Machine Learning in the Financial Services Industry

When: Tuesday 4th December 2018
Where: Reply offices at Nova South
160 Victoria Street, London, SW1E 5 LB

This event will provide an opportunity to learn more about the evolving space of machine learning models, from industry practitioners and regulators. The Bank of England will provide insights on the latest Algorithmic Trading Supervisory Statement (SS 5/18), covering regulatory expectations and the increased use of machine learning models in this space. Industry practitioners from Societe Generale, Avantage Reply and DataRobot will provide insights on how machine learning models are being applied in financial services and the evolving best practice on model risk management approaches for these types of models.


  • 6:00 pm – 6:20 pm: Registration
  • 6:20 pm – 6:30 pm: Introduction Dean Mitchell, Partner, Avantage Reply, Dave Gouveia, Senior Director, DataRobot
  • 6:30 pm – 6:50 pm: An Industry Perspective on Machine Learning Models Vivien Brunel, Head of Risk and Capital Modelling, Societe Generale
  • 6:50 pm – 7:10 pm: Supervisory Statement on Algorithmic Trading (SS 5/18) James Ellison, Senior Technical Specialist, Bank of England (Prudential Regulation Authority)
  • 7:10 pm – 7:40 pm: Insights on the Model Risk Management for Machine Learning Models Seph Mard, Head of Model Validation, DataRobot, Ram Ananth, Head of Quantitative Analytics, Avantage Reply
  • 7:40 pm – 8:40 pm: Drinks & Networking