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Risk Focus Experts to Speak at QCon New York June 9-13, 2014

Risk Focus technology experts will be leading the Modern Finance track at software development conference QCon in New York City from June 9 to 13, 2014.


Risk Focus QCon June 2014

Led by Risk Focus CTO, Vassil Avramov, the program is titled “Hot Technologies Behind Modern Finance.” The track will examine the adoption of various new technologies within the Capital Markets space, as well as payments systems and market data architectures. It will discuss why certain developments within the consumer space are quickly adopted, while others struggle to get a significant foothold. We will look into the challenges that are endemic to the space as well as the techniques, tools and patterns that lead to successful projects. Attendees will learn which buzz should really be listened to and which simply leads to a tool in search of a problem.


Risk Focus - Clive Saha
Risk Focus Lead Consultant in Distributed Computing Clive Saha and Alex Raitt, Partner in Advanced Technologies at SunGard Consulting will jointly present “Big Data in Capital Markets”.  They will discuss emerging design patterns and several use cases where these patterns can be applied.  Case studies will be presented in credit risk,  use of sentiment analytics for trading, price discovery  and other areas  of innovation.  Different technology stacks will be presented, including batch processing, real-time and noSQL / in-memory based systems.


Risk Focus - Andy Fundinger
Risk Focus Senior Consultant and Python Evangelist Andy Fundinger and Mario Morales, Research Scientist in Machine Learning will jointly present “Python:  Why are the Big Dealers Making Big Bets?”  They will discuss in detail the reasons why Python is attractive from a technology and expert investment standpoint.  Python’s dynamic typing and advanced meta-programming capabilities will be analyzed.  Cases and scenarios for how Python code can be written and integrated with C and C++ in an optimized fashion will be explored, and why Python is a good fit for Capital Markets and Risk technology development.


John Canfield, Vice President of Risk at WePay will present the new paradigm of “Leveraging Big Data for Payment Risk Management“. John will discuss how new data sources such as social network profiles and digital footprints can be leveraged to to confirm identity and populate risk analyses.  Merchant identity data from marketplaces and business software providers with integrated payment infrastructures can be leveraged to understand counterparty operations and reputation for risk analytics.  He will look into challenges of collecting this heterogeneous data from hundreds of data sources and storing it in a usable data model for consumption in rules, policies and machine learning.

Fabrice Aresu, Product Manager for Risk Solutions at Luxoft will present “Advanced Data Visualization: HTML5 and Risk Analysis“.  He will discuss the need for high data volumes and near-real time analysis in the financial industry, and the particular challenges with delivering such solutions.  HTML5 visualization solutions will be discussed in the context of new global regulations and heightened scrutiny.  A case study will be presented to demonstrate how a large European investment bank addressed these challenges with HTML5, including the techniques used to work around them in the context of a larger bank IT architecture.  Performance, architecture design and lessons learned will be discussed.

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