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.
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 …
Presented on the methodologies and challenges of backtesting future risk factors, highlighting key quantitative frameworks, risk factor evolution, and model validation techniques for modern risk management.