ORE

Speaking at LSEG Quant Summit London 2026

I had the pleasure of speaking on two topics at the LSEG Quant Summit 2026 in London: "ORE in the Era of Agentic AI" and "LSEG’s Internal Adoption of ORE."

LSEG’s Internal Adoption of ORE

Presented at the LSEG Quant Summit London 2026, discussing LSEG’s internal adoption, integration, and scaling of the Open-Source Risk Engine (ORE) across its post-trade and risk services.

ORE in the Era of Agentic AI

Presented at the LSEG Quant Summit London 2026, exploring the capabilities and limitations of Large Language Models (LLMs) in writing pricing and risk models, alongside real-world examples of how AI agents create value within the Open-Source Risk …

ORE & Risk Analytics Lab Tokyo

Attended and supported our APAC team’s ORE & Risk Analytics Lab event in Tokyo, which gathered Japanese market participants and risk professionals from leading financial institutions for an afternoon focusing on CVA frameworks, customized risk …

LSEG Ahead of the Curve Podcast: UK Model Risk Regulatory Landscape & SS1/23

Featured on LSEG’s Ahead of the Curve podcast alongside Scott Sobolewski and Xabier Anduaga to discuss the UK model risk regulatory landscape (such as SS1/23), open-source ORE tools, and the Risk Analytics Lab.

LSEG Ahead of the Curve Podcast: 2024 Year in Review

Joined the Ahead of the Curve: 2024 Year in Review podcast episode alongside Scott Sobolewski and Roland Stamm to reflect on key ORE developments in 2024 (including PFE, XVA, and market risk sensitivities) and a look ahead to 2025.

LSEG Ahead of the Curve Podcast: Counterparty Credit Risk using ORE

Joined Roland Stamm on the Ahead of the Curve podcast to discuss counterparty credit risk using ORE, with a focus on backtesting for future risk factors, Bank of England developments, and post-2022 market scrutiny.