Abstract: Infrastructure is always the bottleneck for any model implementation. Traditional full model cycles may take up to months and years when data connections, data preparation, modelling and model operation are taking into pipeline. The Digital World does not accept such cycle, demands and model vintage runs in speed light. BEST (Semantix Model Experience Platform) was conceived to abstract most parts of data connection, workflows and ingestion, data stream and output gateways. The presentation will cover platform architecture and a client real-world use case.
Bio: Doctor in Economics from University of São Paulo. Experienced professional in many quantitative areas from a wide range of Financial Institutions such as Bradesco, Itaú-Unibanco and HSBC. Recent experience as quant portfolio manager at Daemon Investments. The quantitative domain fields include risk management and modelling (both market and credit), derivative pricing and algo trading.
Luiz Fernando Ohara Kamogawa, PhD
Head of Financial Products | Semantix