Friday April 8, 2016

MIT IDSS Workshop on Data, Analytics, and Risk in Finance

MIT Media Lab, 75 Amherst Street, Building E14 Room 648 (6th Floor)
Cambridge, MA 02139

8:00am-9:00am Registration, Breakfast and Networking

9:00am  Introductory remarks: Professor Munzer Dahleh, Director of IDSS and Elizabeth Bruce, Executive Director, IDSS

9:15am  Session 1. Financial Systems: Risk and Resiliency

This session will focus on understanding risk and resiliency in financial systems — key challenges and new opportunities. Issues of systemic risk, interconnections, and interdependencies across global financial networks and what is important for the future stability of these systems.

Session Co-Chairs and Moderators:  Professor Munzer Dahleh, MIT IDSS  and Professor Asu Ozdaglar, MIT LIDS

Professor Daron Acemoglu, Department of Economics, MIT
Dr. Mark Flood, Research Principal, Office of Financial Research (OFR)
Professor Simon Johnson, Sloan School of Management, MIT
Dr. Paul Willen, Senior Economist & Policy Advisor, Federal Reserve Bank of Boston

10:15am-10:30am Break

Dr. Amitabh Arora, Head of Systemic Risk Group, Citibank
Dr. Stephen Malinak, Global Head of Analytics, Thomson Reuters
Paul Wojcik, Chief Risk Officer, T.Rowe Price

11:15-12:00pm  Moderated Discussion

12:00pm-1:00pm LUNCH and POSTER SESSION featuring students, research projects and local startups

1:00pm Innovation, Big Data, and Analytics in Finance

The afternoon sessions will focus on opportunities for innovation when it comes to assessing and managing risk; understanding industry views on priorities and challenges; and future role of big data and predictive analytics in finance.  We will hear from industry and MIT faculty about latest research and developments in analytics, machine learning, networked systems, and blockchain and how these emerging technologies are being applied in finance.

Session 2.
Session Chair and Moderator:  Professor Andrew Lo, Sloan School, MIT

Dr. Darryll Hendricks, Chief Operating Officer, UBS Investment Bank
Dr. Ronald Kahn, Global Head of Scientific Equity Research, BlackRock
Professor Silvio Micali, Electrical Engineering & Computer Science Department, MIT
James Darby Nielson, Managing Director of Quantitative Research, Fidelity
Professor Sandy Pentland, Director, Connection Science & Human Dynamics labs, MIT

2:00pm-2:30pm Moderated Discussion

2:30pm-2:45pm Break

Session 3.
Session Chair and Moderator:  Professor John Guttag, MIT CSAIL

Dr. Sid Dalal, Chief Data Scientist and Senior Vice President of Research, AIG
Professor Devavrat Shah, EECS MIT
Peter Ferns, Technology Fellow and Senior Engineer, Goldman Sachs
Dr. Jake Xia, Chief Risk Officer, Harvard Management Company

3:30pm-4:00pm Moderated Discussion

4:00pm  Adjourn