Eric Syz, now with his two sons and industry experts. Financially robust with equity nearly double Switzerland's regulatory requirements.
Core Business Areas
Private banking alternative with a modern approach to wealth management.
Institutional investments in bonds & money markets.
Custodian services for external asset managers.
Exclusive access to alternative investments & private markets.
Long-Term Vision
SYZ clients share a commitment to sustainable wealth creation through innovative financial solutions and personalized service.
Wednesday, February 21st, 2024
Professional Experience
- Quantitative ALM Analyst at P&V.
- Founder of Derivatives Academy, launched in December 2020 and based in Brussels — a key resource in derivatives education.
- Instructor at École du Bois Sauvage since April 2020, committed to mentoring finance students.
- Former Data Scientist (Machine Learning) at ENGIE, applying AI in the energy sector.
- Previously Quantitative Analyst at RISK RETURN & Finvex.
- Former Equity Derivatives Structurer at Natixis CIB (London).
Webinar Focus
Maxime will present how Derivatives Academy equips professionals with deep market knowledge and technical expertise. He will also share practical guidance on job interviews and career strategy in today’s highly competitive finance industry.
Core Competencies
Wednesday, January 24, 2024
Professional Experience
- Managing Krechendo Trading Paris since 2013 – leading professional futures trading education in France.
- Managing Krechendo Fund Luxembourg (since 2018) – focused on intraday equity & bond futures strategies.
- Former Director France at Darwinex – ran the €2M/month DarwinIA trading competition (2017–2018).
- Trading career at Millennium Partners, Dexia AM, Van der Moolen, Marex Spectron on Eurex futures.
- Founded a trading company with future expansion plans in Casablanca.
Upcoming Webinar
Mastering Scalping in Futures Trading
Tarek will host a live trading session focused on scalping techniques for Nasdaq & S&P 500 futures. Participants will explore fast-paced trading decision-making and practical setups for intraday strategies.
Core Competencies
Saturday, November 18, 2023
Topic: Risk Management and Portfolio Optimization.
Anton Vorobets
Professional Background
- Founder & CEO of Fortitudo Technologies, specialized in quantitative risk and portfolio analytics.
- Expertise in machine learning, portfolio construction, and advanced model development.
- Designs innovative tools for financial institutions seeking robust decision-making frameworks.
Webinar Topic: Risk Management and Portfolio Optimization
Anton Vorobets presented a thought-provoking session challenging traditional paradigms such as Mean-Variance Optimization and Black-Litterman. His main focus was on Entropy Pooling, a cutting-edge approach that enables the integration of investor views and sophisticated stress-testing on general return and factor distributions.
This technique opens new possibilities for portfolio allocation, scenario analysis, and risk-based portfolio construction.
📄 View Presentation PDFSaturday, November 18, 2023
Professional Expertise
Specializes in delivering data-driven computational and statistical solutions across:
- Enhances client value through artificial intelligence applications
- Expert in creating and implementing premier Risk Management methodologies
- Develops cutting-edge Quantitative Analysis frameworks
Latest Research
Portfolio Optimization Based on Neural Networks
Alejandro will discuss his groundbreaking research applying AI to portfolio optimization challenges.
Core Competencies
Saturday, October 21, 2023
Professional Profile
A seasoned expert with 15+ years of experience in life insurance and asset management.
- Former derivatives portfolio manager and asset liability manager at ING and Aegon
- Specialized in hedging embedded options in life insurance policies with path-dependent features
- Holds an M.Sc. in Physics from Leiden University
Webinar Topic
Variable Annuities – A Case of Derivatives in Life Insurance
Frido will introduce variable annuities, explaining:
- The risks insurance companies face
- How he contributed to hedging exotic options embedded in these products
Session Format
Saturday 30 septembre 2023
Professional Overview
Over 20 years in quantitative finance, specializing in market, credit, and operational risk measurement.
- Head of Model Validation for over a decade, building quant teams from scratch at two firms.
- Expert in model risk management, CCAR modeling, SR 11-7 model validation, and regulatory compliance.