NYC / Columbia

FINANCIAL ENGINEERING PRACTITIONERS SEMINAR AT COLUMBIA UNIVERSITY

We are pleased to invite you to hear Robert Navin at the Financial Engineering Practitioners Seminar.

Sponsored by: D E Shaw & Co., Guzman & Company, ISE, Murex, Prisma Capital Partners

The Financial Engineering Practitioners Seminar meets on Monday evenings from 6:00 pm to 7:30 pm, and is followed by a reception and refreshments. The seminars are open to the public and we welcome attendees from industry and academia.

See the fall and spring seminar schedule at: www.ieor.columbia.edu/seminars/financialengineering/2007-2008/

For directions to the seminar please see below: The Financial Engineering Practitioners Seminar is held at 412 Schapiro CEPSR in Davis Auditorium on Columbia University's Morningside Campus. Enter through campus at 116th Street and then walk north. Davis Auditorium is located in the Schapiro Center towards the north end of the Morningside campus. Please click below for a map of the campus: www.columbia.edu/cu/aboutcolumbia/maps/index.html

How to build derivatives risk/trading analytics systems for Hedge Funds

Date:  02-11-2008
Start Time:  6:00pm
End Time:  7:30pm
Speaker:  Robert Navin, Real Time Risk Systems LLC
Location: 412 Schapiro CEPSR, Davis Auditorium

ABSTRACT: Having the unique perspective of an entrepreneurial quant, Robert Navin describes his personal views on how to build portfolio analytics/risk systems for hedge fund trading desks based on his experiences founding and growing a small profitable company, Real Time Risk Systems LLC, that sells a software product and services.

BIO: Real Time Risk Systems, New York. Robert Navin founded Real Time Risk Systems LLC in July 2004. He hired a small team to build an industry leading real-time risk system tailored specifically to hedge funds. In an eighteen month time-frame they built a demo of a next generation system that can handle real-time ticking and scenario analysis of the very largest books. They signed two very large clients by the 18 month birthday of the company. The company is now profitable and has an outstanding outlook to grow. Previously, in 2002, Robert helped start a multi-strategy hedge fund based in Stamford, that grew to $1bn under management during the first two years of business.
From 1997 to 2002 Robert was head Quantitative Analyst at Highbridge Capital Management in New York. Robert learned a lot of the basics of his quantitative finance expertise in the o'Connor risk-group at, then Swiss Bank, in Chicago from 1995 to 1997. Robert worked on exotic interest rate derivatives models and built the CB model that underpins the firm's global risk-management system at what is now UBS.

Education: Robert graduated with a Ph.D. and an M.S. in theoretical particle physics from the California Institute of Technology in 1993, after sitting for Part III of the Math Tripos at Cambridge, England in 1988 (passing with distinction). This followed a B.Sc. (honors) First Class in Physics with Astrophysics from the University of Leeds, England in 1987.

Publications: Robert has recently published a book, "The Mathematics of Derivatives" and also authored and co-authored published papers on topics in finance including a solution to the 20 out of 30 provisionally callable convertible bond problem.